PortfoliosLab logoPortfoliosLab logo
SC00.DE vs. XUIN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC00.DE vs. XUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Chemicals Sector UCITS ETF (SC00.DE) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SC00.DE vs. XUIN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SC00.DE
Invesco European Chemicals Sector UCITS ETF
4.92%-5.68%-7.91%14.24%-15.93%21.84%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
7.15%6.01%23.58%16.69%-1.88%32.02%

Returns By Period

In the year-to-date period, SC00.DE achieves a 4.92% return, which is significantly lower than XUIN.DE's 7.15% return.


SC00.DE

1D
-0.26%
1M
1.70%
YTD
4.92%
6M
1.77%
1Y
-4.17%
3Y*
-0.50%
5Y*
-0.25%
10Y*
5.60%

XUIN.DE

1D
-0.04%
1M
-5.53%
YTD
7.15%
6M
8.84%
1Y
17.30%
3Y*
17.21%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SC00.DE vs. XUIN.DE - Expense Ratio Comparison

SC00.DE has a 0.20% expense ratio, which is higher than XUIN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SC00.DE vs. XUIN.DE — Risk / Return Rank

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

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
Martin Ratio Rank

XUIN.DE
XUIN.DE Risk / Return Rank: 5858
Overall Rank
XUIN.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XUIN.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XUIN.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XUIN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XUIN.DE Martin Ratio Rank: 7272
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.

SC00.DE vs. XUIN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Chemicals Sector UCITS ETF (SC00.DE) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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.


SC00.DEXUIN.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.92

-1.15

Sortino ratio

Return per unit of downside risk

-0.22

1.35

-1.57

Omega ratio

Gain probability vs. loss probability

0.97

1.19

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.11

2.77

-2.88

Martin ratio

Return relative to average drawdown

-0.18

9.18

-9.35

SC00.DE vs. XUIN.DE - Sharpe Ratio Comparison

The current SC00.DE Sharpe Ratio is -0.24, which is lower than the XUIN.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SC00.DE and XUIN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SC00.DEXUIN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.92

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.75

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.92

-0.37

Correlation

The correlation between SC00.DE and XUIN.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC00.DE vs. XUIN.DE - Dividend Comparison

SC00.DE has not paid dividends to shareholders, while XUIN.DE's dividend yield for the trailing twelve months is around 0.96%.


TTM2025202420232022
SC00.DE
Invesco European Chemicals Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.96%1.07%1.07%1.20%0.65%

Drawdowns

SC00.DE vs. XUIN.DE - Drawdown Comparison

The maximum SC00.DE drawdown since its inception was -30.50%, which is greater than XUIN.DE's maximum drawdown of -22.79%. Use the drawdown chart below to compare losses from any high point for SC00.DE and XUIN.DE.


Loading graphics...

Drawdown Indicators


SC00.DEXUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.50%

-22.79%

-7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-8.83%

-6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-22.79%

-3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

Current Drawdown

Current decline from peak

-14.34%

-6.18%

-8.16%

Average Drawdown

Average peak-to-trough decline

-8.38%

-3.86%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

2.67%

+6.74%

Volatility

SC00.DE vs. XUIN.DE - Volatility Comparison

Invesco European Chemicals Sector UCITS ETF (SC00.DE) has a higher volatility of 6.61% compared to Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE) at 5.24%. This indicates that SC00.DE's price experiences larger fluctuations and is considered to be riskier than XUIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SC00.DEXUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

5.24%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

10.00%

+2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

18.81%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

16.57%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

16.71%

+3.22%