SC0C.DE vs. SPY5.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE).

SC0C.DE and SPY5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. Both SC0C.DE and SPY5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SC0C.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.DE). The values are adjusted to include any dividend payments, if applicable.

SC0C.DE vs. SPY5.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0C.DE Invesco STOXX Europe 600 UCITS ETF	1.39%	20.66%	8.31%	15.54%	-10.52%	24.51%	-1.98%	28.32%	-11.21%	10.84%
SPY5.DE SPDR S&P 500 UCITS ETF	-2.99%	4.75%	32.36%	22.42%	-14.24%	40.60%	6.73%	34.93%	0.25%	6.69%

Returns By Period

In the year-to-date period, SC0C.DE achieves a 1.39% return, which is significantly higher than SPY5.DE's -2.99% return. Over the past 10 years, SC0C.DE has underperformed SPY5.DE with an annualized return of 8.91%, while SPY5.DE has yielded a comparatively higher 13.83% annualized return.

SC0C.DE

• 1D: 2.49%
• 1M: -3.65%
• YTD: 1.39%
• 6M: 6.65%
• 1Y: 13.94%
• 3Y*: 12.34%
• 5Y*: 9.51%
• 10Y*: 8.91%

SPY5.DE

• 1D: 1.71%
• 1M: -3.09%
• YTD: -2.99%
• 6M: 0.08%
• 1Y: 10.22%
• 3Y*: 16.10%
• 5Y*: 12.10%
• 10Y*: 13.83%

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

SC0C.DE vs. SPY5.DE - Expense Ratio Comparison

SC0C.DE has a 0.19% expense ratio, which is higher than SPY5.DE's 0.03% 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

SPY5.DE

SPDR S&P 500 UCITS ETF

Return for Risk

SC0C.DE vs. SPY5.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: 48
SC0C.DE Sharpe Ratio Rank: 48
SC0C.DE Sortino Ratio Rank: 42
SC0C.DE Omega Ratio Rank: 49
SC0C.DE Calmar Ratio Rank: 50
SC0C.DE Martin Ratio Rank: 53

SPY5.DE

SPY5.DE Risk / Return Rank: 36
SPY5.DE Sharpe Ratio Rank: 30
SPY5.DE Sortino Ratio Rank: 29
SPY5.DE Omega Ratio Rank: 31
SPY5.DE Calmar Ratio Rank: 44
SPY5.DE Martin Ratio Rank: 45

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. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.DE	SPY5.DE	Difference
Sharpe ratio Return per unit of total volatility	0.92	0.59	+0.32
Sortino ratio Return per unit of downside risk	1.26	0.90	+0.35
Omega ratio Gain probability vs. loss probability	1.20	1.13	+0.06
Calmar ratio Return relative to maximum drawdown	1.43	1.20	+0.24
Martin ratio Return relative to average drawdown	5.59	4.39	+1.20
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. SPY5.DE - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 0.92, which is higher than the SPY5.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of SC0C.DE and SPY5.DE, 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	SPY5.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.92	0.59	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.79	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.85	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.91	-0.32

Correlation

The correlation between SC0C.DE and SPY5.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SC0C.DE vs. SPY5.DE - Dividend Comparison

SC0C.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 1.02%.

	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%
SPY5.DE SPDR S&P 500 UCITS ETF	1.02%	0.99%	1.03%	1.22%	1.42%	0.95%	1.37%	1.74%	3.30%	1.59%	1.57%	1.69%

Drawdowns

SC0C.DE vs. SPY5.DE - Drawdown Comparison

The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than SPY5.DE's maximum drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and SPY5.DE.

Drawdown Indicators

	SC0C.DE	SPY5.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.89%	-33.86%	-2.03%
Max Drawdown (1Y) Largest decline over 1 year	-12.51%	-13.49%	+0.98%
Max Drawdown (5Y) Largest decline over 5 years	-20.52%	-23.34%	+2.82%
Max Drawdown (10Y) Largest decline over 10 years	-35.89%	-33.86%	-2.03%
Current Drawdown Current decline from peak	-5.24%	-5.19%	-0.05%
Average Drawdown Average peak-to-trough decline	-5.35%	-3.99%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	2.33%	+0.26%

Volatility

SC0C.DE vs. SPY5.DE - Volatility Comparison

Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) has a higher volatility of 5.74% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.80%. This indicates that SC0C.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0C.DE	SPY5.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.74%	3.80%	+1.94%
Volatility (6M) Calculated over the trailing 6-month period	9.06%	8.58%	+0.48%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	17.17%	-2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.21%	15.21%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.96%	16.12%	-0.16%