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

Performance

DBXS.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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, DBXS.DE achieves a 11.71% return, which is significantly lower than SC0D.DE's 12.92% return. Over the past 10 years, DBXS.DE has underperformed SC0D.DE with an annualized return of 9.86%, while SC0D.DE has yielded a comparatively higher 11.64% annualized return.


DBXS.DE

1D
0.45%
1M
9.25%
6M
11.50%
YTD
11.71%
1Y
24.84%
3Y*
12.39%
5Y*
8.88%
10Y*
9.86%

SC0D.DE

1D
0.81%
1M
6.02%
6M
11.84%
YTD
12.92%
1Y
23.04%
3Y*
16.55%
5Y*
12.52%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
11.71%19.12%3.77%10.63%-11.87%28.73%1.61%35.45%-4.24%7.02%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
12.92%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%

Correlation

The correlation between DBXS.DE and SC0D.DE is 0.52, 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

0.52

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

0.47

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2009

0.57

The correlation between DBXS.DE and SC0D.DE has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

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Return for Risk

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

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

DBXS.DE
DBXS.DE Risk / Return Rank: 6060
Overall Rank
DBXS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DBXS.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
DBXS.DE Omega Ratio Rank: 6565
Omega Ratio Rank
DBXS.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
DBXS.DE Martin Ratio Rank: 5151
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 5151
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4848
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 5252
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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.


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

+0.37

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.05

2.10

-0.05

Martin ratioReturn relative to average drawdown

7.07

7.31

-0.25

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

The current DBXS.DE Sharpe Ratio is 1.79, which is comparable to the SC0D.DE Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of DBXS.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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Drawdowns

DBXS.DE vs. SC0D.DE - Drawdown Comparison

The maximum DBXS.DE drawdown since its inception was -48.29%, 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 DBXS.DE and SC0D.DE.


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Drawdown Indicators


DBXS.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.29%

-38.50%

-9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.05%

-10.93%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-16.54%

+2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-23.38%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-25.14%

-38.50%

+13.36%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.74%

-7.07%

-1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.14%

+0.37%

Volatility

DBXS.DE vs. SC0D.DE - Volatility Comparison

Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 3.96% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXS.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.94%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

13.30%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

16.08%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

17.57%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

17.93%

-3.94%

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

DBXS.DE has a 0.30% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.


Dividends

DBXS.DE vs. SC0D.DE - Dividend Comparison

DBXS.DE's dividend yield for the trailing twelve months is around 1.36%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
1.36%1.52%1.63%1.76%3.25%1.20%1.59%1.21%2.35%1.32%1.06%1.25%
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%0.00%

Frequently Asked Questions


DBXS.DE and SC0D.DE have a correlation of 0.52, 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 0.30% for DBXS.DE.

DBXS.DE tracks Solactive Swiss Large Cap Index, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.30% for DBXS.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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