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VMID.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMID.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMID.DE achieves a 5.91% return, which is significantly lower than SC0D.DE's 7.29% return.


VMID.DE

1D
0.49%
1M
3.93%
YTD
5.91%
6M
8.26%
1Y
11.06%
3Y*
10.20%
5Y*
3.22%
10Y*

SC0D.DE

1D
0.74%
1M
4.75%
YTD
7.29%
6M
8.67%
1Y
15.66%
3Y*
15.50%
5Y*
11.35%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMID.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
5.91%8.64%11.29%10.54%-21.96%23.06%-8.99%38.05%-15.29%2.75%
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%-3.26%

Correlation

The correlation between VMID.DE and SC0D.DE is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.73

The correlation between VMID.DE and SC0D.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

VMID.DE vs. SC0D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VMID.DE
VMID.DE Risk / Return Rank: 2424
Overall Rank
VMID.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VMID.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
VMID.DE Omega Ratio Rank: 2424
Omega Ratio Rank
VMID.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
VMID.DE Martin Ratio Rank: 2626
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VMID.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.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.


VMID.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratioReturn relative to maximum drawdown

1.00

1.43

-0.42

Martin ratioReturn relative to average drawdown

3.57

4.87

-1.30

VMID.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current VMID.DE Sharpe Ratio is 0.80, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VMID.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VMID.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.98

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.64

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.46

-0.21

Drawdowns

VMID.DE vs. SC0D.DE - Drawdown Comparison

The maximum VMID.DE drawdown since its inception was -46.58%, 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 VMID.DE and SC0D.DE.


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Drawdown Indicators


VMID.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.58%

-38.50%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-10.93%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-16.54%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-23.38%

-8.88%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-1.19%

-0.53%

-0.66%

Average Drawdown

Average peak-to-trough decline

-10.67%

-7.22%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.21%

-0.12%

Volatility

VMID.DE vs. SC0D.DE - Volatility Comparison

The current volatility for Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) is 4.53%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that VMID.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


VMID.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.94%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

12.94%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

15.95%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.53%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

18.27%

+0.53%

VMID.DE vs. SC0D.DE - Expense Ratio Comparison

VMID.DE has a 0.10% 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

VMID.DE vs. SC0D.DE - Dividend Comparison

VMID.DE's dividend yield for the trailing twelve months is around 3.65%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
3.65%3.95%3.29%3.44%3.41%2.51%2.04%2.74%3.69%0.72%

Frequently Asked Questions


VMID.DE and SC0D.DE have a correlation of 0.70, 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 0.10% for VMID.DE.

VMID.DE tracks FTSE 250 Ex Investment Trust TR GBP, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.10% for VMID.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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