SC0C.DE vs. MASKX
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SC0C.DE or MASKX.
Key characteristics
| SC0C.DE | MASKX | |
|---|---|---|
| YTD Return | 7.45% | 17.88% |
| 1Y Return | 14.01% | 31.39% |
| 3Y Return (Ann) | 3.72% | -1.80% |
| 5Y Return (Ann) | 6.90% | 7.35% |
| 10Y Return (Ann) | 6.92% | 5.61% |
| Sharpe Ratio | 1.27 | 1.80 |
| Sortino Ratio | 1.76 | 2.61 |
| Omega Ratio | 1.22 | 1.31 |
| Calmar Ratio | 1.84 | 1.30 |
| Martin Ratio | 7.32 | 10.18 |
| Ulcer Index | 1.79% | 3.79% |
| Daily Std Dev | 10.42% | 21.48% |
| Max Drawdown | -35.89% | -67.66% |
| Current Drawdown | -4.83% | -6.46% |
Correlation
The correlation between SC0C.DE and MASKX is 0.44, 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.
Performance
SC0C.DE vs. MASKX - Performance Comparison
In the year-to-date period, SC0C.DE achieves a 7.45% return, which is significantly lower than MASKX's 17.88% return. Over the past 10 years, SC0C.DE has outperformed MASKX with an annualized return of 6.92%, while MASKX has yielded a comparatively lower 5.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
SC0C.DE vs. MASKX - Risk-Adjusted Performance 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.
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 1.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.42% | 1.54% | 1.41% | 1.14% | 1.04% | 1.38% | 1.17% | 1.04% | 1.22% | 0.93% | 1.57% | 1.10% |
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 -67.66%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and MASKX. For additional features, visit the drawdowns tool.
Volatility
SC0C.DE vs. MASKX - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.56%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 7.52%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than MASKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.