UIME.DE vs. SC0D.DE
UIME.DE (UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - UIME.DE tracks the MSCI EMU Value while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, UIME.DE returned 9.94%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.90 suggests significant overlap in exposure. UIME.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
UIME.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with UIME.DE having a 7.26% return and SC0D.DE slightly higher at 7.29%. Both investments have delivered pretty close results over the past 10 years, with UIME.DE having a 9.94% annualized return and SC0D.DE not far ahead at 10.37%.
UIME.DE
- 1D
- 0.47%
- 1M
- 0.62%
- YTD
- 7.26%
- 6M
- 10.82%
- 1Y
- 21.11%
- 3Y*
- 20.26%
- 5Y*
- 13.26%
- 10Y*
- 9.94%
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%
UIME.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 7.26% | 37.25% | 9.43% | 18.66% | -4.81% | 19.85% | -7.50% | 19.70% | -14.45% | 10.61% |
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 UIME.DE and SC0D.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.90 |
The correlation between UIME.DE and SC0D.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
UIME.DE vs. SC0D.DE — Risk / Return Rank
UIME.DE
SC0D.DE
UIME.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.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.
| UIME.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.43 | +0.99 |
| Martin ratioReturn relative to average drawdown | 8.21 | 4.87 | +3.34 |
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
| UIME.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.64 | +0.21 |
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 | 0.32 | 0.46 | -0.14 |
Drawdowns
UIME.DE vs. SC0D.DE - Drawdown Comparison
The maximum UIME.DE drawdown since its inception was -41.99%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for UIME.DE and SC0D.DE.
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Drawdown Indicators
| UIME.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.99% | -38.50% | -3.49% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -10.93% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -14.54% | -16.54% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -23.38% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -38.50% | -3.49% |
Current DrawdownCurrent decline from peak | -1.47% | -0.53% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -9.64% | -7.22% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.21% | -0.58% |
Volatility
UIME.DE vs. SC0D.DE - Volatility Comparison
The current volatility for UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis (UIME.DE) is 3.60%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that UIME.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
| UIME.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.94% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | 12.94% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 15.95% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 17.53% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 18.27% | -0.42% |
UIME.DE vs. SC0D.DE - Expense Ratio Comparison
UIME.DE has a 0.25% 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
UIME.DE vs. SC0D.DE - Dividend Comparison
UIME.DE's dividend yield for the trailing twelve months is around 3.75%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UIME.DE UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 3.75% | 3.42% | 3.51% | 3.89% | 4.13% | 2.67% | 2.40% | 3.87% | 4.07% | 3.49% | 5.50% | 4.19% |
Frequently Asked Questions
UIME.DE and SC0D.DE have a correlation of 0.88, 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 0.25% for UIME.DE.
UIME.DE tracks MSCI EMU Value, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: UBS and Invesco. Their fees differ too: 0.25% for UIME.DE and 0.05% for SC0D.DE.
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