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SC0E.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0E.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Europe UCITS ETF (SC0E.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SC0E.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SC0E.DE having a 7.48% return and SCHG slightly higher at 7.69%. Over the past 10 years, SC0E.DE has underperformed SCHG with an annualized return of 9.06%, while SCHG has yielded a comparatively higher 18.45% 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%

SCHG

1D
0.00%
1M
5.12%
YTD
7.69%
6M
5.99%
1Y
22.19%
3Y*
21.70%
5Y*
16.68%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0E.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
8.00%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%

Correlation

The correlation between SC0E.DE and SCHG is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.29

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

0.34

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

0.36

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2009

0.35

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Return for Risk

SC0E.DE vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0E.DE
SC0E.DE Risk / Return Rank: 3737
Overall Rank
SC0E.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0E.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
SC0E.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0E.DE Martin Ratio Rank: 4040
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
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.

SC0E.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.70

1.42

+0.28

Martin ratioReturn relative to average drawdown

6.31

4.12

+2.19

SC0E.DE vs. SCHG - Sharpe Ratio Comparison

The current SC0E.DE Sharpe Ratio is 1.25, which is comparable to the SCHG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of SC0E.DE and SCHG, 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


SC0E.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.41

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.76

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.85

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.91

-0.20

Drawdowns

SC0E.DE vs. SCHG - Drawdown Comparison

The maximum SC0E.DE drawdown since its inception was -35.65%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and SCHG.


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Drawdown Indicators


SC0E.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-31.88%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-15.64%

+6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-28.18%

+11.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-30.34%

+11.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-31.88%

-3.77%

Current Drawdown

Current decline from peak

-1.56%

-1.46%

-0.10%

Average Drawdown

Average peak-to-trough decline

-5.70%

-5.23%

-0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

5.40%

-2.85%

Volatility

SC0E.DE vs. SCHG - Volatility Comparison

Invesco MSCI Europe UCITS ETF (SC0E.DE) has a higher volatility of 4.35% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.18%. This indicates that SC0E.DE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0E.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.18%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.13%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

15.84%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

21.97%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

21.86%

-5.50%

SC0E.DE vs. SCHG - Expense Ratio Comparison

SC0E.DE has a 0.19% expense ratio, which is higher than SCHG's 0.04% 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. SCHG - Dividend Comparison

SC0E.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


SC0E.DE and SCHG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.19% for SC0E.DE.

SC0E.DE is categorized as Europe Equities, while SCHG is Large Cap Growth Equities. SC0E.DE tracks MSCI Europe, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.19% for SC0E.DE and 0.04% for SCHG.

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