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SC0C.DE vs. PR1E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0C.DE vs. PR1E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SC0C.DE having a 7.46% return and PR1E.DE slightly higher at 7.72%.


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%

PR1E.DE

1D
0.46%
1M
3.10%
YTD
7.72%
6M
10.21%
1Y
17.12%
3Y*
13.86%
5Y*
10.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0C.DE vs. PR1E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
7.46%20.66%8.31%15.54%-10.52%24.51%-1.98%15.14%
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
7.72%20.48%8.42%15.89%-9.34%25.39%-3.59%15.15%

Correlation

The correlation between SC0C.DE and PR1E.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2019

0.99

The correlation between SC0C.DE and PR1E.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

SC0C.DE vs. PR1E.DE — 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: 3737
Overall Rank
SC0C.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0C.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0C.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SC0C.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0C.DE Martin Ratio Rank: 4242
Martin Ratio Rank

PR1E.DE
PR1E.DE Risk / Return Rank: 3939
Overall Rank
PR1E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PR1E.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
PR1E.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PR1E.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PR1E.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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. PR1E.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 Amundi Prime Europe UCITS ETF DR (D) (PR1E.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.DEPR1E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.75

1.81

-0.07

Martin ratioReturn relative to average drawdown

6.54

6.80

-0.25

SC0C.DE vs. PR1E.DE - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 1.27, which is comparable to the PR1E.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SC0C.DE and PR1E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0C.DEPR1E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.32

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.68

-0.03

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

0.62

-0.01

Drawdowns

SC0C.DE vs. PR1E.DE - Drawdown Comparison

The maximum SC0C.DE drawdown since its inception was -35.89%, roughly equal to the maximum PR1E.DE drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and PR1E.DE.


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Drawdown Indicators


SC0C.DEPR1E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-35.98%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-9.39%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-16.84%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-19.66%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

-1.69%

-1.61%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.90%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.51%

-0.02%

Volatility

SC0C.DE vs. PR1E.DE - Volatility Comparison

Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Amundi Prime Europe UCITS ETF DR (D) (PR1E.DE) have volatilities of 4.41% and 4.33%, 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.DEPR1E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.33%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

10.60%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

12.88%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

14.48%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

16.68%

-0.69%

SC0C.DE vs. PR1E.DE - Expense Ratio Comparison

SC0C.DE has a 0.19% expense ratio, which is higher than PR1E.DE's 0.05% 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. PR1E.DE - Dividend Comparison

SC0C.DE has not paid dividends to shareholders, while PR1E.DE's dividend yield for the trailing twelve months is around 2.38%.


PositionTTM2025202420232022202120202019
PR1E.DE
Amundi Prime Europe UCITS ETF DR (D)
2.38%2.56%2.87%2.91%3.15%2.25%2.17%2.73%
SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, SC0C.DE and PR1E.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PR1E.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1E.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SC0C.DE.

SC0C.DE tracks STOXX® Europe 600, while PR1E.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0C.DE and 0.05% for PR1E.DE.

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