SLMB.DE vs. SC0D.DE
SLMB.DE (iShares MSCI EMU Screened UCITS ETF EUR (Dist)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - SLMB.DE tracks the MSCI EMU Screened Index while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, SLMB.DE returned 10.71%/yr vs 12.25%/yr for SC0D.DE. With a 0.98 correlation, they move nearly in lockstep. SLMB.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
SLMB.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLMB.DE achieves a 10.88% return, which is significantly higher than SC0D.DE's 10.33% return.
SLMB.DE
- 1D
- -0.22%
- 1M
- -0.08%
- 6M
- 7.79%
- YTD
- 10.88%
- 1Y
- 20.21%
- 3Y*
- 15.41%
- 5Y*
- 10.71%
- 10Y*
- —
SC0D.DE
- 1D
- -0.22%
- 1M
- 0.59%
- 6M
- 6.49%
- YTD
- 10.33%
- 1Y
- 19.95%
- 3Y*
- 15.53%
- 5Y*
- 12.25%
- 10Y*
- 10.81%
SLMB.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLMB.DE iShares MSCI EMU Screened UCITS ETF EUR (Dist) | 10.88% | 22.96% | 9.33% | 19.66% | -12.70% | 22.35% | 0.18% | 26.56% | -7.21% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.33% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -6.59% |
Correlation
The correlation between SLMB.DE and SC0D.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.98 |
The correlation between SLMB.DE and SC0D.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
SLMB.DE vs. SC0D.DE — Risk / Return Rank
SLMB.DE
SC0D.DE
SLMB.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SLMB.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.23 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.82 | +0.17 |
| Martin ratioReturn relative to average drawdown | 7.37 | 6.40 | +0.96 |
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Drawdowns
SLMB.DE vs. SC0D.DE - Drawdown Comparison
The maximum SLMB.DE drawdown since its inception was -37.65%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SLMB.DE and SC0D.DE.
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Drawdown Indicators
| SLMB.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.65% | -38.50% | +0.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -10.93% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -16.54% | +1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -23.38% | -1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -1.83% | -2.30% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -7.06% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.11% | -0.37% |
Volatility
SLMB.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) is 3.82%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that SLMB.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLMB.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.14% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 13.44% | -1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 16.13% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 17.55% | -1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 17.90% | +0.06% |
SLMB.DE vs. SC0D.DE - Expense Ratio Comparison
SLMB.DE has a 0.12% expense ratio, which is higher than SC0D.DE's 0.05% 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
SLMB.DE vs. SC0D.DE - Dividend Comparison
SLMB.DE's dividend yield for the trailing twelve months is around 2.51%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLMB.DE iShares MSCI EMU Screened UCITS ETF EUR (Dist) | 2.51% | 2.71% | 3.02% | 2.74% | 2.88% | 1.99% | 1.67% | 2.91% |
Frequently Asked Questions
With a correlation of 0.98, SLMB.DE and SC0D.DE 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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for SLMB.DE.
SLMB.DE tracks MSCI EMU Screened Index, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SLMB.DE and 0.05% for SC0D.DE.
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