SXRW.DE vs. SC0D.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, SXRW.DE returned 9.54%/yr vs 11.86%/yr for SC0D.DE. A 0.75 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.05%/yr for SC0D.DE.
Performance
SXRW.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 9.18% return, which is significantly lower than SC0D.DE's 10.32% return. Over the past 10 years, SXRW.DE has underperformed SC0D.DE with an annualized return of 9.54%, while SC0D.DE has yielded a comparatively higher 11.86% annualized return.
SXRW.DE
- 1D
- 0.91%
- 1M
- 0.97%
- YTD
- 9.18%
- 6M
- 9.76%
- 1Y
- 23.82%
- 3Y*
- 16.11%
- 5Y*
- 11.99%
- 10Y*
- 9.54%
SC0D.DE
- 1D
- 0.85%
- 1M
- 3.42%
- YTD
- 10.32%
- 6M
- 11.25%
- 1Y
- 22.33%
- 3Y*
- 16.61%
- 5Y*
- 11.80%
- 10Y*
- 11.86%
SXRW.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 9.18% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between SXRW.DE and SC0D.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.75 |
The correlation between SXRW.DE and SC0D.DE shifts across timeframes, from 0.67 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. SC0D.DE — Risk / Return Rank
SXRW.DE
SC0D.DE
SXRW.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.03 | +0.97 |
| Martin ratioReturn relative to average drawdown | 11.00 | 7.09 | +3.91 |
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Drawdowns
SXRW.DE vs. SC0D.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and SC0D.DE.
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Drawdown Indicators
| SXRW.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -38.50% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -10.93% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -16.54% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -23.38% | +6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -38.50% | -1.81% |
Current DrawdownCurrent decline from peak | -0.30% | -0.85% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -7.08% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.14% | -0.98% |
Volatility
SXRW.DE vs. SC0D.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.13%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that SXRW.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
| SXRW.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.63% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 13.20% | -2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 16.04% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 17.55% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 17.97% | -1.41% |
SXRW.DE vs. SC0D.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% 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
SXRW.DE vs. SC0D.DE - Dividend Comparison
Neither SXRW.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and SC0D.DE have a correlation of 0.67, 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 0.07% for SXRW.DE.
SXRW.DE tracks FTSE 100, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXRW.DE and 0.05% for SC0D.DE.
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