SC0C.DE vs. ELFC.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - SC0C.DE tracks the STOXX® Europe 600 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, SC0C.DE returned 9.07%/yr vs 8.86%/yr for ELFC.DE. A 0.78 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.30%/yr for ELFC.DE.
Performance
SC0C.DE vs. ELFC.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 lower than ELFC.DE's 12.62% return. Both investments have delivered pretty close results over the past 10 years, with SC0C.DE having a 9.07% annualized return and ELFC.DE not far behind at 8.86%.
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%
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
SC0C.DE vs. ELFC.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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
Correlation
The correlation between SC0C.DE and ELFC.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.78 |
Over the past year, the correlation between SC0C.DE and ELFC.DE has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
SC0C.DE vs. ELFC.DE — Risk / Return Rank
SC0C.DE
ELFC.DE
SC0C.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.00 | -1.25 |
| Martin ratioReturn relative to average drawdown | 6.54 | 8.42 | -1.88 |
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 | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.81 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.73 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.55 | +0.06 |
Drawdowns
SC0C.DE vs. ELFC.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and ELFC.DE.
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Drawdown Indicators
| SC0C.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -37.68% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -6.71% | -2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -15.02% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -16.85% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -37.68% | +1.79% |
Current DrawdownCurrent decline from peak | -1.69% | -1.60% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -4.70% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.39% | +0.10% |
Volatility
SC0C.DE vs. ELFC.DE - Volatility Comparison
Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) has a higher volatility of 4.41% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that SC0C.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.62% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 8.07% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 11.12% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 13.76% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 16.40% | -0.41% |
SC0C.DE vs. ELFC.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
SC0C.DE vs. ELFC.DE - Dividend Comparison
SC0C.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
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% |
Frequently Asked Questions
SC0C.DE and ELFC.DE have a correlation of 0.56, 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 0.30% for ELFC.DE.
SC0C.DE tracks STOXX® Europe 600, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: Invesco and Deka. Their fees differ too: 0.19% for SC0C.DE and 0.30% for ELFC.DE.
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