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

Performance

SC0D.DE vs. PRAE.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 Amundi Prime Europe UCITS ETF (PRAE.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 lower than PRAE.DE's 7.71% 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%

PRAE.DE

1D
0.23%
1M
3.06%
YTD
7.71%
6M
10.19%
1Y
16.77%
3Y*
13.87%
5Y*
10.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0D.DE vs. PRAE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%-9.02%23.19%-3.23%
PRAE.DE
Amundi Prime Europe UCITS ETF
7.71%20.47%8.49%15.73%-9.25%25.29%-4.31%

Correlation

The correlation between SC0D.DE and PRAE.DE is 0.93, 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

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.85

The correlation between SC0D.DE and PRAE.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

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Return for Risk

SC0D.DE vs. PRAE.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

PRAE.DE
PRAE.DE Risk / Return Rank: 3838
Overall Rank
PRAE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PRAE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PRAE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
PRAE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
PRAE.DE Martin Ratio Rank: 4242
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. PRAE.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 Amundi Prime Europe UCITS ETF (PRAE.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.DEPRAE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.18

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.43

1.75

-0.32

Martin ratioReturn relative to average drawdown

4.87

6.64

-1.78

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

The current SC0D.DE Sharpe Ratio is 0.98, which is comparable to the PRAE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SC0D.DE and PRAE.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.DEPRAE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.29

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.69

-0.05

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

0.54

-0.08

Drawdowns

SC0D.DE vs. PRAE.DE - Drawdown Comparison

The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than PRAE.DE's maximum drawdown of -32.86%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and PRAE.DE.


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Drawdown Indicators


SC0D.DEPRAE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-32.86%

-5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-9.54%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.94%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-19.60%

-3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-0.53%

-1.63%

+1.10%

Average Drawdown

Average peak-to-trough decline

-7.22%

-5.27%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.52%

+0.69%

Volatility

SC0D.DE vs. PRAE.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Amundi Prime Europe UCITS ETF (PRAE.DE) at 4.39%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than PRAE.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.DEPRAE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.39%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

10.66%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

12.97%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

14.42%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

17.22%

+1.05%

SC0D.DE vs. PRAE.DE - Expense Ratio Comparison

Both SC0D.DE and PRAE.DE have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SC0D.DE vs. PRAE.DE - Dividend Comparison

Neither SC0D.DE nor PRAE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, SC0D.DE and PRAE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.05% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.DE and PRAE.DE have the same expense ratio: 0.05% per year.

SC0D.DE tracks EURO STOXX® 50, while PRAE.DE tracks Solactive GBS Developed Markets Europe Large & Mid Cap. They also come from different issuers: Invesco and Amundi.

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