SC0C.DE vs. MASKX
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and MASKX (iShares Russell 2000 Small-Cap Index Fund) are both funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while MASKX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, SC0C.DE returned 9.05%/yr vs 10.86%/yr for MASKX. At a 0.45 correlation, their price movements are largely independent. SC0C.DE charges 0.19%/yr vs 0.12%/yr for MASKX.
Performance
SC0C.DE vs. MASKX - Performance Comparison
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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 6.84% return, which is significantly lower than MASKX's 19.78% return. Over the past 10 years, SC0C.DE has underperformed MASKX with an annualized return of 9.05%, while MASKX has yielded a comparatively higher 10.86% annualized return.
SC0C.DE
- 1D
- -0.65%
- 1M
- 3.59%
- YTD
- 6.84%
- 6M
- 9.88%
- 1Y
- 16.14%
- 3Y*
- 13.41%
- 5Y*
- 9.47%
- 10Y*
- 9.05%
MASKX
- 1D
- 1.01%
- 1M
- 5.49%
- YTD
- 19.78%
- 6M
- 17.72%
- 1Y
- 37.94%
- 3Y*
- 15.30%
- 5Y*
- 7.42%
- 10Y*
- 10.86%
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 | 6.84% | 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 | 19.78% | -0.62% | 18.70% | 13.48% | -15.46% | 23.11% | 10.10% | 28.37% | -6.85% | 0.52% |
Correlation
The correlation between SC0C.DE and MASKX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.45 |
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Return for Risk
SC0C.DE vs. MASKX — Risk / Return Rank
SC0C.DE
MASKX
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 ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 4.70 | -2.97 |
| Martin ratioReturn relative to average drawdown | 6.48 | 15.10 | -8.62 |
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 | MASKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.20 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.33 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.46 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.38 | +0.23 |
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 -53.71%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and MASKX.
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Drawdown Indicators
| SC0C.DE | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -53.71% | +17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -8.75% | -0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -30.92% | +14.62% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -30.92% | +10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -42.08% | +6.19% |
Current DrawdownCurrent decline from peak | -2.26% | -0.28% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -10.97% | +5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.72% | -0.24% |
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 4.87% and 5.10%, 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.
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Volatility by Period
| SC0C.DE | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 5.10% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 12.89% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 18.72% | -5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 22.60% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 23.90% | -7.91% |
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%.
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 2.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.64% | 3.13% | 4.81% | 2.92% | 1.70% | 7.64% | 1.42% | 3.43% | 4.26% | 3.15% | 4.60% | 3.63% |
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% |
Frequently Asked Questions
SC0C.DE and MASKX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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