SC0C.DE vs. ASWA.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and ASWA.DE (HANetf European Green Deal UCITS ETF Acc) are both Europe Equities funds - SC0C.DE tracks the STOXX® Europe 600 while ASWA.DE tracks the SGI European Green Deal ESG Screened. Both are passively managed. Over the past year, SC0C.DE returned 16.30% vs 0.26% for ASWA.DE. A 0.70 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.60%/yr for ASWA.DE.
Performance
SC0C.DE vs. ASWA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0C.DE achieves a 7.46% return, which is significantly higher than ASWA.DE's -10.58% return.
SC0C.DE
- 1D
- 0.58%
- 1M
- 3.10%
- YTD
- 7.46%
- 6M
- 10.04%
- 1Y
- 16.30%
- 3Y*
- 13.82%
- 5Y*
- 9.59%
- 10Y*
- 9.07%
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0C.DE vs. ASWA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 3.50% |
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
Correlation
The correlation between SC0C.DE and ASWA.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.70 |
The correlation between SC0C.DE and ASWA.DE shifts across timeframes, from 0.51 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0C.DE vs. ASWA.DE — Risk / Return Rank
SC0C.DE
ASWA.DE
SC0C.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| SC0C.DE | ASWA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.06 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 0.01 | +1.74 |
| Martin ratioReturn relative to average drawdown | 6.54 | 0.03 | +6.52 |
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
| SC0C.DE | ASWA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.01 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.04 | +0.65 |
Drawdowns
SC0C.DE vs. ASWA.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than ASWA.DE's maximum drawdown of -30.36%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and ASWA.DE.
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Drawdown Indicators
| SC0C.DE | ASWA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -30.36% | -5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -30.36% | +21.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | — | — |
Current DrawdownCurrent decline from peak | -1.69% | -23.85% | +22.16% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -8.15% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 10.54% | -8.05% |
Volatility
SC0C.DE vs. ASWA.DE - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.41%, while HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a volatility of 7.52%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than ASWA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0C.DE | ASWA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.52% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 37.06% | -26.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 33.68% | -20.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 24.72% | -10.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 24.72% | -8.73% |
SC0C.DE vs. ASWA.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.
Dividends
SC0C.DE vs. ASWA.DE - Dividend Comparison
Neither SC0C.DE nor ASWA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and ASWA.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.60% for ASWA.DE.
SC0C.DE tracks STOXX® Europe 600, while ASWA.DE tracks SGI European Green Deal ESG Screened. They also come from different issuers: Invesco and HANetf. Their fees differ too: 0.19% for SC0C.DE and 0.60% for ASWA.DE.
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