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S6X0.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6X0.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with S6X0.DE at 9.71% and SC0D.DE at 9.71%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: S6X0.DE at 10.85% and SC0D.DE at 10.85%.


S6X0.DE

1D
-0.82%
1M
-1.02%
6M
5.53%
YTD
9.71%
1Y
18.75%
3Y*
15.58%
5Y*
12.13%
10Y*
10.85%

SC0D.DE

1D
-0.83%
1M
-1.04%
6M
5.51%
YTD
9.71%
1Y
18.75%
3Y*
15.56%
5Y*
12.12%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6X0.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
9.71%22.02%10.94%22.43%-9.00%23.10%-2.98%29.97%-12.04%10.08%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
9.71%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%

Correlation

The correlation between S6X0.DE and SC0D.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2009

0.98

The correlation between S6X0.DE and SC0D.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

S6X0.DE vs. SC0D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S6X0.DE
S6X0.DE Risk / Return Rank: 4444
Overall Rank
S6X0.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 4242
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 4747
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

S6X0.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


S6X0.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.22

1.22

0.00

Calmar ratioReturn relative to maximum drawdown

1.72

1.71

+0.01

Martin ratioReturn relative to average drawdown

6.01

6.00

0.00

S6X0.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current S6X0.DE Sharpe Ratio is 1.17, which is comparable to the SC0D.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of S6X0.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

S6X0.DE vs. SC0D.DE - Drawdown Comparison

The maximum S6X0.DE drawdown since its inception was -38.54%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and SC0D.DE.


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Drawdown Indicators


S6X0.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.54%

-38.50%

-0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.93%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-16.54%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-23.38%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

-38.50%

-0.04%

Current Drawdown

Current decline from peak

-2.82%

-2.85%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.67%

-7.06%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.12%

-0.01%

Volatility

S6X0.DE vs. SC0D.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 4.01% and 4.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


S6X0.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

4.14%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

13.36%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

16.12%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

17.55%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.93%

17.90%

+0.03%

S6X0.DE vs. SC0D.DE - Expense Ratio Comparison

Both S6X0.DE and SC0D.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

S6X0.DE vs. SC0D.DE - Dividend Comparison

S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.49%3.69%2.99%3.17%3.05%
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%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, S6X0.DE and SC0D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE and SC0D.DE have the same expense ratio: 0.05% per year.

S6X0.DE tracks EURO STOXX 50, while SC0D.DE tracks EURO STOXX® 50.

Portfolio Optimizer

Find the right allocation for S6X0.DE and SC0D.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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