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SC0D.DE vs. ETBB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0D.DE vs. ETBB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SC0D.DE having a 7.29% return and ETBB.DE slightly higher at 7.30%. Both investments have delivered pretty close results over the past 10 years, with SC0D.DE having a 10.37% annualized return and ETBB.DE not far ahead at 10.40%.


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%

ETBB.DE

1D
0.78%
1M
4.80%
YTD
7.30%
6M
8.72%
1Y
15.85%
3Y*
15.59%
5Y*
11.55%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0D.DE vs. ETBB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
7.30%22.21%10.80%22.47%-8.68%23.66%-2.95%29.81%-12.18%9.74%

Correlation

The correlation between SC0D.DE and ETBB.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2010

0.96

The correlation between SC0D.DE and ETBB.DE has been stable across timeframes, ranging from 0.96 to 1.00 - a consistent structural relationship.

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Return for Risk

SC0D.DE vs. ETBB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
Martin Ratio Rank

ETBB.DE
ETBB.DE Risk / Return Rank: 3030
Overall Rank
ETBB.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ETBB.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETBB.DE Omega Ratio Rank: 2828
Omega Ratio Rank
ETBB.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
ETBB.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0D.DE vs. ETBB.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 BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.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.DEETBB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.43

1.44

-0.02

Martin ratioReturn relative to average drawdown

4.87

4.90

-0.03

SC0D.DE vs. ETBB.DE - Sharpe Ratio Comparison

The current SC0D.DE Sharpe Ratio is 0.98, which is comparable to the ETBB.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SC0D.DE and ETBB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0D.DEETBB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.99

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.65

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.56

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Drawdowns

SC0D.DE vs. ETBB.DE - Drawdown Comparison

The maximum SC0D.DE drawdown since its inception was -38.50%, roughly equal to the maximum ETBB.DE drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and ETBB.DE.


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Drawdown Indicators


SC0D.DEETBB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-38.43%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-10.94%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.63%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-23.28%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-38.43%

-0.07%

Current Drawdown

Current decline from peak

-0.53%

-0.42%

-0.11%

Average Drawdown

Average peak-to-trough decline

-7.22%

-7.40%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.23%

-0.02%

Volatility

SC0D.DE vs. ETBB.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and BNP Paribas Easy EURO STOXX 50 UCITS ETF (ETBB.DE) have volatilities of 4.94% and 4.95%, 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.DEETBB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.95%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.94%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

15.93%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

17.56%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

18.32%

-0.05%

SC0D.DE vs. ETBB.DE - Expense Ratio Comparison

SC0D.DE has a 0.05% expense ratio, which is lower than ETBB.DE's 0.18% 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. ETBB.DE - Dividend Comparison

SC0D.DE has not paid dividends to shareholders, while ETBB.DE's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM20252024202320222021202020192018201720162015
ETBB.DE
BNP Paribas Easy EURO STOXX 50 UCITS ETF
2.66%2.77%2.96%3.01%2.73%1.86%2.60%3.08%3.96%0.23%2.85%3.19%
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


With a correlation of 1.00, SC0D.DE and ETBB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.18% for ETBB.DE.

Both ETFs track EURO STOXX® 50. They also come from different issuers: Invesco and BNP Paribas. Their fees differ too: 0.05% for SC0D.DE and 0.18% for ETBB.DE.

Portfolio Optimizer

Find the right allocation for SC0D.DE and ETBB.DE

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