DXSG.DE vs. SC0Q.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 3.62%/yr for SC0Q.DE. Their correlation of 0.91 suggests significant overlap in exposure. DXSG.DE charges 0.17%/yr vs 0.20%/yr for SC0Q.DE.
Performance
DXSG.DE vs. SC0Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly lower than SC0Q.DE's 28.44% return. Over the past 10 years, DXSG.DE has underperformed SC0Q.DE with an annualized return of 1.87%, while SC0Q.DE has yielded a comparatively higher 3.62% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
SC0Q.DE
- 1D
- -1.92%
- 1M
- 3.62%
- YTD
- 28.44%
- 6M
- 31.77%
- 1Y
- 29.09%
- 3Y*
- 21.31%
- 5Y*
- 10.30%
- 10Y*
- 3.62%
DXSG.DE vs. SC0Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
SC0Q.DE Invesco European Telecoms Sector UCITS ETF | 28.44% | 18.07% | 18.98% | 5.91% | -14.81% | 15.27% | -14.17% | 4.16% | -8.37% | -0.09% |
Correlation
The correlation between DXSG.DE and SC0Q.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2009 | 0.91 |
Over the past year, the correlation between DXSG.DE and SC0Q.DE has dropped to 0.56 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
DXSG.DE vs. SC0Q.DE — Risk / Return Rank
DXSG.DE
SC0Q.DE
DXSG.DE vs. SC0Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and Invesco European Telecoms Sector UCITS ETF (SC0Q.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.
| DXSG.DE | SC0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.51 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.34 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.71 | -4.20 |
| Martin ratioReturn relative to average drawdown | -0.91 | 8.87 | -9.78 |
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
| DXSG.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.94 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.72 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.23 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.33 | -0.16 |
Drawdowns
DXSG.DE vs. SC0Q.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, roughly equal to the maximum SC0Q.DE drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and SC0Q.DE.
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Drawdown Indicators
| DXSG.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -48.95% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -7.80% | -9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -9.73% | -7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -21.66% | +1.43% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -38.17% | +0.84% |
Current DrawdownCurrent decline from peak | -9.16% | -2.05% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -19.11% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 3.14% | +5.75% |
Volatility
DXSG.DE vs. SC0Q.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) is 5.43%, while Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a volatility of 6.36%. This indicates that DXSG.DE experiences smaller price fluctuations and is considered to be less risky than SC0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSG.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.36% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 12.07% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 14.95% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 14.07% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 16.00% | -0.12% |
DXSG.DE vs. SC0Q.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than SC0Q.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
DXSG.DE vs. SC0Q.DE - Dividend Comparison
Neither DXSG.DE nor SC0Q.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and SC0Q.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC0Q.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSG.DE and 0.20% for SC0Q.DE.
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