SC0D.DE vs. EUPE.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.85 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.65%/yr for EUPE.DE.
Performance
SC0D.DE vs. EUPE.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 EUPE.DE's 15.44% return. Over the past 10 years, SC0D.DE has outperformed EUPE.DE with an annualized return of 10.37%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
SC0D.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between SC0D.DE and EUPE.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.85 |
Over the past year, the correlation between SC0D.DE and EUPE.DE has dropped to 0.62 - well below their long-term average of 0.85, 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. EUPE.DE — Risk / Return Rank
SC0D.DE
EUPE.DE
SC0D.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 4.19 | -2.76 |
| Martin ratioReturn relative to average drawdown | 4.87 | 11.50 | -6.63 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.17 | -1.19 |
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 | 0.60 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Drawdowns
SC0D.DE vs. EUPE.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and EUPE.DE.
Loading charts...
Drawdown Indicators
| SC0D.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -32.64% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -5.82% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -15.63% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -15.63% | -7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -32.64% | -5.86% |
Current DrawdownCurrent decline from peak | -0.53% | -3.04% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -4.95% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 2.13% | +1.08% |
Volatility
SC0D.DE vs. EUPE.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0D.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 3.64% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 8.56% | +4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.27% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 13.17% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 14.99% | +3.28% |
SC0D.DE vs. EUPE.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
SC0D.DE vs. EUPE.DE - Dividend Comparison
Neither SC0D.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and EUPE.DE have a correlation of 0.62, 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 0.65% for EUPE.DE.
SC0D.DE tracks EURO STOXX® 50, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Invesco and Natixis. Their fees differ too: 0.05% for SC0D.DE and 0.65% for EUPE.DE.
Find the right allocation for SC0D.DE and EUPE.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