SC0D.DE vs. VWCG.DE
Compare and contrast key facts about Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE).
SC0D.DE and VWCG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0D.DE is a passively managed fund by Invesco that tracks the performance of the EURO STOXX® 50. It was launched on Mar 19, 2009. VWCG.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on Jul 23, 2019. Both SC0D.DE and VWCG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SC0D.DE vs. VWCG.DE - Performance Comparison
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SC0D.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | -0.80% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 11.98% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 1.43% | 20.45% | 8.94% | 16.07% | -9.71% | 24.74% | -2.59% | 11.39% |
Returns By Period
In the year-to-date period, SC0D.DE achieves a -0.80% return, which is significantly lower than VWCG.DE's 1.43% return.
SC0D.DE
- 1D
- 3.00%
- 1M
- -4.07%
- YTD
- -0.80%
- 6M
- 3.23%
- 1Y
- 10.82%
- 3Y*
- 13.04%
- 5Y*
- 10.69%
- 10Y*
- 9.94%
VWCG.DE
- 1D
- 2.47%
- 1M
- -3.85%
- YTD
- 1.43%
- 6M
- 6.77%
- 1Y
- 13.97%
- 3Y*
- 12.62%
- 5Y*
- 9.91%
- 10Y*
- —
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SC0D.DE vs. VWCG.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than VWCG.DE's 0.10% 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%.
Return for Risk
SC0D.DE vs. VWCG.DE — Risk / Return Rank
SC0D.DE
VWCG.DE
SC0D.DE vs. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.92 | -0.30 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.25 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.41 | -0.39 |
Martin ratioReturn relative to average drawdown | 3.56 | 5.41 | -1.85 |
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 | VWCG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.92 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.69 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.60 | -0.16 |
Correlation
The correlation between SC0D.DE and VWCG.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SC0D.DE vs. VWCG.DE - Dividend Comparison
Neither SC0D.DE nor VWCG.DE has paid dividends to shareholders.
Drawdowns
SC0D.DE vs. VWCG.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than VWCG.DE's maximum drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and VWCG.DE.
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Drawdown Indicators
| SC0D.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -35.68% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.45% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -20.10% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -6.98% | -5.40% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -5.17% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.68% | +0.44% |
Volatility
SC0D.DE vs. VWCG.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 6.59% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 5.88%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 5.88% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 9.19% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.40% | 15.14% | +2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 14.12% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 17.09% | +1.13% |