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SC0C.DE vs. ELFC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0C.DE vs. ELFC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0C.DE vs. ELFC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0C.DE
SC0C.DE Risk / Return Rank: 3737
Overall Rank
SC0C.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0C.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0C.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SC0C.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0C.DE Martin Ratio Rank: 4242
Martin Ratio Rank

ELFC.DE
ELFC.DE Risk / Return Rank: 5555
Overall Rank
ELFC.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ELFC.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ELFC.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELFC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ELFC.DE Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEELFC.DEDifference
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

SC0C.DE vs. ELFC.DE - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 1.27, which is comparable to the ELFC.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SC0C.DE and ELFC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0C.DEELFC.DEDifference

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.DEELFC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.69%

-1.60%

-0.09%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.70%

-0.62%

Ulcer Index

Depth 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.DEELFC.DEDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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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