SC0D.DE vs. EXSB.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and EXSB.DE (iShares DivDAX UCITS ETF (DE)) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while EXSB.DE tracks the DivDAX®. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 7.71%/yr for EXSB.DE. Their correlation of 0.86 suggests significant overlap in exposure. SC0D.DE charges 0.05%/yr vs 0.31%/yr for EXSB.DE.
Performance
SC0D.DE vs. EXSB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0D.DE achieves a 7.29% return, which is significantly higher than EXSB.DE's 2.26% return. Over the past 10 years, SC0D.DE has outperformed EXSB.DE with an annualized return of 10.37%, while EXSB.DE has yielded a comparatively lower 7.71% 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%
EXSB.DE
- 1D
- -0.60%
- 1M
- 0.50%
- YTD
- 2.26%
- 6M
- 5.51%
- 1Y
- 9.49%
- 3Y*
- 9.61%
- 5Y*
- 5.68%
- 10Y*
- 7.71%
SC0D.DE vs. EXSB.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% |
EXSB.DE iShares DivDAX UCITS ETF (DE) | 2.26% | 21.72% | 4.26% | 17.02% | -11.05% | 13.58% | 2.20% | 23.19% | -16.62% | 13.85% |
Correlation
The correlation between SC0D.DE and EXSB.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.86 |
The correlation between SC0D.DE and EXSB.DE shifts across timeframes, from 0.69 (1 year) to 0.86 (10 years), reflecting how their relationship changes across market environments.
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. EXSB.DE — Risk / Return Rank
SC0D.DE
EXSB.DE
SC0D.DE vs. EXSB.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 DivDAX UCITS ETF (DE) (EXSB.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 | EXSB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.12 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.96 | +0.47 |
| Martin ratioReturn relative to average drawdown | 4.87 | 2.66 | +2.21 |
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 | EXSB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.65 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.33 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.41 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.34 | +0.12 |
Drawdowns
SC0D.DE vs. EXSB.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, smaller than the maximum EXSB.DE drawdown of -60.17%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and EXSB.DE.
Loading charts...
Drawdown Indicators
| SC0D.DE | EXSB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -60.17% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -9.88% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -15.89% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -25.49% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -41.68% | +3.18% |
Current DrawdownCurrent decline from peak | -0.53% | -4.46% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -12.25% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.57% | -0.36% |
Volatility
SC0D.DE vs. EXSB.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to iShares DivDAX UCITS ETF (DE) (EXSB.DE) at 4.03%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than EXSB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0D.DE | EXSB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.03% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 11.48% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 14.63% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 16.99% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.65% | -0.38% |
SC0D.DE vs. EXSB.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than EXSB.DE's 0.31% expense ratio.
Dividends
SC0D.DE vs. EXSB.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while EXSB.DE's dividend yield for the trailing twelve months is around 3.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSB.DE iShares DivDAX UCITS ETF (DE) | 3.04% | 3.11% | 3.50% | 4.55% | 3.19% | 2.17% | 2.19% | 2.36% | 2.77% | 1.65% | 2.53% | 3.23% |
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 EXSB.DE have a correlation of 0.69, 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 0.31% for EXSB.DE.
SC0D.DE tracks EURO STOXX® 50, while EXSB.DE tracks DivDAX®. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SC0D.DE and 0.31% for EXSB.DE.
Find the right allocation for SC0D.DE and EXSB.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