SC0D.DE vs. EUN1.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and EUN1.DE (iShares STOXX Europe 50 UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while EUN1.DE tracks the STOXX® Europe 50. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 9.16%/yr for EUN1.DE. Their correlation of 0.89 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.35%/yr for EUN1.DE.
Performance
SC0D.DE vs. EUN1.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SC0D.DE having a 7.29% return and EUN1.DE slightly lower at 7.28%. Over the past 10 years, SC0D.DE has outperformed EUN1.DE with an annualized return of 10.37%, while EUN1.DE has yielded a comparatively lower 9.16% 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%
EUN1.DE
- 1D
- 0.78%
- 1M
- 3.43%
- YTD
- 7.28%
- 6M
- 9.61%
- 1Y
- 16.30%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
SC0D.DE vs. EUN1.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% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 14.83% | -1.88% | 26.01% | -6.66% | 28.44% | -10.45% | 9.14% |
Correlation
The correlation between SC0D.DE and EUN1.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.89 |
The correlation between SC0D.DE and EUN1.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. EUN1.DE — Risk / Return Rank
SC0D.DE
EUN1.DE
SC0D.DE vs. EUN1.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 iShares STOXX Europe 50 UCITS ETF (EUN1.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 | EUN1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.69 | -0.26 |
| Martin ratioReturn relative to average drawdown | 4.87 | 5.92 | -1.06 |
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 | EUN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.21 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.78 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.16 | +0.31 |
Drawdowns
SC0D.DE vs. EUN1.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, smaller than the maximum EUN1.DE drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and EUN1.DE.
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Drawdown Indicators
| SC0D.DE | EUN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -62.27% | +23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -9.61% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -17.40% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -17.40% | -5.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -32.50% | -6.00% |
Current DrawdownCurrent decline from peak | -0.53% | -1.72% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -20.89% | +13.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.75% | +0.46% |
Volatility
SC0D.DE vs. EUN1.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to iShares STOXX Europe 50 UCITS ETF (EUN1.DE) at 4.21%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than EUN1.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 | EUN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.21% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 11.00% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 13.43% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 14.00% | +3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 15.26% | +3.01% |
SC0D.DE vs. EUN1.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.
Dividends
SC0D.DE vs. EUN1.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while EUN1.DE's dividend yield for the trailing twelve months is around 2.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
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 0.94, SC0D.DE and EUN1.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 0.35% for EUN1.DE.
SC0D.DE tracks EURO STOXX® 50, while EUN1.DE tracks STOXX® Europe 50. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SC0D.DE and 0.35% for EUN1.DE.
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