V50A.DE vs. SC0C.DE
Compare and contrast key facts about Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Invesco STOXX Europe 600 UCITS ETF (SC0C.DE).
V50A.DE and SC0C.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V50A.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX® 50. It was launched on Feb 14, 2018. SC0C.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600. It was launched on Apr 1, 2009. Both V50A.DE and SC0C.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: V50A.DE or SC0C.DE.
Key characteristics
V50A.DE | SC0C.DE | |
---|---|---|
YTD Return | 10.16% | 9.72% |
1Y Return | 19.04% | 18.89% |
3Y Return (Ann) | 6.56% | 4.44% |
5Y Return (Ann) | 8.38% | 7.34% |
10Y Return (Ann) | 8.25% | 7.15% |
Sharpe Ratio | 1.21 | 1.56 |
Sortino Ratio | 1.74 | 2.18 |
Omega Ratio | 1.21 | 1.27 |
Calmar Ratio | 1.62 | 2.24 |
Martin Ratio | 5.64 | 9.18 |
Ulcer Index | 2.80% | 1.74% |
Daily Std Dev | 13.10% | 10.24% |
Max Drawdown | -38.57% | -35.89% |
Current Drawdown | -4.05% | -2.82% |
Correlation
The correlation between V50A.DE and SC0C.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
V50A.DE vs. SC0C.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with V50A.DE having a 10.16% return and SC0C.DE slightly lower at 9.72%. Over the past 10 years, V50A.DE has outperformed SC0C.DE with an annualized return of 8.25%, while SC0C.DE has yielded a comparatively lower 7.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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V50A.DE vs. SC0C.DE - Expense Ratio Comparison
V50A.DE has a 0.15% expense ratio, which is lower than SC0C.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
V50A.DE vs. SC0C.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Invesco STOXX Europe 600 UCITS ETF (SC0C.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.
Dividends
V50A.DE vs. SC0C.DE - Dividend Comparison
Neither V50A.DE nor SC0C.DE has paid dividends to shareholders.
Drawdowns
V50A.DE vs. SC0C.DE - Drawdown Comparison
The maximum V50A.DE drawdown since its inception was -38.57%, which is greater than SC0C.DE's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for V50A.DE and SC0C.DE. For additional features, visit the drawdowns tool.
Volatility
V50A.DE vs. SC0C.DE - Volatility Comparison
Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 5.55% compared to Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) at 4.14%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than SC0C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.