SC0D.DE vs. D500.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - SC0D.DE is a Europe Equities fund tracking the EURO STOXX® 50, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 15.85%/yr for D500.DE. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.05% expense ratio.
Performance
SC0D.DE vs. D500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0D.DE achieves a 7.29% return, which is significantly lower than D500.DE's 11.58% return. Over the past 10 years, SC0D.DE has underperformed D500.DE with an annualized return of 10.37%, while D500.DE has yielded a comparatively higher 15.85% annualized return.
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
D500.DE
- 1D
- -0.31%
- 1M
- 4.52%
- YTD
- 11.58%
- 6M
- 11.08%
- 1Y
- 25.86%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
SC0D.DE vs. D500.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% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 35.52% | -0.84% | 6.73% |
Correlation
The correlation between SC0D.DE and D500.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2015 | 0.69 |
The correlation between SC0D.DE and D500.DE shifts across timeframes, from 0.55 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0D.DE vs. D500.DE — Risk / Return Rank
SC0D.DE
D500.DE
SC0D.DE vs. D500.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 Invesco S&P 500 UCITS ETF Dist (D500.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 | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.60 | -2.17 |
| Martin ratioReturn relative to average drawdown | 4.87 | 12.88 | -8.02 |
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 | D500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.24 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 1.01 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.98 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.88 | -0.42 |
Drawdowns
SC0D.DE vs. D500.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than D500.DE's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and D500.DE.
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Drawdown Indicators
| SC0D.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -33.57% | -4.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -7.14% | -3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -23.29% | +6.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -23.29% | -0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -33.57% | -4.93% |
Current DrawdownCurrent decline from peak | -0.53% | -0.31% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -4.25% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.00% | +1.21% |
Volatility
SC0D.DE vs. D500.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 2.66%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than D500.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 | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 2.66% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 7.54% | +5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.59% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 15.17% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.08% | +2.19% |
SC0D.DE vs. D500.DE - Expense Ratio Comparison
Both SC0D.DE and D500.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC0D.DE vs. D500.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0D.DE and D500.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE and D500.DE have the same expense ratio: 0.05% per year.
SC0D.DE is categorized as Europe Equities, while D500.DE is S&P 500. SC0D.DE tracks EURO STOXX® 50, while D500.DE tracks S&P 500 Index.
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