SC0D.DE vs. 540J.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and 540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while 540J.DE tracks the MSCI Switzerland. Both are passively managed. Over the past 10 years, SC0D.DE returned 11.86%/yr vs 9.92%/yr for 540J.DE. A 0.66 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.25%/yr for 540J.DE.
Performance
SC0D.DE vs. 540J.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SC0D.DE having a 10.32% return and 540J.DE slightly lower at 10.20%. Over the past 10 years, SC0D.DE has outperformed 540J.DE with an annualized return of 11.86%, while 540J.DE has yielded a comparatively lower 9.92% annualized return.
SC0D.DE
- 1D
- 0.85%
- 1M
- 3.42%
- YTD
- 10.32%
- 6M
- 11.25%
- 1Y
- 22.33%
- 3Y*
- 16.61%
- 5Y*
- 11.80%
- 10Y*
- 11.86%
540J.DE
- 1D
- 0.64%
- 1M
- 4.24%
- YTD
- 10.20%
- 6M
- 10.20%
- 1Y
- 23.68%
- 3Y*
- 12.11%
- 5Y*
- 8.21%
- 10Y*
- 9.92%
SC0D.DE vs. 540J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 10.20% | 18.39% | 3.70% | 10.71% | -12.90% | 29.35% | 1.20% | 35.11% | -4.78% | 7.45% |
Correlation
The correlation between SC0D.DE and 540J.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.66 |
The correlation between SC0D.DE and 540J.DE shifts across timeframes, from 0.51 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0D.DE vs. 540J.DE — Risk / Return Rank
SC0D.DE
540J.DE
SC0D.DE vs. 540J.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.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.
| SC0D.DE | 540J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.31 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.97 | +0.07 |
| Martin ratioReturn relative to average drawdown | 7.09 | 6.92 | +0.17 |
Loading charts...
Drawdowns
SC0D.DE vs. 540J.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than 540J.DE's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and 540J.DE.
Loading charts...
Drawdown Indicators
| SC0D.DE | 540J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -26.00% | -12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -11.98% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -15.78% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -17.64% | -5.74% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -26.00% | -12.50% |
Current DrawdownCurrent decline from peak | -0.85% | 0.00% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -5.64% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.41% | -0.27% |
Volatility
SC0D.DE vs. 540J.DE - Volatility Comparison
The current volatility for Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) is 3.63%, while Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a volatility of 4.55%. This indicates that SC0D.DE experiences smaller price fluctuations and is considered to be less risky than 540J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0D.DE | 540J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.55% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.20% | 10.94% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 13.73% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 13.64% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 14.06% | +3.91% |
SC0D.DE vs. 540J.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than 540J.DE's 0.25% 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
SC0D.DE vs. 540J.DE - Dividend Comparison
Neither SC0D.DE nor 540J.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and 540J.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for 540J.DE.
SC0D.DE tracks EURO STOXX® 50, while 540J.DE tracks MSCI Switzerland. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for SC0D.DE and 0.25% for 540J.DE.
Find the right allocation for SC0D.DE and 540J.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer