QDVX.DE vs. SC0D.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - QDVX.DE tracks the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, QDVX.DE returned 11.08%/yr vs 11.80%/yr for SC0D.DE. Their correlation of 0.84 suggests significant overlap in exposure. QDVX.DE charges 0.28%/yr vs 0.05%/yr for SC0D.DE.
Performance
QDVX.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with QDVX.DE having a 9.85% return and SC0D.DE slightly higher at 10.32%.
QDVX.DE
- 1D
- 0.71%
- 1M
- 3.98%
- YTD
- 9.85%
- 6M
- 10.52%
- 1Y
- 16.54%
- 3Y*
- 13.68%
- 5Y*
- 11.08%
- 10Y*
- —
SC0D.DE
- 1D
- 0.85%
- 1M
- 3.42%
- YTD
- 10.32%
- 6M
- 11.25%
- 1Y
- 22.33%
- 3Y*
- 16.61%
- 5Y*
- 11.80%
- 10Y*
- 11.86%
QDVX.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 9.85% | 11.29% | 10.80% | 15.21% | 0.82% | 18.84% | -10.01% | 26.71% | -6.49% | -0.05% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | -1.43% |
Correlation
The correlation between QDVX.DE and SC0D.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.84 |
The correlation between QDVX.DE and SC0D.DE has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
QDVX.DE vs. SC0D.DE — Risk / Return Rank
QDVX.DE
SC0D.DE
QDVX.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QDVX.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.03 | -0.03 |
| Martin ratioReturn relative to average drawdown | 6.67 | 7.09 | -0.42 |
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Drawdowns
QDVX.DE vs. SC0D.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.42%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and SC0D.DE.
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Drawdown Indicators
| QDVX.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.42% | -38.50% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -10.93% | +2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -16.54% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -14.62% | -23.38% | +8.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.85% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -7.08% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.14% | -0.66% |
Volatility
QDVX.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 2.50%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVX.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 3.63% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 13.20% | -4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.18% | 16.04% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 17.55% | -4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 17.97% | -2.67% |
QDVX.DE vs. SC0D.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
QDVX.DE vs. SC0D.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.06%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.06% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.20% | 0.74% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVX.DE and SC0D.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.28% for QDVX.DE.
QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.28% for QDVX.DE and 0.05% for SC0D.DE.
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