SC0K.DE vs. MWON.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and MWON.DE (Amundi S&P SmallCap 600 ESG UCITS ETF Dist) are both Small Cap Blend Equities funds - SC0K.DE tracks the Russell 2000® while MWON.DE tracks the S&P SmallCap 600 ESG+. Both are passively managed. Over the past 3 years, SC0K.DE returned 15.51%/yr vs 10.44%/yr for MWON.DE. Their correlation of 0.93 suggests significant overlap in exposure. SC0K.DE charges 0.45%/yr vs 0.35%/yr for MWON.DE.
Performance
SC0K.DE vs. MWON.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly higher than MWON.DE's 12.91% return.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
MWON.DE
- 1D
- 0.91%
- 1M
- 2.67%
- YTD
- 12.91%
- 6M
- 13.12%
- 1Y
- 23.32%
- 3Y*
- 10.44%
- 5Y*
- —
- 10Y*
- —
SC0K.DE vs. MWON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 10.32% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 12.91% | -7.43% | 13.55% | 11.44% |
Correlation
The correlation between SC0K.DE and MWON.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2023 | 0.93 |
The correlation between SC0K.DE and MWON.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. MWON.DE — Risk / Return Rank
SC0K.DE
MWON.DE
SC0K.DE vs. MWON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.DE) and Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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.
| SC0K.DE | MWON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.67 | +1.90 |
| Martin ratioReturn relative to average drawdown | 13.31 | 8.28 | +5.03 |
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
| SC0K.DE | MWON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.38 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.44 | +0.20 |
Drawdowns
SC0K.DE vs. MWON.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, which is greater than MWON.DE's maximum drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and MWON.DE.
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Drawdown Indicators
| SC0K.DE | MWON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -32.42% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -8.71% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -32.42% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -9.99% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.81% | +0.08% |
Volatility
SC0K.DE vs. MWON.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) at 4.21%. This indicates that SC0K.DE's price experiences larger fluctuations and is considered to be riskier than MWON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0K.DE | MWON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.21% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 11.41% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 16.85% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 19.61% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 19.61% | +1.99% |
SC0K.DE vs. MWON.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than MWON.DE's 0.35% expense ratio.
Dividends
SC0K.DE vs. MWON.DE - Dividend Comparison
SC0K.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 0.78% | 1.11% | 0.80% |
SC0K.DE Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0K.DE and MWON.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWON.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWON.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE tracks Russell 2000®, while MWON.DE tracks S&P SmallCap 600 ESG+. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.45% for SC0K.DE and 0.35% for MWON.DE.
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