SC0C.DE vs. V50A.DE
Compare and contrast key facts about Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE).
SC0C.DE and V50A.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. V50A.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX® 50. It was launched on Feb 14, 2018. Both SC0C.DE and V50A.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SC0C.DE or V50A.DE.
Key characteristics
| SC0C.DE | V50A.DE | |
|---|---|---|
| YTD Return | 7.45% | 7.54% |
| 1Y Return | 14.01% | 13.51% |
| 3Y Return (Ann) | 3.72% | 5.70% |
| 5Y Return (Ann) | 6.90% | 7.80% |
| 10Y Return (Ann) | 6.92% | 7.97% |
| Sharpe Ratio | 1.27 | 0.93 |
| Sortino Ratio | 1.76 | 1.36 |
| Omega Ratio | 1.22 | 1.17 |
| Calmar Ratio | 1.84 | 1.27 |
| Martin Ratio | 7.32 | 4.32 |
| Ulcer Index | 1.79% | 2.85% |
| Daily Std Dev | 10.42% | 13.25% |
| Max Drawdown | -35.89% | -38.57% |
| Current Drawdown | -4.83% | -6.34% |
Correlation
The correlation between SC0C.DE and V50A.DE is 0.82, 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.
Performance
SC0C.DE vs. V50A.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with SC0C.DE having a 7.45% return and V50A.DE slightly higher at 7.54%. Over the past 10 years, SC0C.DE has underperformed V50A.DE with an annualized return of 6.92%, while V50A.DE has yielded a comparatively higher 7.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SC0C.DE vs. V50A.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is higher than V50A.DE's 0.15% 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%.
Risk-Adjusted Performance
SC0C.DE vs. V50A.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.
Dividends
SC0C.DE vs. V50A.DE - Dividend Comparison
Neither SC0C.DE nor V50A.DE has paid dividends to shareholders.
Drawdowns
SC0C.DE vs. V50A.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum V50A.DE drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and V50A.DE. For additional features, visit the drawdowns tool.
Volatility
SC0C.DE vs. V50A.DE - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 4.56%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 5.72%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.