SC0C.DE vs. FWIA.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, SC0C.DE returned 16.30% vs 26.57% for FWIA.DE. A 0.73 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.15%/yr for FWIA.DE.
Performance
SC0C.DE vs. FWIA.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 FWIA.DE's 12.60% 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%
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0C.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 5.62% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between SC0C.DE and FWIA.DE is 0.75, 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 | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.73 |
The correlation between SC0C.DE and FWIA.DE has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.
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. FWIA.DE — Risk / Return Rank
SC0C.DE
FWIA.DE
SC0C.DE vs. FWIA.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 FTSE All-World UCITS ETF Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.44 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.08 | -2.33 |
| Martin ratioReturn relative to average drawdown | 6.54 | 16.52 | -9.98 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.36 | -1.09 |
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 | 1.40 | -0.79 |
Drawdowns
SC0C.DE vs. FWIA.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and FWIA.DE.
Loading charts...
Drawdown Indicators
| SC0C.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -20.96% | -14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -6.49% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | — | — |
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% | -0.62% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -2.44% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.60% | +0.89% |
Volatility
SC0C.DE vs. FWIA.DE - Volatility Comparison
Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) has a higher volatility of 4.41% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that SC0C.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0C.DE | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 2.96% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 8.09% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 11.22% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 13.18% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 13.18% | +2.81% |
SC0C.DE vs. FWIA.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is higher than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither SC0C.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and FWIA.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FWIA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FWIA.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for SC0C.DE.
SC0C.DE is categorized as Europe Equities, while FWIA.DE is Global Equities. SC0C.DE tracks STOXX® Europe 600, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.19% for SC0C.DE and 0.15% for FWIA.DE.
Find the right allocation for SC0C.DE and FWIA.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