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 9.51%/yr vs 10.46%/yr for MASKX. At a 0.47 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
Loading charts...
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 10.71% return, which is significantly lower than MASKX's 23.50% return. Over the past 10 years, SC0C.DE has underperformed MASKX with an annualized return of 9.51%, while MASKX has yielded a comparatively higher 10.46% annualized return.
SC0C.DE
- 1D
- 0.20%
- 1M
- 1.52%
- 6M
- 7.41%
- YTD
- 10.71%
- 1Y
- 21.01%
- 3Y*
- 14.83%
- 5Y*
- 10.09%
- 10Y*
- 9.51%
MASKX
- 1D
- 0.08%
- 1M
- 1.51%
- 6M
- 14.58%
- YTD
- 23.50%
- 1Y
- 38.09%
- 3Y*
- 16.18%
- 5Y*
- 8.35%
- 10Y*
- 10.46%
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 | 10.71% | 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 | 23.50% | -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 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
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 | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2009 | 0.47 |
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. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SC0C.DE | MASKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.14 | -1.89 |
| Martin ratioReturn relative to average drawdown | 8.63 | 13.47 | -4.84 |
Loading charts...
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 -52.47%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and MASKX.
Loading charts...
Drawdown Indicators
| SC0C.DE | MASKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -52.47% | +16.58% |
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 | -1.50% | -1.92% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -10.65% | +5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.69% | -0.26% |
Volatility
SC0C.DE vs. MASKX - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 3.22%, while iShares Russell 2000 Small-Cap Index Fund (MASKX) has a volatility of 3.88%. 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.
Loading charts...
Volatility by Period
| SC0C.DE | MASKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.88% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 13.22% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 18.77% | -5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 22.61% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 23.89% | -8.31% |
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 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASKX iShares Russell 2000 Small-Cap Index Fund | 2.61% | 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 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SC0C.DE and MASKX
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