SC0J.DE vs. AMEC.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and AMEC.DE (Amundi Index Smart City UCITS ETF) are both Global Equities funds - SC0J.DE tracks the MSCI World while AMEC.DE tracks the Solactive Smart City. Both are passively managed. Over the past 5 years, SC0J.DE returned 12.96%/yr vs 6.68%/yr for AMEC.DE. Their correlation of 0.80 suggests significant overlap in exposure. SC0J.DE charges 0.19%/yr vs 0.35%/yr for AMEC.DE.
Performance
SC0J.DE vs. AMEC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0J.DE achieves a 10.95% return, which is significantly lower than AMEC.DE's 30.58% return.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
AMEC.DE
- 1D
- -1.34%
- 1M
- 10.78%
- YTD
- 30.58%
- 6M
- 29.29%
- 1Y
- 46.14%
- 3Y*
- 17.35%
- 5Y*
- 6.68%
- 10Y*
- —
SC0J.DE vs. AMEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 4.08% |
AMEC.DE Amundi Index Smart City UCITS ETF | 30.58% | 9.65% | 16.27% | 1.43% | -18.74% | 9.30% | 9.10% | 3.62% |
Correlation
The correlation between SC0J.DE and AMEC.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.80 |
The correlation between SC0J.DE and AMEC.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC0J.DE vs. AMEC.DE — Risk / Return Rank
SC0J.DE
AMEC.DE
SC0J.DE vs. AMEC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.DE) and Amundi Index Smart City UCITS ETF (AMEC.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.
| SC0J.DE | AMEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.45 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 5.09 | -1.43 |
| Martin ratioReturn relative to average drawdown | 14.66 | 16.11 | -1.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC0J.DE | AMEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.65 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.38 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.44 | +0.44 |
Drawdowns
SC0J.DE vs. AMEC.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, roughly equal to the maximum AMEC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for SC0J.DE and AMEC.DE.
Loading charts...
Drawdown Indicators
| SC0J.DE | AMEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -35.49% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -9.02% | +2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -24.98% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -27.33% | +5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.34% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -11.50% | +7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.86% | -1.23% |
Volatility
SC0J.DE vs. AMEC.DE - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.62%, while Amundi Index Smart City UCITS ETF (AMEC.DE) has a volatility of 6.73%. This indicates that SC0J.DE experiences smaller price fluctuations and is considered to be less risky than AMEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0J.DE | AMEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 6.73% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 13.09% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 17.36% | -6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 17.51% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 19.22% | -4.13% |
SC0J.DE vs. AMEC.DE - Expense Ratio Comparison
SC0J.DE has a 0.19% expense ratio, which is lower than AMEC.DE's 0.35% expense ratio.
Dividends
SC0J.DE vs. AMEC.DE - Dividend Comparison
Neither SC0J.DE nor AMEC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0J.DE and AMEC.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0J.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0J.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for AMEC.DE.
SC0J.DE tracks MSCI World, while AMEC.DE tracks Solactive Smart City. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0J.DE and 0.35% for AMEC.DE.
Find the right allocation for SC0J.DE and AMEC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer