SC0C.DE vs. MASKX

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and iShares Russell 2000 Small-Cap Index Fund (MASKX).

SC0C.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600. It was launched on Apr 1, 2009. MASKX is managed by BlackRock. It was launched on Apr 9, 1997.

Performance

SC0C.DE vs. MASKX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and iShares Russell 2000 Small-Cap Index Fund (MASKX). The values are adjusted to include any dividend payments, if applicable.

SC0C.DE vs. MASKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0C.DE Invesco STOXX Europe 600 UCITS ETF	-1.08%	20.66%	8.31%	15.54%	-10.52%	24.51%	-1.98%	28.32%	-11.21%	10.84%
MASKX iShares Russell 2000 Small-Cap Index Fund	-0.09%	-0.62%	18.70%	13.48%	-15.46%	23.11%	10.10%	28.37%	-6.85%	0.52%

Different Trading Currencies

SC0C.DE is traded in EUR, while MASKX is traded in USD. To make them comparable, the MASKX 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 -1.08% return, which is significantly lower than MASKX's -0.09% return. Over the past 10 years, SC0C.DE has underperformed MASKX with an annualized return of 8.64%, while MASKX has yielded a comparatively higher 9.37% annualized return.

SC0C.DE

• 1D: 0.38%
• 1M: -7.53%
• YTD: -1.08%
• 6M: 5.37%
• 1Y: 12.30%
• 3Y*: 11.42%
• 5Y*: 8.97%
• 10Y*: 8.64%

MASKX

• 1D: -1.08%
• 1M: -5.30%
• YTD: -0.09%
• 6M: 1.98%
• 1Y: 14.61%
• 3Y*: 9.65%
• 5Y*: 3.47%
• 10Y*: 9.37%

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

SC0C.DE vs. MASKX - Expense Ratio Comparison

SC0C.DE has a 0.19% expense ratio, which is higher than MASKX's 0.12% 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%.

SC0C.DE

Invesco STOXX Europe 600 UCITS ETF

MASKX

iShares Russell 2000 Small-Cap Index Fund

Return for Risk

SC0C.DE vs. MASKX — 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: 41
SC0C.DE Sharpe Ratio Rank: 45
SC0C.DE Sortino Ratio Rank: 39
SC0C.DE Omega Ratio Rank: 45
SC0C.DE Calmar Ratio Rank: 35
SC0C.DE Martin Ratio Rank: 41

MASKX

MASKX Risk / Return Rank: 49
MASKX Sharpe Ratio Rank: 47
MASKX Sortino Ratio Rank: 51
MASKX Omega Ratio Rank: 40
MASKX Calmar Ratio Rank: 57
MASKX Martin Ratio Rank: 51

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. MASKX - 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 Russell 2000 Small-Cap Index Fund (MASKX). 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	MASKX	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.58	+0.24
Sortino ratio Return per unit of downside risk	1.12	0.94	+0.18
Omega ratio Gain probability vs. loss probability	1.18	1.13	+0.05
Calmar ratio Return relative to maximum drawdown	0.89	0.75	+0.14
Martin ratio Return relative to average drawdown	3.90	2.71	+1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SC0C.DE vs. MASKX - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 0.82, which is higher than the MASKX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SC0C.DE and MASKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SC0C.DE	MASKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.58	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.15	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.39	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.32	+0.27

Correlation

The correlation between SC0C.DE and MASKX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SC0C.DE vs. MASKX - Dividend Comparison

SC0C.DE has not paid dividends to shareholders, while MASKX's dividend yield for the trailing twelve months is around 3.22%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MASKX iShares Russell 2000 Small-Cap Index Fund	3.22%	3.13%	4.81%	2.92%	1.70%	7.64%	1.42%	3.43%	4.26%	3.15%	4.60%	3.63%

Drawdowns

SC0C.DE vs. MASKX - Drawdown Comparison

The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum MASKX drawdown of -55.99%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and MASKX.

Drawdown Indicators

	SC0C.DE	MASKX	Difference
Max Drawdown Largest peak-to-trough decline	-35.89%	-59.06%	+23.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.93%	-13.89%	+0.96%
Max Drawdown (5Y) Largest decline over 5 years	-20.52%	-31.98%	+11.46%
Max Drawdown (10Y) Largest decline over 10 years	-35.89%	-41.68%	+5.79%
Current Drawdown Current decline from peak	-7.54%	-11.01%	+3.47%
Average Drawdown Average peak-to-trough decline	-5.35%	-11.69%	+6.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	3.68%	-0.81%

Volatility

SC0C.DE vs. MASKX - Volatility Comparison

Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and iShares Russell 2000 Small-Cap Index Fund (MASKX) have volatilities of 5.86% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0C.DE	MASKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.86%	6.13%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	14.20%	-5.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.02%	24.94%	-9.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	22.60%	-8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	23.91%	-7.97%