DXSK.DE vs. SC0R.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and SC0R.DE (Invesco European Travel Sector UCITS ETF) are both Consumer Staples Equities funds - DXSK.DE tracks the MSCI Europe Consumer Staples ESG Screened 20-35 while SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure. Both are passively managed. Over the past 10 years, DXSK.DE returned 2.44%/yr vs 5.01%/yr for SC0R.DE. A 0.50 correlation means they provide meaningful diversification when combined. DXSK.DE charges 0.17%/yr vs 0.20%/yr for SC0R.DE.
Performance
DXSK.DE vs. SC0R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a 8.14% return, which is significantly higher than SC0R.DE's 3.64% return. Over the past 10 years, DXSK.DE has underperformed SC0R.DE with an annualized return of 2.44%, while SC0R.DE has yielded a comparatively higher 5.01% annualized return.
DXSK.DE
- 1D
- 0.71%
- 1M
- 6.55%
- 6M
- 4.65%
- YTD
- 8.14%
- 1Y
- 5.04%
- 3Y*
- -2.02%
- 5Y*
- -1.40%
- 10Y*
- 2.44%
SC0R.DE
- 1D
- -1.17%
- 1M
- -1.24%
- 6M
- 5.47%
- YTD
- 3.64%
- 1Y
- 6.65%
- 3Y*
- 7.83%
- 5Y*
- 4.82%
- 10Y*
- 5.01%
DXSK.DE vs. SC0R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | 8.14% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
SC0R.DE Invesco European Travel Sector UCITS ETF | 3.64% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
Correlation
The correlation between DXSK.DE and SC0R.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2009 | 0.50 |
The correlation between DXSK.DE and SC0R.DE shifts across timeframes, from 0.35 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSK.DE vs. SC0R.DE — Risk / Return Rank
DXSK.DE
SC0R.DE
DXSK.DE vs. SC0R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Invesco European Travel Sector UCITS ETF (SC0R.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.
| DXSK.DE | SC0R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.47 | -0.17 |
| Martin ratioReturn relative to average drawdown | 0.62 | 1.10 | -0.49 |
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Drawdowns
DXSK.DE vs. SC0R.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, smaller than the maximum SC0R.DE drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and SC0R.DE.
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Drawdown Indicators
| DXSK.DE | SC0R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -55.64% | +15.97% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -14.20% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -24.76% | +5.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -38.34% | +13.84% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -55.64% | +25.94% |
Current DrawdownCurrent decline from peak | -13.82% | -5.31% | -8.51% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -10.17% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.17% | 6.01% | +2.16% |
Volatility
DXSK.DE vs. SC0R.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Invesco European Travel Sector UCITS ETF (SC0R.DE) have volatilities of 5.26% and 5.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSK.DE | SC0R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 5.53% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.13% | 18.54% | -5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.15% | 21.66% | -5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 23.79% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 24.42% | -10.04% |
DXSK.DE vs. SC0R.DE - Expense Ratio Comparison
DXSK.DE has a 0.17% expense ratio, which is lower than SC0R.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
DXSK.DE vs. SC0R.DE - Dividend Comparison
Neither DXSK.DE nor SC0R.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and SC0R.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC0R.DE.
DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSK.DE and 0.20% for SC0R.DE.
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