SC0E.DE vs. EXSH.DE
SC0E.DE (Invesco MSCI Europe UCITS ETF) and EXSH.DE (iShares STOXX Europe Select Dividend 30 UCITS ETF (DE)) are both Europe Equities funds - SC0E.DE tracks the MSCI Europe while EXSH.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SC0E.DE returned 9.06%/yr vs 10.31%/yr for EXSH.DE. A 0.66 correlation means they provide meaningful diversification when combined. SC0E.DE charges 0.19%/yr vs 0.32%/yr for EXSH.DE.
Performance
SC0E.DE vs. EXSH.DE - 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 lower than EXSH.DE's 13.96% return. Over the past 10 years, SC0E.DE has underperformed EXSH.DE with an annualized return of 9.06%, while EXSH.DE has yielded a comparatively higher 10.31% 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%
EXSH.DE
- 1D
- 0.47%
- 1M
- 4.04%
- YTD
- 13.96%
- 6M
- 19.08%
- 1Y
- 32.41%
- 3Y*
- 23.40%
- 5Y*
- 12.78%
- 10Y*
- 10.31%
SC0E.DE vs. EXSH.DE - 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% |
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 13.96% | 44.94% | 5.72% | 10.87% | -9.92% | 23.55% | -9.64% | 27.73% | -4.87% | 5.22% |
Correlation
The correlation between SC0E.DE and EXSH.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2009 | 0.66 |
The correlation between SC0E.DE and EXSH.DE shifts across timeframes, from 0.66 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SC0E.DE vs. EXSH.DE — Risk / Return Rank
SC0E.DE
EXSH.DE
SC0E.DE vs. EXSH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.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.
| SC0E.DE | EXSH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.48 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.85 | -3.15 |
| Martin ratioReturn relative to average drawdown | 6.31 | 16.10 | -9.79 |
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 | EXSH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.69 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.86 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.32 | +0.40 |
Drawdowns
SC0E.DE vs. EXSH.DE - Drawdown Comparison
The maximum SC0E.DE drawdown since its inception was -35.65%, smaller than the maximum EXSH.DE drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and EXSH.DE.
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Drawdown Indicators
| SC0E.DE | EXSH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -70.20% | +34.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -6.65% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -14.43% | -2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -22.98% | +3.65% |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | -40.34% | +4.69% |
Current DrawdownCurrent decline from peak | -1.56% | -1.87% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -22.15% | +16.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.01% | +0.54% |
Volatility
SC0E.DE vs. EXSH.DE - Volatility Comparison
Invesco MSCI Europe UCITS ETF (SC0E.DE) has a higher volatility of 4.35% compared to iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) (EXSH.DE) at 3.90%. This indicates that SC0E.DE's price experiences larger fluctuations and is considered to be riskier than EXSH.DE 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 | EXSH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.90% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.77% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 11.99% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 14.61% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 17.15% | -0.79% |
SC0E.DE vs. EXSH.DE - Expense Ratio Comparison
SC0E.DE has a 0.19% expense ratio, which is lower than EXSH.DE's 0.32% expense ratio.
Dividends
SC0E.DE vs. EXSH.DE - Dividend Comparison
SC0E.DE has not paid dividends to shareholders, while EXSH.DE's dividend yield for the trailing twelve months is around 4.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSH.DE iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 4.47% | 5.15% | 5.86% | 6.39% | 6.06% | 3.77% | 3.58% | 4.50% | 4.42% | 5.03% | 4.99% | 3.96% |
SC0E.DE Invesco MSCI Europe UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0E.DE and EXSH.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0E.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0E.DE is cheaper with a 0.19% expense ratio, compared with 0.32% for EXSH.DE.
SC0E.DE tracks MSCI Europe, while EXSH.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0E.DE and 0.32% for EXSH.DE.
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