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SC0C.DE vs. V50A.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SC0C.DEV50A.DE
YTD Return11.55%12.07%
1Y Return16.36%18.94%
3Y Return (Ann)7.51%10.09%
5Y Return (Ann)8.45%9.60%
10Y Return (Ann)7.01%7.74%
Sharpe Ratio1.831.72
Daily Std Dev10.48%13.00%
Max Drawdown-35.89%-38.57%
Current Drawdown-0.60%-2.30%

Correlation

-0.50.00.51.00.8

The correlation between SC0C.DE and V50A.DE is 0.81, 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 11.55% return and V50A.DE slightly higher at 12.07%. Over the past 10 years, SC0C.DE has underperformed V50A.DE with an annualized return of 7.01%, while V50A.DE has yielded a comparatively higher 7.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
7.35%
2.85%
SC0C.DE
V50A.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
Expense ratio chart for SC0C.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for V50A.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


SC0C.DE
Sharpe ratio
The chart of Sharpe ratio for SC0C.DE, currently valued at 1.98, compared to the broader market0.002.004.001.98
Sortino ratio
The chart of Sortino ratio for SC0C.DE, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.0012.002.88
Omega ratio
The chart of Omega ratio for SC0C.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.34
Calmar ratio
The chart of Calmar ratio for SC0C.DE, currently valued at 1.69, compared to the broader market0.005.0010.0015.001.69
Martin ratio
The chart of Martin ratio for SC0C.DE, currently valued at 11.73, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.73
V50A.DE
Sharpe ratio
The chart of Sharpe ratio for V50A.DE, currently valued at 1.88, compared to the broader market0.002.004.001.88
Sortino ratio
The chart of Sortino ratio for V50A.DE, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.0012.002.68
Omega ratio
The chart of Omega ratio for V50A.DE, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for V50A.DE, currently valued at 2.07, compared to the broader market0.005.0010.0015.002.07
Martin ratio
The chart of Martin ratio for V50A.DE, currently valued at 10.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.32

SC0C.DE vs. V50A.DE - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 1.83, which roughly equals the V50A.DE Sharpe Ratio of 1.72. The chart below compares the 12-month rolling Sharpe Ratio of SC0C.DE and V50A.DE.


Rolling 12-month Sharpe Ratio0.501.001.502.00AprilMayJuneJulyAugustSeptember
1.98
1.88
SC0C.DE
V50A.DE

Dividends

SC0C.DE vs. V50A.DE - Dividend Comparison

Neither SC0C.DE nor V50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
SC0C.DE
V50A.DE

Volatility

SC0C.DE vs. V50A.DE - Volatility Comparison

The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 3.62%, while Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a volatility of 4.76%. 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.


3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.62%
4.76%
SC0C.DE
V50A.DE