DXSC.DE vs. SC01.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and SC01.DE (Invesco European Construction Sector UCITS ETF) are both Industrials Equities funds - DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35 while SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.69%/yr vs 10.20%/yr for SC01.DE. At a 0.40 correlation, their price movements are largely independent. DXSC.DE charges 0.17%/yr vs 0.20%/yr for SC01.DE.
Performance
DXSC.DE vs. SC01.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 9.21% return, which is significantly higher than SC01.DE's 0.71% return. Over the past 10 years, DXSC.DE has outperformed SC01.DE with an annualized return of 12.69%, while SC01.DE has yielded a comparatively lower 10.20% annualized return.
DXSC.DE
- 1D
- -1.36%
- 1M
- 7.59%
- YTD
- 9.21%
- 6M
- 12.58%
- 1Y
- 9.91%
- 3Y*
- 9.29%
- 5Y*
- 4.12%
- 10Y*
- 12.69%
SC01.DE
- 1D
- -0.19%
- 1M
- 0.95%
- YTD
- 0.71%
- 6M
- 3.65%
- 1Y
- 6.94%
- 3Y*
- 15.42%
- 5Y*
- 9.80%
- 10Y*
- 10.20%
DXSC.DE vs. SC01.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 | 9.21% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
SC01.DE Invesco European Construction Sector UCITS ETF | 0.71% | 24.01% | 7.02% | 34.08% | -17.94% | 32.21% | -1.77% | 44.55% | -20.32% | 10.70% |
Correlation
The correlation between DXSC.DE and SC01.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2009 | 0.40 |
Over the past year, DXSC.DE and SC01.DE have become more correlated (0.78) than their long-term average of 0.40, meaning their price movements have been converging.
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Return for Risk
DXSC.DE vs. SC01.DE — Risk / Return Rank
DXSC.DE
SC01.DE
DXSC.DE vs. SC01.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 Construction Sector UCITS ETF (SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.45 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.15 | 1.36 | +0.78 |
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 | SC01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.34 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.50 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.61 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.65 | -0.58 |
Drawdowns
DXSC.DE vs. SC01.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than SC01.DE's maximum drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and SC01.DE.
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Drawdown Indicators
| DXSC.DE | SC01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -37.00% | -36.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -15.23% | +0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -17.02% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -28.80% | +3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -37.00% | -7.96% |
Current DrawdownCurrent decline from peak | -1.36% | -6.52% | +5.16% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -6.93% | -23.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 5.08% | -0.47% |
Volatility
DXSC.DE vs. SC01.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) is 6.85%, while Invesco European Construction Sector UCITS ETF (SC01.DE) has a volatility of 7.56%. This indicates that DXSC.DE experiences smaller price fluctuations and is considered to be less risky than SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 7.56% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 16.34% | -2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 20.14% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 20.35% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 25.04% | -1.25% |
DXSC.DE vs. SC01.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than SC01.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. SC01.DE - Dividend Comparison
Neither DXSC.DE nor SC01.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and SC01.DE have a correlation of 0.78, 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 SC01.DE.
DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSC.DE and 0.20% for SC01.DE.
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