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DXSK.DE vs. SC0R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSK.DE vs. SC0R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Invesco European Travel Sector UCITS ETF (SC0R.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSK.DE vs. SC0R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DXSK.DE
DXSK.DE Risk / Return Rank: 1515
Overall Rank
DXSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DXSK.DE Martin Ratio Rank: 1313
Martin Ratio Rank

SC0R.DE
SC0R.DE Risk / Return Rank: 1616
Overall Rank
SC0R.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC0R.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
SC0R.DE Omega Ratio Rank: 1515
Omega Ratio Rank
SC0R.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SC0R.DE Martin Ratio Rank: 1616
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.

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.DESC0R.DEDifference
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

DXSK.DE vs. SC0R.DE - Sharpe Ratio Comparison

The current DXSK.DE Sharpe Ratio is 0.31, which is comparable to the SC0R.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DXSK.DE and SC0R.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DESC0R.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-13.82%

-5.31%

-8.51%

Average Drawdown

Average peak-to-trough decline

-8.47%

-10.17%

+1.70%

Ulcer Index

Depth 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.DESC0R.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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