DXSL.DE vs. SC01.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and SC01.DE (Invesco European Construction Sector UCITS ETF) are both Industrials Equities funds - DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35 while SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 10.20%/yr for SC01.DE. A 0.56 correlation means they provide meaningful diversification when combined. DXSL.DE charges 0.17%/yr vs 0.20%/yr for SC01.DE.
Performance
DXSL.DE vs. SC01.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 higher than SC01.DE's 0.76% return. Over the past 10 years, DXSL.DE has outperformed SC01.DE with an annualized return of 11.00%, while SC01.DE has yielded a comparatively lower 10.20% 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%
SC01.DE
- 1D
- 0.05%
- 1M
- -0.82%
- YTD
- 0.76%
- 6M
- 3.12%
- 1Y
- 6.72%
- 3Y*
- 15.53%
- 5Y*
- 9.82%
- 10Y*
- 10.20%
DXSL.DE vs. SC01.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% |
SC01.DE Invesco European Construction Sector UCITS ETF | 0.76% | 24.01% | 7.02% | 34.08% | -17.94% | 32.21% | -1.77% | 44.55% | -20.32% | 10.70% |
Correlation
The correlation between DXSL.DE and SC01.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2009 | 0.56 |
Over the past year, DXSL.DE and SC01.DE have become more correlated (0.85) than their long-term average of 0.56, meaning their price movements have been converging.
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Return for Risk
DXSL.DE vs. SC01.DE — Risk / Return Rank
DXSL.DE
SC01.DE
DXSL.DE vs. SC01.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 Construction Sector UCITS ETF (SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.07 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.44 | +0.66 |
| Martin ratioReturn relative to average drawdown | 3.89 | 1.32 | +2.57 |
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 | SC01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.33 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.50 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.61 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.65 | -0.27 |
Drawdowns
DXSL.DE vs. SC01.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than SC01.DE's maximum drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and SC01.DE.
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Drawdown Indicators
| DXSL.DE | SC01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -37.00% | -21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -15.23% | +2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -17.02% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -28.80% | -2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -37.00% | -4.92% |
Current DrawdownCurrent decline from peak | -3.07% | -6.47% | +3.40% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -6.93% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 5.10% | -1.35% |
Volatility
DXSL.DE vs. SC01.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) is 6.00%, while Invesco European Construction Sector UCITS ETF (SC01.DE) has a volatility of 6.44%. This indicates that DXSL.DE experiences smaller price fluctuations and is considered to be less risky than SC01.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 | SC01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.44% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 16.34% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 20.13% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 20.35% | -1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 25.03% | -5.39% |
DXSL.DE vs. SC01.DE - Expense Ratio Comparison
DXSL.DE has a 0.17% expense ratio, which is lower than SC01.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. SC01.DE - Dividend Comparison
Neither DXSL.DE nor SC01.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and SC01.DE have a correlation of 0.85, 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 SC01.DE.
DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSL.DE and 0.20% for SC01.DE.
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