SC0C.DE vs. EEM
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and EEM (iShares MSCI Emerging Markets ETF) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while EEM is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net). Both are passively managed. Over the past 10 years, SC0C.DE returned 9.07%/yr vs 9.44%/yr for EEM. At a 0.49 correlation, their price movements are largely independent. SC0C.DE charges 0.19%/yr vs 0.72%/yr for EEM.
Performance
SC0C.DE vs. EEM - Performance Comparison
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Different Trading Currencies
SC0C.DE is traded in EUR, while EEM is traded in USD. To make them comparable, the EEM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SC0C.DE achieves a 7.46% return, which is significantly lower than EEM's 27.74% return. Both investments have delivered pretty close results over the past 10 years, with SC0C.DE having a 9.07% annualized return and EEM not far ahead at 9.44%.
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%
EEM
- 1D
- -1.31%
- 1M
- 6.36%
- YTD
- 27.74%
- 6M
- 29.35%
- 1Y
- 49.54%
- 3Y*
- 20.19%
- 5Y*
- 7.75%
- 10Y*
- 9.44%
SC0C.DE vs. EEM - 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% |
EEM iShares MSCI Emerging Markets ETF | 27.74% | 18.08% | 13.52% | 5.68% | -15.64% | 3.58% | 7.38% | 20.90% | -11.34% | 20.39% |
Correlation
The correlation between SC0C.DE and EEM is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.49 |
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Return for Risk
SC0C.DE vs. EEM — Risk / Return Rank
SC0C.DE
EEM
SC0C.DE vs. EEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and iShares MSCI Emerging Markets ETF (EEM). 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 | EEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.57 | -2.82 |
| Martin ratioReturn relative to average drawdown | 6.54 | 16.84 | -10.30 |
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 | EEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.67 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.45 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.48 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.21 | +0.40 |
Drawdowns
SC0C.DE vs. EEM - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum EEM drawdown of -61.01%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and EEM.
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Drawdown Indicators
| SC0C.DE | EEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -61.01% | +25.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.90% | +1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -18.07% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -24.70% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -32.11% | -3.78% |
Current DrawdownCurrent decline from peak | -1.69% | -2.26% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -13.57% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.95% | -0.46% |
Volatility
SC0C.DE vs. EEM - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.41%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 7.75%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than EEM 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 | EEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 7.75% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 15.94% | -5.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 18.66% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 17.19% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 19.65% | -3.66% |
SC0C.DE vs. EEM - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than EEM's 0.72% expense ratio.
Dividends
SC0C.DE vs. EEM - Dividend Comparison
SC0C.DE has not paid dividends to shareholders, while EEM's dividend yield for the trailing twelve months is around 1.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.76% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
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 EEM have a correlation of 0.47, 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 0.72% for EEM.
SC0C.DE is categorized as Europe Equities, while EEM is Emerging Markets Diversified. SC0C.DE tracks STOXX® Europe 600, while EEM tracks MSCI Emerging Markets Index (Net). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0C.DE and 0.72% for EEM.
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