SC0C.DE vs. EUPA.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and EUPA.DE (Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD)) are both Europe Equities funds - SC0C.DE tracks the STOXX® Europe 600 while EUPA.DE tracks the Shiller Barclays CAPE® Global Sector. Both are passively managed. Over the past 3 years, SC0C.DE returned 13.82%/yr vs 17.95%/yr for EUPA.DE. A 0.70 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.65%/yr for EUPA.DE.
Performance
SC0C.DE vs. EUPA.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 EUPA.DE's 8.36% 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%
EUPA.DE
- 1D
- 0.63%
- 1M
- 0.54%
- YTD
- 8.36%
- 6M
- 9.94%
- 1Y
- 17.10%
- 3Y*
- 17.95%
- 5Y*
- —
- 10Y*
- —
SC0C.DE vs. EUPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 6.41% |
EUPA.DE Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) | 8.36% | 18.38% | 13.54% | 11.13% |
Correlation
The correlation between SC0C.DE and EUPA.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2023 | 0.70 |
The correlation between SC0C.DE and EUPA.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
SC0C.DE vs. EUPA.DE — Risk / Return Rank
SC0C.DE
EUPA.DE
SC0C.DE vs. EUPA.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 Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.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 | EUPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.02 | -0.27 |
| Martin ratioReturn relative to average drawdown | 6.54 | 7.49 | -0.95 |
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 | EUPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.57 | -0.30 |
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 | 1.30 | -0.69 |
Drawdowns
SC0C.DE vs. EUPA.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than EUPA.DE's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and EUPA.DE.
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Drawdown Indicators
| SC0C.DE | EUPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -10.28% | -25.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -8.44% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -10.28% | -6.02% |
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% | -2.77% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -1.91% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.28% | +0.21% |
Volatility
SC0C.DE vs. EUPA.DE - Volatility Comparison
Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) has a higher volatility of 4.41% compared to Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF (USD) (EUPA.DE) at 3.63%. This indicates that SC0C.DE's price experiences larger fluctuations and is considered to be riskier than EUPA.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 | EUPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 3.63% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 9.03% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 10.84% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 12.40% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 12.40% | +3.59% |
SC0C.DE vs. EUPA.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than EUPA.DE's 0.65% expense ratio.
Dividends
SC0C.DE vs. EUPA.DE - Dividend Comparison
Neither SC0C.DE nor EUPA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and EUPA.DE have a correlation of 0.67, 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 0.65% for EUPA.DE.
SC0C.DE tracks STOXX® Europe 600, while EUPA.DE tracks Shiller Barclays CAPE® Global Sector. They also come from different issuers: Invesco and Franklin Templeton. Their fees differ too: 0.19% for SC0C.DE and 0.65% for EUPA.DE.
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