DXSC.DE vs. SC00.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35 while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 5.98%/yr for SC00.DE. At a 0.48 correlation, their price movements are largely independent. DXSC.DE charges 0.17%/yr vs 0.20%/yr for SC00.DE.
Performance
DXSC.DE vs. SC00.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than SC00.DE's 10.32% return. Over the past 10 years, DXSC.DE has outperformed SC00.DE with an annualized return of 12.15%, while SC00.DE has yielded a comparatively lower 5.98% annualized return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
SC00.DE
- 1D
- -0.03%
- 1M
- 0.84%
- YTD
- 10.32%
- 6M
- 11.51%
- 1Y
- -3.93%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
DXSC.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 20.69% | 10.10% | 32.92% | -15.65% | 14.07% |
Correlation
The correlation between DXSC.DE and SC00.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009 | 0.48 |
Over the past year, DXSC.DE and SC00.DE have become more correlated (0.74) than their long-term average of 0.48, meaning their price movements have been converging.
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Return for Risk
DXSC.DE vs. SC00.DE — Risk / Return Rank
DXSC.DE
SC00.DE
DXSC.DE vs. SC00.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.
| DXSC.DE | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.97 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.25 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.79 | -0.41 | +2.20 |
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
| DXSC.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | -0.24 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.00 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.57 | -0.50 |
Drawdowns
DXSC.DE vs. SC00.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and SC00.DE.
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Drawdown Indicators
| DXSC.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -30.50% | -43.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -15.66% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -20.01% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -26.73% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -30.50% | -14.46% |
Current DrawdownCurrent decline from peak | -1.80% | -9.93% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -8.41% | -21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 9.64% | -5.03% |
Volatility
DXSC.DE vs. SC00.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 6.43% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than SC00.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSC.DE | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 3.95% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 12.23% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 16.14% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 17.64% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 19.77% | +4.01% |
DXSC.DE vs. SC00.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than SC00.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXSC.DE vs. SC00.DE - Dividend Comparison
Neither DXSC.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and SC00.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC00.DE.
DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSC.DE and 0.20% for SC00.DE.
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