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SC0E.DE vs. XMEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0E.DE vs. XMEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI Europe UCITS ETF (SC0E.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L). 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 XMEU.L is traded in GBp. To make them comparable, the XMEU.L 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 XMEU.L slightly higher at 7.76%. Both investments have delivered pretty close results over the past 10 years, with SC0E.DE having a 9.06% annualized return and XMEU.L not far ahead at 9.12%.


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%

XMEU.L

1D
0.45%
1M
3.25%
YTD
7.76%
6M
9.91%
1Y
15.96%
3Y*
13.61%
5Y*
9.98%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0E.DE vs. XMEU.L - 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%
XMEU.L
Xtrackers MSCI Europe UCITS ETF 1C
7.76%19.25%8.60%15.66%-8.46%24.44%-3.11%27.05%-10.57%10.30%

Correlation

The correlation between SC0E.DE and XMEU.L is 0.92, 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

0.92

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

0.90

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

0.90

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

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2009

0.69

Over the past year, SC0E.DE and XMEU.L have become more correlated (0.92) than their long-term average of 0.69, meaning their price movements have been converging.

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Return for Risk

SC0E.DE vs. XMEU.L — 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

XMEU.L
XMEU.L Risk / Return Rank: 4444
Overall Rank
XMEU.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMEU.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XMEU.L Omega Ratio Rank: 4949
Omega Ratio Rank
XMEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XMEU.L Martin Ratio Rank: 4242
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. XMEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Europe UCITS ETF (SC0E.DE) and Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L). 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.DEXMEU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.70

1.70

0.00

Martin ratioReturn relative to average drawdown

6.31

6.32

-0.01

SC0E.DE vs. XMEU.L - Sharpe Ratio Comparison

The current SC0E.DE Sharpe Ratio is 1.25, which is comparable to the XMEU.L Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SC0E.DE and XMEU.L, 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.DEXMEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.29

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.70

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.58

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.33

+0.39

Drawdowns

SC0E.DE vs. XMEU.L - Drawdown Comparison

The maximum SC0E.DE drawdown since its inception was -35.65%, smaller than the maximum XMEU.L drawdown of -56.53%. Use the drawdown chart below to compare losses from any high point for SC0E.DE and XMEU.L.


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Drawdown Indicators


SC0E.DEXMEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-56.53%

+20.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-9.36%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.13%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-19.33%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.65%

-35.92%

+0.27%

Current Drawdown

Current decline from peak

-1.56%

-0.58%

-0.98%

Average Drawdown

Average peak-to-trough decline

-5.70%

-8.91%

+3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.52%

+0.03%

Volatility

SC0E.DE vs. XMEU.L - Volatility Comparison

Invesco MSCI Europe UCITS ETF (SC0E.DE) has a higher volatility of 4.35% compared to Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) at 3.92%. This indicates that SC0E.DE's price experiences larger fluctuations and is considered to be riskier than XMEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0E.DEXMEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.92%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.02%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

12.35%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

14.22%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

15.61%

+0.75%

SC0E.DE vs. XMEU.L - Expense Ratio Comparison

SC0E.DE has a 0.19% expense ratio, which is higher than XMEU.L's 0.12% 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. XMEU.L - Dividend Comparison

Neither SC0E.DE nor XMEU.L has paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
XMEU.L
Xtrackers MSCI Europe UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.12%

Frequently Asked Questions


With a correlation of 0.92, SC0E.DE and XMEU.L 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, XMEU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMEU.L is cheaper with a 0.12% expense ratio, compared with 0.19% for SC0E.DE.

SC0E.DE tracks MSCI Europe, while XMEU.L tracks MSCI Europe NR EUR. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.19% for SC0E.DE and 0.12% for XMEU.L.

Portfolio Optimizer

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