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

Performance

SC0D.DE vs. EXSB.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 iShares DivDAX UCITS ETF (DE) (EXSB.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0D.DE vs. EXSB.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%
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.

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Return for Risk

SC0D.DE vs. EXSB.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

EXSB.DE
EXSB.DE Risk / Return Rank: 2121
Overall Rank
EXSB.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 1919
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 2222
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. 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.DEEXSB.DEDifference
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

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

The current SC0D.DE Sharpe Ratio is 0.98, which is higher than the EXSB.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SC0D.DE and EXSB.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.DEEXSB.DEDifference

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.


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Drawdown Indicators


SC0D.DEEXSB.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.53%

-4.46%

+3.93%

Average Drawdown

Average peak-to-trough decline

-7.22%

-12.25%

+5.03%

Ulcer Index

Depth 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.


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Volatility by Period


SC0D.DEEXSB.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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