DXSL.DE vs. SC00.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35 while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 5.98%/yr for SC00.DE. A 0.56 correlation means they provide meaningful diversification when combined. DXSL.DE charges 0.17%/yr vs 0.20%/yr for SC00.DE.
Performance
DXSL.DE vs. SC00.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSL.DE achieves a 8.84% return, which is significantly lower than SC00.DE's 10.32% return. Over the past 10 years, DXSL.DE has outperformed SC00.DE with an annualized return of 11.00%, while SC00.DE has yielded a comparatively lower 5.98% annualized return.
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
SC00.DE
- 1D
- -0.03%
- 1M
- 0.84%
- YTD
- 10.32%
- 6M
- 11.51%
- 1Y
- -3.93%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
DXSL.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 20.69% | 10.10% | 32.92% | -15.65% | 14.07% |
Correlation
The correlation between DXSL.DE and SC00.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009 | 0.56 |
The correlation between DXSL.DE and SC00.DE shifts across timeframes, from 0.52 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSL.DE vs. SC00.DE — Risk / Return Rank
DXSL.DE
SC00.DE
DXSL.DE vs. SC00.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.
| DXSL.DE | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.97 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.25 | +1.35 |
| Martin ratioReturn relative to average drawdown | 3.89 | -0.41 | +4.30 |
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
| DXSL.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.24 | +1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | -0.00 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.40 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.57 | -0.20 |
Drawdowns
DXSL.DE vs. SC00.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and SC00.DE.
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Drawdown Indicators
| DXSL.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -30.50% | -28.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -15.66% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -20.01% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -26.73% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -30.50% | -11.42% |
Current DrawdownCurrent decline from peak | -3.07% | -9.93% | +6.86% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -8.41% | -1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 9.64% | -5.89% |
Volatility
DXSL.DE vs. SC00.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 6.00% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than SC00.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSL.DE | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.95% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 12.23% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 16.14% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 17.64% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 19.77% | -0.13% |
DXSL.DE vs. SC00.DE - Expense Ratio Comparison
DXSL.DE has a 0.17% expense ratio, which is lower than SC00.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
DXSL.DE vs. SC00.DE - Dividend Comparison
Neither DXSL.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and SC00.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC00.DE.
DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSL.DE and 0.20% for SC00.DE.
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