DX2X.DE vs. SC0D.DE
DX2X.DE (Xtrackers Stoxx Europe 600 UCITS ETF (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - DX2X.DE tracks the STOXX Europe 600 Index while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, DX2X.DE returned 10.22%/yr vs 11.64%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. DX2X.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
DX2X.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2X.DE achieves a 12.30% return, which is significantly lower than SC0D.DE's 12.92% return. Over the past 10 years, DX2X.DE has underperformed SC0D.DE with an annualized return of 10.22%, while SC0D.DE has yielded a comparatively higher 11.64% annualized return.
DX2X.DE
- 1D
- 0.80%
- 1M
- 5.43%
- 6M
- 11.55%
- YTD
- 12.30%
- 1Y
- 23.23%
- 3Y*
- 15.47%
- 5Y*
- 10.46%
- 10Y*
- 10.22%
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%
DX2X.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2X.DE Xtrackers Stoxx Europe 600 UCITS ETF (Acc) | 12.30% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 DX2X.DE and SC0D.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 2009 | 0.91 |
The correlation between DX2X.DE and SC0D.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
DX2X.DE vs. SC0D.DE — Risk / Return Rank
DX2X.DE
SC0D.DE
DX2X.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.
| DX2X.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.10 | +0.26 |
| Martin ratioReturn relative to average drawdown | 9.49 | 7.31 | +2.17 |
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Drawdowns
DX2X.DE vs. SC0D.DE - Drawdown Comparison
The maximum DX2X.DE drawdown since its inception was -36.05%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and SC0D.DE.
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Drawdown Indicators
| DX2X.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -38.50% | +2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -10.93% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -16.54% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -23.38% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -38.50% | +2.45% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -7.07% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.14% | -0.70% |
Volatility
DX2X.DE vs. SC0D.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 3.94%. This indicates that DX2X.DE's price experiences larger fluctuations and is considered to be riskier 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
| DX2X.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.94% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 13.30% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 16.08% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 17.57% | -3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 17.93% | -2.67% |
DX2X.DE vs. SC0D.DE - Expense Ratio Comparison
DX2X.DE has a 0.25% 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
DX2X.DE vs. SC0D.DE - Dividend Comparison
Neither DX2X.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2X.DE and SC0D.DE have a correlation of 0.88, 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 0.25% for DX2X.DE.
DX2X.DE tracks STOXX Europe 600 Index, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for DX2X.DE and 0.05% for SC0D.DE.
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