XIEE.DE vs. SC0D.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XIEE.DE tracks the MSCI Europe while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, XIEE.DE returned 10.51%/yr vs 11.86%/yr for SC0D.DE. Their correlation of 0.89 suggests significant overlap in exposure. XIEE.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
XIEE.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XIEE.DE having a 10.54% return and SC0D.DE slightly lower at 10.32%. Over the past 10 years, XIEE.DE has underperformed SC0D.DE with an annualized return of 10.51%, while SC0D.DE has yielded a comparatively higher 11.86% annualized return.
XIEE.DE
- 1D
- 0.90%
- 1M
- 1.88%
- YTD
- 10.54%
- 6M
- 11.38%
- 1Y
- 22.49%
- 3Y*
- 15.28%
- 5Y*
- 10.22%
- 10Y*
- 10.51%
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%
XIEE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 10.54% | 20.33% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -10.98% | 10.20% |
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 XIEE.DE and SC0D.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.89 |
The correlation between XIEE.DE and SC0D.DE shifts across timeframes, from 0.82 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XIEE.DE vs. SC0D.DE — Risk / Return Rank
XIEE.DE
SC0D.DE
XIEE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.03 | +0.20 |
| Martin ratioReturn relative to average drawdown | 9.12 | 7.09 | +2.03 |
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Drawdowns
XIEE.DE vs. SC0D.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.52%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and SC0D.DE.
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Drawdown Indicators
| XIEE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.52% | -38.50% | +2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -10.93% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -16.54% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -23.38% | +4.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.52% | -38.50% | +2.98% |
Current DrawdownCurrent decline from peak | 0.00% | -0.85% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -7.08% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 3.14% | -0.68% |
Volatility
XIEE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 3.14%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that XIEE.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
| XIEE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.63% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 13.20% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 16.04% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 17.55% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 17.97% | -0.59% |
XIEE.DE vs. SC0D.DE - Expense Ratio Comparison
XIEE.DE has a 0.12% 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
XIEE.DE vs. SC0D.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.37%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.37% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
XIEE.DE and SC0D.DE have a correlation of 0.82, 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 0.12% for XIEE.DE.
XIEE.DE tracks MSCI Europe, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for XIEE.DE and 0.05% for SC0D.DE.
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