SC0D.DE vs. PRAE.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and PRAE.DE (Amundi Prime Europe UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while PRAE.DE tracks the Solactive GBS Developed Markets Europe Large & Mid Cap. Both are passively managed. Over the past 5 years, SC0D.DE returned 11.35%/yr vs 10.04%/yr for PRAE.DE. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.05% expense ratio.
Performance
SC0D.DE vs. PRAE.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 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*
- —
SC0D.DE vs. PRAE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
SC0D.DE
PRAE.DE
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.DE | PRAE.DE | Difference | |
|---|---|---|---|
| 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 |
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 | PRAE.DE | Difference | |
|---|---|---|---|
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.DE | PRAE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.53% | -1.63% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -5.27% | -1.95% |
Ulcer IndexDepth 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.DE | PRAE.DE | Difference | |
|---|---|---|---|
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.
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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