PortfoliosLab logoPortfoliosLab logo
SPYW.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYW.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPYW.DE achieves a 10.61% return, which is significantly higher than SC0D.DE's 9.71% return. Over the past 10 years, SPYW.DE has underperformed SC0D.DE with an annualized return of 7.51%, while SC0D.DE has yielded a comparatively higher 10.85% annualized return.


SPYW.DE

1D
0.87%
1M
2.79%
6M
9.41%
YTD
10.61%
1Y
15.26%
3Y*
15.40%
5Y*
9.12%
10Y*
7.51%

SC0D.DE

1D
-0.83%
1M
-1.04%
6M
5.51%
YTD
9.71%
1Y
18.75%
3Y*
15.56%
5Y*
12.12%
10Y*
10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYW.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
10.61%20.21%8.31%17.92%-11.22%14.38%-11.88%23.33%-8.56%11.23%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
9.71%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%

Correlation

The correlation between SPYW.DE and SC0D.DE is 0.66, 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

0.66

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

0.73

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

0.80

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2012

0.87

Over the past year, the correlation between SPYW.DE and SC0D.DE has dropped to 0.66 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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

SPYW.DE vs. SC0D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYW.DE
SPYW.DE Risk / Return Rank: 5050
Overall Rank
SPYW.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 5454
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 4848
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4242
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
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.

SPYW.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


SPYW.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratioReturn relative to maximum drawdown

1.90

1.71

+0.19

Martin ratioReturn relative to average drawdown

6.36

6.00

+0.36

SPYW.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current SPYW.DE Sharpe Ratio is 1.43, which is comparable to the SC0D.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of SPYW.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SPYW.DE vs. SC0D.DE - Drawdown Comparison

The maximum SPYW.DE drawdown since its inception was -38.67%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SPYW.DE and SC0D.DE.


Loading charts...

Drawdown Indicators


SPYW.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.67%

-38.50%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-10.93%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-11.64%

-16.54%

+4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-23.38%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.67%

-38.50%

-0.17%

Current Drawdown

Current decline from peak

0.00%

-2.85%

+2.85%

Average Drawdown

Average peak-to-trough decline

-5.57%

-7.06%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.12%

-0.73%

Volatility

SPYW.DE vs. SC0D.DE - Volatility Comparison

The current volatility for SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) is 2.45%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.14%. This indicates that SPYW.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.


Loading charts...

Volatility by Period


SPYW.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

4.14%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

13.36%

-4.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

16.12%

-5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.25%

17.55%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

17.90%

-3.31%

SPYW.DE vs. SC0D.DE - Expense Ratio Comparison

SPYW.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.


Dividends

SPYW.DE vs. SC0D.DE - Dividend Comparison

SPYW.DE's dividend yield for the trailing twelve months is around 3.43%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.43%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Frequently Asked Questions


SPYW.DE and SC0D.DE have a correlation of 0.66, 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 0.30% for SPYW.DE.

SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.30% for SPYW.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

Find the right allocation for SPYW.DE and SC0D.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