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DXSC.DE vs. SC0W.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSC.DE vs. SC0W.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Invesco European Basic Resources Sector UCITS ETF (SC0W.DE). The values are adjusted to include any dividend payments, if applicable.

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DXSC.DE vs. SC0W.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
-0.91%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%22.38%
SC0W.DE
Invesco European Basic Resources Sector UCITS ETF
14.78%33.79%-7.95%-3.82%9.72%27.53%12.84%22.79%-10.57%24.44%

Returns By Period

In the year-to-date period, DXSC.DE achieves a -0.91% return, which is significantly lower than SC0W.DE's 14.78% return. Over the past 10 years, DXSC.DE has underperformed SC0W.DE with an annualized return of 12.05%, while SC0W.DE has yielded a comparatively higher 16.15% annualized return.


DXSC.DE

1D
-0.89%
1M
-2.58%
YTD
-0.91%
6M
2.48%
1Y
2.87%
3Y*
6.15%
5Y*
3.70%
10Y*
12.05%

SC0W.DE

1D
-0.77%
1M
-1.79%
YTD
14.78%
6M
36.86%
1Y
58.60%
3Y*
13.12%
5Y*
10.57%
10Y*
16.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DXSC.DE vs. SC0W.DE - Expense Ratio Comparison

DXSC.DE has a 0.17% expense ratio, which is lower than SC0W.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%.


Return for Risk

DXSC.DE vs. SC0W.DE — Risk / Return Rank

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

DXSC.DE
DXSC.DE Risk / Return Rank: 1515
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1414
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SC0W.DE
SC0W.DE Risk / Return Rank: 9191
Overall Rank
SC0W.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SC0W.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SC0W.DE Omega Ratio Rank: 8686
Omega Ratio Rank
SC0W.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
SC0W.DE Martin Ratio Rank: 9494
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.

DXSC.DE vs. SC0W.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 Basic Resources Sector UCITS ETF (SC0W.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.DESC0W.DEDifference

Sharpe ratio

Return per unit of total volatility

0.17

2.12

-1.95

Sortino ratio

Return per unit of downside risk

0.34

2.70

-2.36

Omega ratio

Gain probability vs. loss probability

1.04

1.36

-0.32

Calmar ratio

Return relative to maximum drawdown

0.37

3.87

-3.50

Martin ratio

Return relative to average drawdown

1.06

16.41

-15.35

DXSC.DE vs. SC0W.DE - Sharpe Ratio Comparison

The current DXSC.DE Sharpe Ratio is 0.17, which is lower than the SC0W.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of DXSC.DE and SC0W.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXSC.DESC0W.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

2.12

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.38

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.25

-0.20

Correlation

The correlation between DXSC.DE and SC0W.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DXSC.DE vs. SC0W.DE - Dividend Comparison

Neither DXSC.DE nor SC0W.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXSC.DE vs. SC0W.DE - Drawdown Comparison

The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than SC0W.DE's maximum drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and SC0W.DE.


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Drawdown Indicators


DXSC.DESC0W.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.82%

-68.06%

-5.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-17.64%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-38.09%

+12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

-45.64%

+0.68%

Current Drawdown

Current decline from peak

-8.32%

-9.09%

+0.77%

Average Drawdown

Average peak-to-trough decline

-30.42%

-22.14%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

4.16%

+0.84%

Volatility

DXSC.DE vs. SC0W.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) is 7.82%, while Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a volatility of 11.76%. This indicates that DXSC.DE experiences smaller price fluctuations and is considered to be less risky than SC0W.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.DESC0W.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.82%

11.76%

-3.94%

Volatility (6M)

Calculated over the trailing 6-month period

12.27%

20.35%

-8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

27.55%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

27.14%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.24%

28.52%

-4.28%