SC0D.DE vs. FWEA.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both exchange-traded funds - SC0D.DE is a Europe Equities fund tracking the EURO STOXX® 50, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, SC0D.DE returned 15.66% vs 26.40% for FWEA.DE. A 0.78 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.20%/yr for FWEA.DE.
Performance
SC0D.DE vs. FWEA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0D.DE achieves a 7.29% return, which is significantly lower than FWEA.DE's 10.64% 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%
FWEA.DE
- 1D
- -0.24%
- 1M
- 4.41%
- YTD
- 10.64%
- 6M
- 11.85%
- 1Y
- 26.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0D.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 6.21% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between SC0D.DE and FWEA.DE is 0.80, 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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | 0.78 |
The correlation between SC0D.DE and FWEA.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. FWEA.DE — Risk / Return Rank
SC0D.DE
FWEA.DE
SC0D.DE vs. FWEA.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 Invesco FTSE All-World UCITS ETF (FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.18 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.87 | 13.52 | -8.65 |
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 | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.30 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.51 | -1.05 |
Drawdowns
SC0D.DE vs. FWEA.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and FWEA.DE.
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Drawdown Indicators
| SC0D.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -17.48% | -21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -8.28% | -2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.81% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -1.86% | -5.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.95% | +1.26% |
Volatility
SC0D.DE vs. FWEA.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 3.36%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 3.36% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 8.93% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.45% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 12.72% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 12.72% | +5.55% |
SC0D.DE vs. FWEA.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than FWEA.DE's 0.20% 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. FWEA.DE - Dividend Comparison
Neither SC0D.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and FWEA.DE have a correlation of 0.80, 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 0.20% for FWEA.DE.
SC0D.DE is categorized as Europe Equities, while FWEA.DE is Global Equities. SC0D.DE tracks EURO STOXX® 50, while FWEA.DE tracks FTSE All-World Index. Their fees differ too: 0.05% for SC0D.DE and 0.20% for FWEA.DE.
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