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

Performance

SC0D.DE vs. XDUK.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 Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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 higher than XDUK.DE's 6.84% return. Over the past 10 years, SC0D.DE has outperformed XDUK.DE with an annualized return of 10.37%, while XDUK.DE has yielded a comparatively lower 7.99% annualized 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%

XDUK.DE

1D
0.16%
1M
1.58%
YTD
6.84%
6M
9.25%
1Y
17.57%
3Y*
14.66%
5Y*
11.55%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.05%10.07%
XDUK.DE
Xtrackers FTSE 100 UCITS ETF 1C
6.84%20.16%14.10%9.87%-1.71%25.10%-15.31%25.14%-10.59%7.62%

Correlation

The correlation between SC0D.DE and XDUK.DE is 0.67, 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

0.67

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

0.67

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

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2012

0.78

The correlation between SC0D.DE and XDUK.DE shifts across timeframes, from 0.67 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0D.DE vs. XDUK.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

XDUK.DE
XDUK.DE Risk / Return Rank: 4444
Overall Rank
XDUK.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XDUK.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XDUK.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XDUK.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XDUK.DE Martin Ratio Rank: 4949
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. XDUK.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 Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.DEXDUK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.18

1.27

-0.09

Calmar ratioReturn relative to maximum drawdown

1.43

2.24

-0.81

Martin ratioReturn relative to average drawdown

4.87

7.89

-3.02

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

The current SC0D.DE Sharpe Ratio is 0.98, which is lower than the XDUK.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of SC0D.DE and XDUK.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.DEXDUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.44

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.81

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.47

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.43

+0.03

Drawdowns

SC0D.DE vs. XDUK.DE - Drawdown Comparison

The maximum SC0D.DE drawdown since its inception was -38.50%, roughly equal to the maximum XDUK.DE drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and XDUK.DE.


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Drawdown Indicators


SC0D.DEXDUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-39.87%

+1.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-7.81%

-3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-17.05%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-17.05%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-39.87%

+1.37%

Current Drawdown

Current decline from peak

-0.53%

-2.86%

+2.33%

Average Drawdown

Average peak-to-trough decline

-7.22%

-6.27%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.22%

+0.99%

Volatility

SC0D.DE vs. XDUK.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) have volatilities of 4.94% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0D.DEXDUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

4.93%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

10.33%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

12.17%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.53%

14.12%

+3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

16.78%

+1.49%

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

SC0D.DE has a 0.05% expense ratio, which is lower than XDUK.DE's 0.09% 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. XDUK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SC0D.DE and XDUK.DE have a correlation of 0.67, 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 0.09% for XDUK.DE.

SC0D.DE tracks EURO STOXX® 50, while XDUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.05% for SC0D.DE and 0.09% for XDUK.DE.

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