SC0D.DE vs. FWIA.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and FWIA.DE (Invesco FTSE All-World UCITS ETF Acc) are both exchange-traded funds - SC0D.DE is a Europe Equities fund tracking the EURO STOXX® 50, while FWIA.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past year, SC0D.DE returned 15.66% vs 26.57% for FWIA.DE. A 0.70 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.15%/yr for FWIA.DE.
Performance
SC0D.DE vs. FWIA.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 FWIA.DE's 12.60% 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%
FWIA.DE
- 1D
- -0.22%
- 1M
- 4.98%
- YTD
- 12.60%
- 6M
- 13.33%
- 1Y
- 26.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0D.DE vs. FWIA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 4.43% |
FWIA.DE Invesco FTSE All-World UCITS ETF Acc | 12.60% | 9.02% | 24.70% | 7.73% |
Correlation
The correlation between SC0D.DE and FWIA.DE is 0.77, 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 | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2023 | 0.70 |
The correlation between SC0D.DE and FWIA.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. FWIA.DE — Risk / Return Rank
SC0D.DE
FWIA.DE
SC0D.DE vs. FWIA.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 Acc (FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 4.08 | -2.65 |
| Martin ratioReturn relative to average drawdown | 4.87 | 16.52 | -11.65 |
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 | FWIA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.36 | -1.38 |
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 | 1.40 | -0.94 |
Drawdowns
SC0D.DE vs. FWIA.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and FWIA.DE.
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Drawdown Indicators
| SC0D.DE | FWIA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -20.96% | -17.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -6.49% | -4.44% |
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% | -0.62% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -2.44% | -4.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.60% | +1.61% |
Volatility
SC0D.DE vs. FWIA.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 Acc (FWIA.DE) at 2.96%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.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 | FWIA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 2.96% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 8.09% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.22% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 13.18% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 13.18% | +5.09% |
SC0D.DE vs. FWIA.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than FWIA.DE's 0.15% 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. FWIA.DE - Dividend Comparison
Neither SC0D.DE nor FWIA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and FWIA.DE have a correlation of 0.77, 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 0.15% for FWIA.DE.
SC0D.DE is categorized as Europe Equities, while FWIA.DE is Global Equities. SC0D.DE tracks EURO STOXX® 50, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.05% for SC0D.DE and 0.15% for FWIA.DE.
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