SC0D.DE vs. XDUK.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) are both Europe Equities funds - SC0D.DE tracks the EURO STOXX® 50 while XDUK.DE tracks the FTSE AllSh TR GBP. Both are passively managed. Over the past 10 years, SC0D.DE returned 10.37%/yr vs 7.99%/yr for XDUK.DE. A 0.78 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.09%/yr for XDUK.DE.
Performance
SC0D.DE vs. XDUK.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 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%
SC0D.DE vs. XDUK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SC0D.DE
XDUK.DE
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.DE | XDUK.DE | Difference | |
|---|---|---|---|
| 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 |
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 | XDUK.DE | Difference | |
|---|---|---|---|
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.DE | XDUK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.53% | -2.86% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -6.27% | -0.95% |
Ulcer IndexDepth 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.DE | XDUK.DE | Difference | |
|---|---|---|---|
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.
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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