SC0C.DE vs. XNAS.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, SC0C.DE returned 10.09%/yr vs 16.25%/yr for XNAS.DE. A 0.58 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.20%/yr for XNAS.DE.
Performance
SC0C.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0C.DE achieves a 10.71% return, which is significantly lower than XNAS.DE's 19.50% 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%
XNAS.DE
- 1D
- 0.00%
- 1M
- -1.46%
- 6M
- 19.17%
- YTD
- 19.50%
- 1Y
- 31.24%
- 3Y*
- 23.42%
- 5Y*
- 16.25%
- 10Y*
- —
SC0C.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 10.71% | 20.66% | 8.31% | 15.54% | -10.52% | 22.62% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 19.50% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between SC0C.DE and XNAS.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.58 |
The correlation between SC0C.DE and XNAS.DE has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
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Return for Risk
SC0C.DE vs. XNAS.DE — Risk / Return Rank
SC0C.DE
XNAS.DE
SC0C.DE vs. XNAS.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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.14 | -0.88 |
| Martin ratioReturn relative to average drawdown | 8.63 | 9.01 | -0.37 |
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Drawdowns
SC0C.DE vs. XNAS.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and XNAS.DE.
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Drawdown Indicators
| SC0C.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -31.25% | -4.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.00% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -26.72% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | -31.25% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | — | — |
Current DrawdownCurrent decline from peak | -1.50% | -2.23% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -7.72% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 3.48% | -1.05% |
Volatility
SC0C.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) is 3.22%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 5.83%. This indicates that SC0C.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.83% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 12.59% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 17.29% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 20.11% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 19.93% | -4.35% |
SC0C.DE vs. XNAS.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than XNAS.DE's 0.20% expense ratio. Despite the difference, 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. XNAS.DE - Dividend Comparison
Neither SC0C.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and XNAS.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XNAS.DE.
SC0C.DE is categorized as Europe Equities, while XNAS.DE is Nasdaq-100. SC0C.DE tracks STOXX® Europe 600, while XNAS.DE tracks Nasdaq 100®. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for SC0C.DE and 0.20% for XNAS.DE.
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