SC0D.DE vs. DX2G.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and DX2G.DE (Xtrackers CAC 40 UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while DX2G.DE tracks the CAC 40®. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 9.43%/yr for DX2G.DE. Their correlation of 0.89 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.20%/yr for DX2G.DE.
Performance
SC0D.DE vs. DX2G.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 DX2G.DE's 3.56% return. Over the past 10 years, SC0D.DE has outperformed DX2G.DE with an annualized return of 10.37%, while DX2G.DE has yielded a comparatively lower 9.43% 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%
DX2G.DE
- 1D
- 1.24%
- 1M
- 3.92%
- YTD
- 3.56%
- 6M
- 3.92%
- 1Y
- 8.98%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
SC0D.DE vs. DX2G.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% |
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
Correlation
The correlation between SC0D.DE and DX2G.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.89 |
The correlation between SC0D.DE and DX2G.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. DX2G.DE — Risk / Return Rank
SC0D.DE
DX2G.DE
SC0D.DE vs. DX2G.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 Xtrackers CAC 40 UCITS ETF (DX2G.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 | DX2G.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.82 | +0.61 |
| Martin ratioReturn relative to average drawdown | 4.87 | 2.51 | +2.35 |
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 | DX2G.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.62 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.47 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.52 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.48 | -0.02 |
Drawdowns
SC0D.DE vs. DX2G.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, roughly equal to the maximum DX2G.DE drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and DX2G.DE.
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Drawdown Indicators
| SC0D.DE | DX2G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -38.70% | +0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.92% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -16.22% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -20.89% | -2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -38.70% | +0.20% |
Current DrawdownCurrent decline from peak | -0.53% | -2.30% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -6.46% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.56% | -0.35% |
Volatility
SC0D.DE vs. DX2G.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Xtrackers CAC 40 UCITS ETF (DX2G.DE) have volatilities of 4.94% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0D.DE | DX2G.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.71% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 11.25% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 14.42% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 16.76% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 17.95% | +0.32% |
SC0D.DE vs. DX2G.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than DX2G.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
SC0D.DE vs. DX2G.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while DX2G.DE's dividend yield for the trailing twelve months is around 2.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
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 DX2G.DE have a correlation of 0.88, 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 0.20% for DX2G.DE.
SC0D.DE tracks EURO STOXX® 50, while DX2G.DE tracks CAC 40®. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.05% for SC0D.DE and 0.20% for DX2G.DE.
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