XZEU.DE vs. SC0D.DE
XZEU.DE (Xtrackers MSCI Europe ESG UCITS ETF 1C) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XZEU.DE tracks the MSCI Europe NR EUR while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, XZEU.DE returned 7.89%/yr vs 11.80%/yr for SC0D.DE. Their correlation of 0.92 suggests significant overlap in exposure. XZEU.DE charges 0.20%/yr vs 0.05%/yr for SC0D.DE.
Performance
XZEU.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEU.DE achieves a 9.56% return, which is significantly lower than SC0D.DE's 10.32% return.
XZEU.DE
- 1D
- 0.66%
- 1M
- 3.96%
- YTD
- 9.56%
- 6M
- 10.16%
- 1Y
- 13.42%
- 3Y*
- 12.19%
- 5Y*
- 7.89%
- 10Y*
- —
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%
XZEU.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZEU.DE Xtrackers MSCI Europe ESG UCITS ETF 1C | 9.56% | 8.12% | 11.57% | 16.35% | -13.09% | 25.62% | 0.09% | 29.09% | -10.78% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 10.32% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -14.54% |
Correlation
The correlation between XZEU.DE and SC0D.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 8, 2018 | 0.92 |
The correlation between XZEU.DE and SC0D.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
XZEU.DE vs. SC0D.DE — Risk / Return Rank
XZEU.DE
SC0D.DE
XZEU.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
| XZEU.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 2.03 | -0.74 |
| Martin ratioReturn relative to average drawdown | 4.52 | 7.09 | -2.57 |
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Drawdowns
XZEU.DE vs. SC0D.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.16%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and SC0D.DE.
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Drawdown Indicators
| XZEU.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.16% | -38.50% | +5.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -10.93% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -16.54% | -0.43% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -23.38% | +1.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.85% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -7.08% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.14% | -0.18% |
Volatility
XZEU.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) is 2.70%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.63%. This indicates that XZEU.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
| XZEU.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.63% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 13.20% | -1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 16.04% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 17.55% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 17.97% | -2.07% |
XZEU.DE vs. SC0D.DE - Expense Ratio Comparison
XZEU.DE has a 0.20% 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
XZEU.DE vs. SC0D.DE - Dividend Comparison
Neither XZEU.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEU.DE and SC0D.DE have a correlation of 0.87, 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 0.20% for XZEU.DE.
XZEU.DE tracks MSCI Europe NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XZEU.DE and 0.05% for SC0D.DE.
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