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

Performance

SC0C.DE vs. VERX.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 Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.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 10.71% return and VERX.DE slightly higher at 10.82%.


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%

VERX.DE

1D
0.06%
1M
1.32%
6M
7.37%
YTD
10.82%
1Y
20.82%
3Y*
14.52%
5Y*
9.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%0.98%
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
10.82%21.23%6.74%17.64%-12.50%24.56%2.35%28.65%-11.14%-0.14%

Correlation

The correlation between SC0C.DE and VERX.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 Oct 26, 2017

0.98

The correlation between SC0C.DE and VERX.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. VERX.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: 6060
Overall Rank
SC0C.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SC0C.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SC0C.DE Omega Ratio Rank: 6363
Omega Ratio Rank
SC0C.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SC0C.DE Martin Ratio Rank: 6060
Martin Ratio Rank

VERX.DE
VERX.DE Risk / Return Rank: 5454
Overall Rank
VERX.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VERX.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
VERX.DE Omega Ratio Rank: 5656
Omega Ratio Rank
VERX.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
VERX.DE Martin Ratio Rank: 5555
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. VERX.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 Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.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.DEVERX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.25

2.03

+0.23

Martin ratioReturn relative to average drawdown

8.63

7.63

+1.00

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

The current SC0C.DE Sharpe Ratio is 1.61, which is comparable to the VERX.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SC0C.DE and VERX.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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Drawdowns

SC0C.DE vs. VERX.DE - Drawdown Comparison

The maximum SC0C.DE drawdown since its inception was -35.89%, roughly equal to the maximum VERX.DE drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and VERX.DE.


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Drawdown Indicators


SC0C.DEVERX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-34.47%

-1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-10.22%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-16.31%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-22.88%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

-1.50%

-1.77%

+0.27%

Average Drawdown

Average peak-to-trough decline

-5.20%

-5.05%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.72%

-0.29%

Volatility

SC0C.DE vs. VERX.DE - Volatility Comparison

The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 3.22%, while Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.DE) has a volatility of 3.49%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than VERX.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.DEVERX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.49%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

11.74%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

13.91%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

15.01%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

16.07%

-0.49%

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

SC0C.DE has a 0.19% expense ratio, which is higher than VERX.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. VERX.DE - Dividend Comparison

SC0C.DE has not paid dividends to shareholders, while VERX.DE's dividend yield for the trailing twelve months is around 2.47%.


PositionTTM202520242023202220212020201920182017
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%
VERX.DE
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
2.47%2.67%2.92%2.75%3.02%2.28%1.95%2.80%3.23%0.23%

Frequently Asked Questions


With a correlation of 0.98, SC0C.DE and VERX.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, VERX.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VERX.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for SC0C.DE.

SC0C.DE tracks STOXX® Europe 600, while VERX.DE tracks MSCI Europe Ex UK NR EUR. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.19% for SC0C.DE and 0.10% for VERX.DE.

Portfolio Optimizer

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