SXR7.DE vs. SC0D.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - SXR7.DE tracks the MSCI EMU while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXR7.DE returned 10.03%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.95 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
SXR7.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR7.DE achieves a 8.77% return, which is significantly higher than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with SXR7.DE having a 10.03% annualized return and SC0D.DE not far ahead at 10.37%.
SXR7.DE
- 1D
- 0.57%
- 1M
- 2.06%
- YTD
- 8.77%
- 6M
- 10.62%
- 1Y
- 17.64%
- 3Y*
- 16.10%
- 5Y*
- 10.63%
- 10Y*
- 10.03%
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%
SXR7.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.77% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
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 SXR7.DE and SC0D.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.95 |
The correlation between SXR7.DE and SC0D.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.
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Return for Risk
SXR7.DE vs. SC0D.DE — Risk / Return Rank
SXR7.DE
SC0D.DE
SXR7.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
| SXR7.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.43 | +0.33 |
| Martin ratioReturn relative to average drawdown | 6.42 | 4.87 | +1.55 |
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
| SXR7.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 0.98 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.64 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.46 | 0.00 |
Drawdowns
SXR7.DE vs. SC0D.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and SC0D.DE.
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Drawdown Indicators
| SXR7.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -38.50% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -10.93% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -16.54% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -23.38% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -38.50% | +0.33% |
Current DrawdownCurrent decline from peak | -0.50% | -0.53% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -7.22% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.21% | -0.41% |
Volatility
SXR7.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 4.57%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that SXR7.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
| SXR7.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.94% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 12.94% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 15.95% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 17.53% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 18.27% | -1.25% |
SXR7.DE vs. SC0D.DE - Expense Ratio Comparison
SXR7.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
SXR7.DE vs. SC0D.DE - Dividend Comparison
Neither SXR7.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, SXR7.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 SXR7.DE.
SXR7.DE tracks MSCI EMU, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SXR7.DE and 0.05% for SC0D.DE.
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