SC0C.DE vs. SXRT.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - SC0C.DE tracks the STOXX® Europe 600 while SXRT.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SC0C.DE returned 9.51%/yr vs 10.93%/yr for SXRT.DE. Their correlation of 0.91 suggests significant overlap in exposure. SC0C.DE charges 0.19%/yr vs 0.10%/yr for SXRT.DE.
Performance
SC0C.DE vs. SXRT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SC0C.DE having a 10.71% return and SXRT.DE slightly lower at 10.33%. Over the past 10 years, SC0C.DE has underperformed SXRT.DE with an annualized return of 9.51%, while SXRT.DE has yielded a comparatively higher 10.93% 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%
SXRT.DE
- 1D
- -0.18%
- 1M
- 0.72%
- 6M
- 6.55%
- YTD
- 10.33%
- 1Y
- 20.10%
- 3Y*
- 15.70%
- 5Y*
- 12.44%
- 10Y*
- 10.93%
SC0C.DE vs. SXRT.DE - 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% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 10.33% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
Correlation
The correlation between SC0C.DE and SXRT.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.91 |
The correlation between SC0C.DE and SXRT.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
SC0C.DE vs. SXRT.DE — Risk / Return Rank
SC0C.DE
SXRT.DE
SC0C.DE vs. SXRT.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 iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
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 | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.23 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.83 | +0.42 |
| Martin ratioReturn relative to average drawdown | 8.63 | 6.41 | +2.22 |
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Drawdowns
SC0C.DE vs. SXRT.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and SXRT.DE.
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Drawdown Indicators
| SC0C.DE | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -38.41% | +2.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.93% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -16.39% | +0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -23.36% | +2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -38.41% | +2.52% |
Current DrawdownCurrent decline from peak | -1.50% | -2.16% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -7.21% | +2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 3.13% | -0.70% |
Volatility
SC0C.DE vs. SXRT.DE - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 3.22%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.01%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0C.DE | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.01% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 13.42% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 16.09% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 17.56% | -3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 17.85% | -2.27% |
SC0C.DE vs. SXRT.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is higher than SXRT.DE's 0.10% 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. SXRT.DE - Dividend Comparison
Neither SC0C.DE nor SXRT.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SC0C.DE and SXRT.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, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for SC0C.DE.
SC0C.DE tracks STOXX® Europe 600, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0C.DE and 0.10% for SXRT.DE.
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