SC01.DE vs. DXSC.DE
SC01.DE (Invesco European Construction Sector UCITS ETF) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, SC01.DE returned 10.20%/yr vs 12.15%/yr for DXSC.DE. At a 0.40 correlation, their price movements are largely independent. SC01.DE charges 0.20%/yr vs 0.17%/yr for DXSC.DE.
Performance
SC01.DE vs. DXSC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC01.DE achieves a 0.76% return, which is significantly lower than DXSC.DE's 8.73% return. Over the past 10 years, SC01.DE has underperformed DXSC.DE with an annualized return of 10.20%, while DXSC.DE has yielded a comparatively higher 12.15% annualized return.
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%
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
SC01.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between SC01.DE and DXSC.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2009 | 0.40 |
Over the past year, SC01.DE and DXSC.DE have become more correlated (0.78) than their long-term average of 0.40, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC01.DE vs. DXSC.DE — Risk / Return Rank
SC01.DE
DXSC.DE
SC01.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Construction Sector UCITS ETF (SC01.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| SC01.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.10 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.58 | -0.14 |
| Martin ratioReturn relative to average drawdown | 1.32 | 1.79 | -0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC01.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.49 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.22 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.07 | +0.58 |
Drawdowns
SC01.DE vs. DXSC.DE - Drawdown Comparison
The maximum SC01.DE drawdown since its inception was -37.00%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for SC01.DE and DXSC.DE.
Loading charts...
Drawdown Indicators
| SC01.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.00% | -73.82% | +36.82% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -14.34% | -0.89% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -17.53% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -25.63% | -3.17% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -44.96% | +7.96% |
Current DrawdownCurrent decline from peak | -6.47% | -1.80% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -30.18% | +23.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 4.61% | +0.49% |
Volatility
SC01.DE vs. DXSC.DE - Volatility Comparison
Invesco European Construction Sector UCITS ETF (SC01.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 6.44% and 6.43%, 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.
Loading charts...
Volatility by Period
| SC01.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.43% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 14.24% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 16.91% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 17.98% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 23.78% | +1.25% |
SC01.DE vs. DXSC.DE - Expense Ratio Comparison
SC01.DE has a 0.20% expense ratio, which is higher than DXSC.DE's 0.17% 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%.
Dividends
SC01.DE vs. DXSC.DE - Dividend Comparison
Neither SC01.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC01.DE and DXSC.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC01.DE.
SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC01.DE and 0.17% for DXSC.DE.
Find the right allocation for SC01.DE and DXSC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer