S6X0.DE vs. VGEU.DE
S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and VGEU.DE (Vanguard FTSE Developed Europe UCITS ETF Distributing) are both Europe Equities funds - S6X0.DE tracks the EURO STOXX 50 while VGEU.DE tracks the FTSE Developed Europe. Both are passively managed. Over the past 10 years, S6X0.DE returned 10.39%/yr vs 9.61%/yr for VGEU.DE. A 0.73 correlation means they provide meaningful diversification when combined. S6X0.DE charges 0.05%/yr vs 0.10%/yr for VGEU.DE.
Performance
S6X0.DE vs. VGEU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with S6X0.DE having a 7.30% return and VGEU.DE slightly lower at 7.29%. Over the past 10 years, S6X0.DE has outperformed VGEU.DE with an annualized return of 10.39%, while VGEU.DE has yielded a comparatively lower 9.61% annualized return.
S6X0.DE
- 1D
- 0.75%
- 1M
- 1.98%
- YTD
- 7.30%
- 6M
- 8.70%
- 1Y
- 15.59%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
VGEU.DE
- 1D
- 0.50%
- 1M
- 0.90%
- YTD
- 7.29%
- 6M
- 9.88%
- 1Y
- 16.08%
- 3Y*
- 14.08%
- 5Y*
- 9.90%
- 10Y*
- 9.61%
S6X0.DE vs. VGEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | -3.21% | 30.30% | -13.84% | 12.57% |
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 7.29% | 20.52% | 8.94% | 16.01% | -9.86% | 24.89% | -2.75% | 27.89% | -11.15% | 11.49% |
Correlation
The correlation between S6X0.DE and VGEU.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2015 | 0.73 |
Over the past year, S6X0.DE and VGEU.DE have become more correlated (0.95) than their long-term average of 0.73, meaning their price movements have been converging.
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Return for Risk
S6X0.DE vs. VGEU.DE — Risk / Return Rank
S6X0.DE
VGEU.DE
S6X0.DE vs. VGEU.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 Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.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.
| S6X0.DE | VGEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.69 | -0.25 |
| Martin ratioReturn relative to average drawdown | 4.89 | 6.33 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S6X0.DE | VGEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.26 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.68 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.67 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.56 | -0.05 |
Drawdowns
S6X0.DE vs. VGEU.DE - Drawdown Comparison
The maximum S6X0.DE drawdown since its inception was -38.54%, which is greater than VGEU.DE's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and VGEU.DE.
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Drawdown Indicators
| S6X0.DE | VGEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -35.59% | -2.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -9.59% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -16.46% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -20.11% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | -35.59% | -2.95% |
Current DrawdownCurrent decline from peak | -0.51% | -1.53% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -5.03% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.56% | +0.65% |
Volatility
S6X0.DE vs. VGEU.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a higher volatility of 4.96% compared to Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) at 4.29%. This indicates that S6X0.DE's price experiences larger fluctuations and is considered to be riskier than VGEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6X0.DE | VGEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.29% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 10.60% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 12.81% | +3.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 14.35% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 16.34% | +4.26% |
S6X0.DE vs. VGEU.DE - Expense Ratio Comparison
S6X0.DE has a 0.05% expense ratio, which is lower than VGEU.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
S6X0.DE vs. VGEU.DE - Dividend Comparison
S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, more than VGEU.DE's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.60% | 2.79% | 3.07% | 2.99% | 3.31% | 2.65% | 2.23% | 3.22% | 3.65% | 3.04% | 3.20% | 3.11% |
Frequently Asked Questions
With a correlation of 0.95, S6X0.DE and VGEU.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.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for VGEU.DE.
S6X0.DE tracks EURO STOXX 50, while VGEU.DE tracks FTSE Developed Europe. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.05% for S6X0.DE and 0.10% for VGEU.DE.
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