SC0E.DE vs. CSSX5E.MI
SC0E.DE (Invesco MSCI Europe UCITS ETF) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both Europe Equities funds - SC0E.DE tracks the MSCI Europe while CSSX5E.MI tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SC0E.DE returned 9.06%/yr vs 10.48%/yr for CSSX5E.MI. A 0.72 correlation means they provide meaningful diversification when combined. SC0E.DE charges 0.19%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
SC0E.DE vs. CSSX5E.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SC0E.DE achieves a 7.48% return, which is significantly higher than CSSX5E.MI's 7.01% return. Over the past 10 years, SC0E.DE has underperformed CSSX5E.MI with an annualized return of 9.06%, while CSSX5E.MI has yielded a comparatively higher 10.48% annualized return.
SC0E.DE
- 1D
- 0.62%
- 1M
- 3.45%
- YTD
- 7.48%
- 6M
- 9.73%
- 1Y
- 16.11%
- 3Y*
- 13.60%
- 5Y*
- 9.92%
- 10Y*
- 9.06%
CSSX5E.MI
- 1D
- 0.81%
- 1M
- 4.72%
- YTD
- 7.01%
- 6M
- 8.66%
- 1Y
- 15.79%
- 3Y*
- 15.61%
- 5Y*
- 11.51%
- 10Y*
- 10.48%
SC0E.DE vs. CSSX5E.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0E.DE Invesco MSCI Europe UCITS ETF | 7.48% | 20.15% | 8.25% | 15.48% | -9.29% | 24.97% | -3.28% | 27.71% | -11.02% | 10.40% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 7.01% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between SC0E.DE and CSSX5E.MI is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2010 | 0.72 |
Over the past year, SC0E.DE and CSSX5E.MI have become more correlated (0.94) than their long-term average of 0.72, meaning their price movements have been converging.
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Return for Risk
SC0E.DE vs. CSSX5E.MI — Risk / Return Rank
SC0E.DE
CSSX5E.MI
SC0E.DE vs. CSSX5E.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI). 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.
| SC0E.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.46 | +0.24 |
| Martin ratioReturn relative to average drawdown | 6.31 | 4.91 | +1.40 |
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
| SC0E.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.99 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.65 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.41 | +0.30 |
Drawdowns
SC0E.DE vs. CSSX5E.MI - Drawdown Comparison
The maximum SC0E.DE drawdown since its inception was -35.65%, smaller than the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and CSSX5E.MI.
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Drawdown Indicators
| SC0E.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -38.50% | +2.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -10.81% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -16.36% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -23.56% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | -38.50% | +2.85% |
Current DrawdownCurrent decline from peak | -1.56% | -0.44% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -7.27% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 3.21% | -0.66% |
Volatility
SC0E.DE vs. CSSX5E.MI - Volatility Comparison
The current volatility for Invesco MSCI Europe UCITS ETF (SC0E.DE) is 4.35%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.92%. This indicates that SC0E.DE experiences smaller price fluctuations and is considered to be less risky than CSSX5E.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0E.DE | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.92% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.90% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 15.91% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 17.52% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 18.32% | -1.96% |
SC0E.DE vs. CSSX5E.MI - Expense Ratio Comparison
SC0E.DE has a 0.19% expense ratio, which is higher than CSSX5E.MI's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0E.DE vs. CSSX5E.MI - Dividend Comparison
Neither SC0E.DE nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SC0E.DE and CSSX5E.MI 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.
On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.19% for SC0E.DE.
SC0E.DE tracks MSCI Europe, while CSSX5E.MI tracks EURO STOXX® 50. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0E.DE and 0.10% for CSSX5E.MI.
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