SPYF.DE vs. SC0D.DE
SPYF.DE (SPDR FTSE UK All Share UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - SPYF.DE tracks the FTSE All-Share while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SPYF.DE returned 7.48%/yr vs 10.37%/yr for SC0D.DE. A 0.78 correlation means they provide meaningful diversification when combined. SPYF.DE charges 0.20%/yr vs 0.05%/yr for SC0D.DE.
Performance
SPYF.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYF.DE achieves a 6.71% return, which is significantly lower than SC0D.DE's 7.29% return. Over the past 10 years, SPYF.DE has underperformed SC0D.DE with an annualized return of 7.48%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
SPYF.DE
- 1D
- 0.16%
- 1M
- -0.06%
- YTD
- 6.71%
- 6M
- 9.71%
- 1Y
- 17.02%
- 3Y*
- 13.97%
- 5Y*
- 10.06%
- 10Y*
- 7.48%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
SPYF.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYF.DE SPDR FTSE UK All Share UCITS ETF | 6.71% | 17.92% | 13.59% | 10.43% | -5.65% | 24.46% | -14.12% | 27.89% | -11.60% | 9.17% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between SPYF.DE and SC0D.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.78 |
The correlation between SPYF.DE and SC0D.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
SPYF.DE vs. SC0D.DE — Risk / Return Rank
SPYF.DE
SC0D.DE
SPYF.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (SPYF.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.
| SPYF.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 1.43 | +0.82 |
| Martin ratioReturn relative to average drawdown | 7.97 | 4.87 | +3.10 |
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
| SPYF.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.98 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.64 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.56 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | -0.01 |
Drawdowns
SPYF.DE vs. SC0D.DE - Drawdown Comparison
The maximum SPYF.DE drawdown since its inception was -41.53%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and SC0D.DE.
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Drawdown Indicators
| SPYF.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -38.50% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -10.93% | +3.33% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -16.54% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -23.38% | +6.21% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -38.50% | -3.03% |
Current DrawdownCurrent decline from peak | -2.22% | -0.53% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.22% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 3.21% | -1.07% |
Volatility
SPYF.DE vs. SC0D.DE - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) is 4.30%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that SPYF.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
| SPYF.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.94% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 12.94% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 15.95% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 17.53% | -3.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 18.27% | -1.68% |
SPYF.DE vs. SC0D.DE - Expense Ratio Comparison
SPYF.DE has a 0.20% 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
SPYF.DE vs. SC0D.DE - Dividend Comparison
Neither SPYF.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYF.DE and SC0D.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for SPYF.DE.
SPYF.DE tracks FTSE All-Share, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.20% for SPYF.DE and 0.05% for SC0D.DE.
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