SC0C.DE vs. D500.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0C.DE returned 9.07%/yr vs 15.85%/yr for D500.DE. A 0.72 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.05%/yr for D500.DE.
Performance
SC0C.DE vs. D500.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0C.DE achieves a 7.46% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, SC0C.DE has underperformed D500.DE with an annualized return of 9.07%, while D500.DE has yielded a comparatively higher 15.85% annualized 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%
D500.DE
- 1D
- -0.31%
- 1M
- 5.37%
- YTD
- 11.58%
- 6M
- 11.67%
- 1Y
- 25.88%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0C.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 15.54% | -10.52% | 24.51% | -1.98% | 28.32% | -11.21% | 10.84% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between SC0C.DE and D500.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.72 |
The correlation between SC0C.DE and D500.DE shifts across timeframes, from 0.57 (3 years) to 0.72 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0C.DE vs. D500.DE — Risk / Return Rank
SC0C.DE
D500.DE
SC0C.DE vs. D500.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 Invesco S&P 500 UCITS ETF Dist (D500.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 | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.60 | -1.85 |
| Martin ratioReturn relative to average drawdown | 6.54 | 12.88 | -6.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0C.DE | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.24 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 1.01 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.98 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.88 | -0.27 |
Drawdowns
SC0C.DE vs. D500.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than D500.DE's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and D500.DE.
Loading charts...
Drawdown Indicators
| SC0C.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -33.57% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -7.14% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -23.29% | +6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -23.29% | +2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -33.57% | -2.32% |
Current DrawdownCurrent decline from peak | -1.69% | -0.31% | -1.38% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.25% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.00% | +0.49% |
Volatility
SC0C.DE vs. D500.DE - Volatility Comparison
Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) has a higher volatility of 4.41% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that SC0C.DE's price experiences larger fluctuations and is considered to be riskier than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0C.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.66% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 7.54% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 11.59% | +1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 15.17% | -0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.08% | -0.09% |
SC0C.DE vs. D500.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is higher than D500.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0C.DE vs. D500.DE - Dividend Comparison
SC0C.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC0C.DE Invesco STOXX Europe 600 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
SC0C.DE and D500.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SC0C.DE.
SC0C.DE is categorized as Europe Equities, while D500.DE is S&P 500. SC0C.DE tracks STOXX® Europe 600, while D500.DE tracks S&P 500 Index. Their fees differ too: 0.19% for SC0C.DE and 0.05% for D500.DE.
Find the right allocation for SC0C.DE and D500.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer