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STXH.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STXH.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) (STXH.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STXH.DE achieves a 11.80% return, which is significantly lower than SC0D.DE's 12.92% return.


STXH.DE

1D
0.66%
1M
5.11%
6M
11.10%
YTD
11.80%
1Y
22.48%
3Y*
14.90%
5Y*
9.87%
10Y*

SC0D.DE

1D
0.81%
1M
6.02%
6M
11.84%
YTD
12.92%
1Y
23.04%
3Y*
16.55%
5Y*
12.52%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
STXH.DE
Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist)
11.80%21.40%7.63%13.99%-9.78%21.71%-0.37%25.66%-10.97%6.71%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
12.92%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%3.63%

Correlation

The correlation between STXH.DE and SC0D.DE is 0.94, 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

0.94

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2017

0.95

The correlation between STXH.DE and SC0D.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

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

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

STXH.DE
STXH.DE Risk / Return Rank: 6464
Overall Rank
STXH.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
STXH.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
STXH.DE Omega Ratio Rank: 6868
Omega Ratio Rank
STXH.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
STXH.DE Martin Ratio Rank: 6363
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 5151
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) (STXH.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.


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

+0.35

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratioReturn relative to maximum drawdown

2.33

2.10

+0.23

Martin ratioReturn relative to average drawdown

9.14

7.31

+1.83

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

The current STXH.DE Sharpe Ratio is 1.78, which is comparable to the SC0D.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of STXH.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.


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Drawdowns

STXH.DE vs. SC0D.DE - Drawdown Comparison

The maximum STXH.DE drawdown since its inception was -33.43%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for STXH.DE and SC0D.DE.


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Drawdown Indicators


STXH.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-38.50%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.93%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.29%

-16.54%

+1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-23.38%

+2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.44%

-7.07%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

3.14%

-0.69%

Volatility

STXH.DE vs. SC0D.DE - Volatility Comparison

The current volatility for Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist) (STXH.DE) is 3.00%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.94%. This indicates that STXH.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


STXH.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.94%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

13.30%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

16.08%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

17.57%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

17.93%

-2.96%

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

STXH.DE has a 0.15% 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

STXH.DE vs. SC0D.DE - Dividend Comparison

STXH.DE's dividend yield for the trailing twelve months is around 2.30%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
STXH.DE
Amundi Core Stoxx Europe 600 UCITS ETF EUR Hedged (Dist)
2.30%2.57%2.43%2.97%3.33%2.45%2.18%3.24%3.39%2.79%

Frequently Asked Questions


With a correlation of 0.94, STXH.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 0.15% for STXH.DE.

STXH.DE tracks STOXX Europe 600 Index (EUR Hedged), while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.15% for STXH.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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