VMID.DE vs. SC0D.DE
VMID.DE (Vanguard FTSE 250 UCITS ETF Distributing) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - VMID.DE tracks the FTSE 250 Ex Investment Trust TR GBP while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, VMID.DE returned 3.22%/yr vs 11.35%/yr for SC0D.DE. A 0.73 correlation means they provide meaningful diversification when combined. VMID.DE charges 0.10%/yr vs 0.05%/yr for SC0D.DE.
Performance
VMID.DE vs. SC0D.DE - Performance Comparison
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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%
VMID.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VMID.DE
SC0D.DE
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.DE | SC0D.DE | Difference | |
|---|---|---|---|
| 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 |
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
| VMID.DE | SC0D.DE | Difference | |
|---|---|---|---|
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.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.19% | -0.53% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -7.22% | -3.45% |
Ulcer IndexDepth 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.DE | SC0D.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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