SC0D.DE vs. ELFC.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and ELFC.DE (Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while ELFC.DE tracks the EURO iSTOXX® ex Financials High Dividend 50. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 8.86%/yr for ELFC.DE. A 0.77 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.30%/yr for ELFC.DE.
Performance
SC0D.DE vs. ELFC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0D.DE achieves a 7.29% return, which is significantly lower than ELFC.DE's 12.62% return. Over the past 10 years, SC0D.DE has outperformed ELFC.DE with an annualized return of 10.37%, while ELFC.DE has yielded a comparatively lower 8.86% 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%
ELFC.DE
- 1D
- -0.33%
- 1M
- 0.92%
- YTD
- 12.62%
- 6M
- 12.29%
- 1Y
- 20.13%
- 3Y*
- 12.09%
- 5Y*
- 10.14%
- 10Y*
- 8.86%
SC0D.DE vs. ELFC.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% |
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 12.62% | 17.73% | -0.16% | 15.69% | 1.54% | 21.96% | -7.15% | 19.94% | -4.03% | 6.11% |
Correlation
The correlation between SC0D.DE and ELFC.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.77 |
Over the past year, the correlation between SC0D.DE and ELFC.DE has dropped to 0.52 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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. ELFC.DE — Risk / Return Rank
SC0D.DE
ELFC.DE
SC0D.DE vs. ELFC.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 Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.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 | ELFC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.00 | -1.57 |
| Martin ratioReturn relative to average drawdown | 4.87 | 8.42 | -3.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0D.DE | ELFC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.81 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.73 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.55 | -0.09 |
Drawdowns
SC0D.DE vs. ELFC.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, roughly equal to the maximum ELFC.DE drawdown of -37.68%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and ELFC.DE.
Loading charts...
Drawdown Indicators
| SC0D.DE | ELFC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -37.68% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -6.71% | -4.22% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -15.02% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -16.85% | -6.53% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -37.68% | -0.82% |
Current DrawdownCurrent decline from peak | -0.53% | -1.60% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -4.70% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.39% | +0.82% |
Volatility
SC0D.DE vs. ELFC.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF (ELFC.DE) at 2.62%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than ELFC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0D.DE | ELFC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 2.62% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 8.07% | +4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.12% | +4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 13.76% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 16.40% | +1.87% |
SC0D.DE vs. ELFC.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than ELFC.DE's 0.30% expense ratio.
Dividends
SC0D.DE vs. ELFC.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while ELFC.DE's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ELFC.DE Deka Euro iSTOXX ex Fin Dividend Plus UCITS ETF | 4.08% | 4.45% | 4.66% | 4.66% | 4.91% | 3.85% | 2.83% | 3.64% | 4.20% | 3.53% | 3.57% |
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% |
Frequently Asked Questions
SC0D.DE and ELFC.DE have a correlation of 0.52, 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 0.30% for ELFC.DE.
SC0D.DE tracks EURO STOXX® 50, while ELFC.DE tracks EURO iSTOXX® ex Financials High Dividend 50. They also come from different issuers: Invesco and Deka. Their fees differ too: 0.05% for SC0D.DE and 0.30% for ELFC.DE.
Find the right allocation for SC0D.DE and ELFC.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