SC0D.DE vs. WTEE.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, SC0D.DE returned 11.35%/yr vs 12.46%/yr for WTEE.DE. A 0.71 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.29%/yr for WTEE.DE.
Performance
SC0D.DE vs. WTEE.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 WTEE.DE's 13.70% 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%
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
SC0D.DE vs. WTEE.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% | 8.82% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between SC0D.DE and WTEE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.71 |
The correlation between SC0D.DE and WTEE.DE has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. WTEE.DE — Risk / Return Rank
SC0D.DE
WTEE.DE
SC0D.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.80 | -2.37 |
| Martin ratioReturn relative to average drawdown | 4.87 | 14.72 | -9.85 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.35 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.93 | -0.29 |
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 | 1.08 | -0.62 |
Drawdowns
SC0D.DE vs. WTEE.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and WTEE.DE.
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Drawdown Indicators
| SC0D.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -16.45% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -6.78% | -4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -14.12% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -16.45% | -6.93% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -1.96% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -2.65% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.75% | +1.46% |
Volatility
SC0D.DE vs. WTEE.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 3.73% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 8.73% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 10.94% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 14.50% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 14.99% | +3.28% |
SC0D.DE vs. WTEE.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
SC0D.DE vs. WTEE.DE - Dividend Comparison
SC0D.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
SC0D.DE and WTEE.DE have a correlation of 0.66, 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 0.29% for WTEE.DE.
SC0D.DE tracks EURO STOXX® 50, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.05% for SC0D.DE and 0.29% for WTEE.DE.
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