SC0D.DE vs. CEMT.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and CEMT.DE (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while CEMT.DE tracks the MSCI Europe Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 6.44%/yr for CEMT.DE. Their correlation of 0.87 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.25%/yr for CEMT.DE.
Performance
SC0D.DE vs. CEMT.DE - Performance Comparison
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Returns By Period
Over the past 10 years, SC0D.DE has outperformed CEMT.DE with an annualized return of 10.37%, while CEMT.DE has yielded a comparatively lower 6.44% annualized return.
SC0D.DE
- 1D
- 0.74%
- 1M
- 4.75%
- YTD
- 7.29%
- 6M
- 8.67%
- 1Y
- 15.66%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
CEMT.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 4.36%
- 3Y*
- 9.41%
- 5Y*
- 4.08%
- 10Y*
- 6.44%
SC0D.DE vs. CEMT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
CEMT.DE iShares Edge MSCI Europe Size Factor UCITS ETF | 0.00% | 17.53% | 5.08% | 14.19% | -18.24% | 19.63% | 1.61% | 28.81% | -13.99% | 13.62% |
Correlation
The correlation between SC0D.DE and CEMT.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2015 | 0.87 |
Over the past year, the correlation between SC0D.DE and CEMT.DE has dropped to 0.45 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
SC0D.DE vs. CEMT.DE — Risk / Return Rank
SC0D.DE
CEMT.DE
SC0D.DE vs. CEMT.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 iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.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.
| SC0D.DE | CEMT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.10 | +0.33 |
| Martin ratioReturn relative to average drawdown | 4.87 | 4.03 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SC0D.DE | CEMT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.77 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.28 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.40 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.37 | +0.09 |
Drawdowns
SC0D.DE vs. CEMT.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, roughly equal to the maximum CEMT.DE drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and CEMT.DE.
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Drawdown Indicators
| SC0D.DE | CEMT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -37.66% | -0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -4.26% | -6.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -14.36% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -29.23% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -37.66% | -0.84% |
Current DrawdownCurrent decline from peak | -0.53% | -0.39% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -7.08% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.16% | +2.05% |
Volatility
SC0D.DE vs. CEMT.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to iShares Edge MSCI Europe Size Factor UCITS ETF (CEMT.DE) at 0.00%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than CEMT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0D.DE | CEMT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 0.00% | +4.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 0.00% | +12.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 6.11% | +9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 14.61% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.11% | +2.16% |
SC0D.DE vs. CEMT.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than CEMT.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. CEMT.DE - Dividend Comparison
Neither SC0D.DE nor CEMT.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and CEMT.DE have a correlation of 0.45, 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 CEMT.DE.
SC0D.DE tracks EURO STOXX® 50, while CEMT.DE tracks MSCI Europe Mid Cap Equal Weighted. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SC0D.DE and 0.25% for CEMT.DE.
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