SC0E.DE vs. SELD.DE
SC0E.DE (Invesco MSCI Europe UCITS ETF) and SELD.DE (Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist) are both Europe Equities funds - SC0E.DE tracks the MSCI Europe while SELD.DE tracks the STOXX® Europe Select Dividend 30. Both are passively managed. Over the past 10 years, SC0E.DE returned 9.06%/yr vs 9.59%/yr for SELD.DE. A 0.67 correlation means they provide meaningful diversification when combined. SC0E.DE charges 0.19%/yr vs 0.30%/yr for SELD.DE.
Performance
SC0E.DE vs. SELD.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 SELD.DE's 14.08% return. Over the past 10 years, SC0E.DE has underperformed SELD.DE with an annualized return of 9.06%, while SELD.DE has yielded a comparatively higher 9.59% 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%
SELD.DE
- 1D
- 0.52%
- 1M
- 4.00%
- YTD
- 14.08%
- 6M
- 19.29%
- 1Y
- 32.34%
- 3Y*
- 20.75%
- 5Y*
- 11.33%
- 10Y*
- 9.59%
SC0E.DE vs. SELD.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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 14.08% | 44.46% | 5.76% | 3.90% | -10.09% | 24.12% | -9.44% | 27.63% | -4.88% | 5.07% |
Correlation
The correlation between SC0E.DE and SELD.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2009 | 0.67 |
The correlation between SC0E.DE and SELD.DE shifts across timeframes, from 0.67 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SC0E.DE vs. SELD.DE — Risk / Return Rank
SC0E.DE
SELD.DE
SC0E.DE vs. SELD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.79 | -3.09 |
| Martin ratioReturn relative to average drawdown | 6.31 | 16.20 | -9.89 |
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 | SELD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.73 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.75 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.55 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.18 | +0.54 |
Drawdowns
SC0E.DE vs. SELD.DE - Drawdown Comparison
The maximum SC0E.DE drawdown since its inception was -35.65%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and SELD.DE.
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Drawdown Indicators
| SC0E.DE | SELD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.65% | -70.30% | +34.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -6.72% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -14.13% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -23.02% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -35.65% | -40.65% | +5.00% |
Current DrawdownCurrent decline from peak | -1.56% | -1.80% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -25.32% | +19.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.99% | +0.56% |
Volatility
SC0E.DE vs. SELD.DE - Volatility Comparison
Invesco MSCI Europe UCITS ETF (SC0E.DE) has a higher volatility of 4.35% compared to Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) at 3.83%. This indicates that SC0E.DE's price experiences larger fluctuations and is considered to be riskier than SELD.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 | SELD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.83% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 9.59% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 11.81% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 14.87% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 17.42% | -1.06% |
SC0E.DE vs. SELD.DE - Expense Ratio Comparison
SC0E.DE has a 0.19% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.
Dividends
SC0E.DE vs. SELD.DE - Dividend Comparison
SC0E.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SELD.DE Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist | 5.68% | 6.48% | 6.46% | 0.00% | 7.70% | 4.52% | 5.09% | 5.34% | 5.60% | 4.75% | 5.20% | 5.48% |
Frequently Asked Questions
SC0E.DE and SELD.DE have a correlation of 0.82, 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 0.30% for SELD.DE.
SC0E.DE tracks MSCI Europe, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0E.DE and 0.30% for SELD.DE.
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