SC0D.DE vs. DECD.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and DECD.DE (Amundi DAX 50 ESG UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while DECD.DE tracks the DAX® 50 ESG. Both are passively managed. Over the past 5 years, SC0D.DE returned 11.35%/yr vs 8.61%/yr for DECD.DE. Their correlation of 0.91 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.15%/yr for DECD.DE.
Performance
SC0D.DE vs. DECD.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 higher than DECD.DE's 6.02% 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%
DECD.DE
- 1D
- 0.95%
- 1M
- 5.39%
- YTD
- 6.02%
- 6M
- 8.92%
- 1Y
- 8.24%
- 3Y*
- 15.59%
- 5Y*
- 8.61%
- 10Y*
- —
SC0D.DE vs. DECD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | 1.27% |
DECD.DE Amundi DAX 50 ESG UCITS ETF | 6.02% | 20.49% | 15.14% | 19.58% | -15.27% | 15.15% | 4.11% |
Correlation
The correlation between SC0D.DE and DECD.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.91 |
The correlation between SC0D.DE and DECD.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. DECD.DE — Risk / Return Rank
SC0D.DE
DECD.DE
SC0D.DE vs. DECD.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 DAX 50 ESG UCITS ETF (DECD.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 | DECD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.70 | +0.73 |
| Martin ratioReturn relative to average drawdown | 4.87 | 2.05 | +2.81 |
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 | DECD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.54 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.50 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.66 | -0.20 |
Drawdowns
SC0D.DE vs. DECD.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than DECD.DE's maximum drawdown of -28.60%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and DECD.DE.
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Drawdown Indicators
| SC0D.DE | DECD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -28.60% | -9.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -11.75% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -15.80% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -28.60% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.45% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.72% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 4.00% | -0.79% |
Volatility
SC0D.DE vs. DECD.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Amundi DAX 50 ESG UCITS ETF (DECD.DE) at 4.50%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than DECD.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 | DECD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.50% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 11.87% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 15.34% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 16.98% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.78% | +1.49% |
SC0D.DE vs. DECD.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than DECD.DE's 0.15% 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. DECD.DE - Dividend Comparison
Neither SC0D.DE nor DECD.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and DECD.DE have a correlation of 0.89, 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 0.15% for DECD.DE.
SC0D.DE tracks EURO STOXX® 50, while DECD.DE tracks DAX® 50 ESG. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for SC0D.DE and 0.15% for DECD.DE.
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