DX2I.DE vs. SC0D.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - DX2I.DE tracks the MSCI Europe Select ESG Screened while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, DX2I.DE returned 9.22%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.86 suggests significant overlap in exposure. DX2I.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
DX2I.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with DX2I.DE at 7.29% and SC0D.DE at 7.29%. Over the past 10 years, DX2I.DE has underperformed SC0D.DE with an annualized return of 9.22%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
DX2I.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 7.42% | 16.27% | -10.82% | 22.30% | 4.45% | 31.99% | -14.16% | 14.69% |
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% | 10.07% |
Correlation
The correlation between DX2I.DE and SC0D.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.86 |
The correlation between DX2I.DE and SC0D.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
DX2I.DE vs. SC0D.DE — Risk / Return Rank
DX2I.DE
SC0D.DE
DX2I.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.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.
| DX2I.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.43 | +0.13 |
| Martin ratioReturn relative to average drawdown | 5.61 | 4.87 | +0.75 |
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
| DX2I.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.98 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.64 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.46 | -0.06 |
Drawdowns
DX2I.DE vs. SC0D.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, 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 DX2I.DE and SC0D.DE.
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Drawdown Indicators
| DX2I.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -38.50% | -15.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -10.93% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -16.54% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -23.38% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | -38.50% | +0.57% |
Current DrawdownCurrent decline from peak | -1.37% | -0.53% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.22% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.21% | -0.56% |
Volatility
DX2I.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) is 4.21%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that DX2I.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
| DX2I.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.94% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.94% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 15.95% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 17.53% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 18.27% | -2.23% |
DX2I.DE vs. SC0D.DE - Expense Ratio Comparison
DX2I.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
DX2I.DE vs. SC0D.DE - Dividend Comparison
Neither DX2I.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, DX2I.DE and SC0D.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 DX2I.DE.
DX2I.DE tracks MSCI Europe Select ESG Screened, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for DX2I.DE and 0.05% for SC0D.DE.
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