SXRJ.DE vs. SC0D.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRJ.DE charges 0.58%/yr vs 0.05%/yr for SC0D.DE.
Performance
SXRJ.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly higher than SC0D.DE's 7.29% return. Over the past 10 years, SXRJ.DE has underperformed SC0D.DE with an annualized return of 9.05%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
SXRJ.DE
- 1D
- 0.05%
- 1M
- 0.91%
- YTD
- 10.87%
- 6M
- 13.36%
- 1Y
- 16.78%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
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%
SXRJ.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -17.96% | 23.99% |
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 SXRJ.DE and SC0D.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2009 | 0.83 |
The correlation between SXRJ.DE and SC0D.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
SXRJ.DE vs. SC0D.DE — Risk / Return Rank
SXRJ.DE
SC0D.DE
SXRJ.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| SXRJ.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.43 | +0.17 |
| Martin ratioReturn relative to average drawdown | 5.95 | 4.87 | +1.09 |
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
| SXRJ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.98 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.64 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.12 |
Drawdowns
SXRJ.DE vs. SC0D.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and SC0D.DE.
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Drawdown Indicators
| SXRJ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -38.50% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -10.93% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -16.54% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -23.38% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -38.50% | -0.88% |
Current DrawdownCurrent decline from peak | -1.35% | -0.53% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -7.22% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.21% | -0.34% |
Volatility
SXRJ.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) is 4.04%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that SXRJ.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
| SXRJ.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.94% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 12.94% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 15.95% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 17.53% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.27% | -1.99% |
SXRJ.DE vs. SC0D.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
SXRJ.DE vs. SC0D.DE - Dividend Comparison
Neither SXRJ.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and SC0D.DE have a correlation of 0.82, 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 0.58% for SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.58% for SXRJ.DE and 0.05% for SC0D.DE.
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