SC01.DE vs. DXSL.DE
SC01.DE (Invesco European Construction Sector UCITS ETF) and DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials while DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35. Both are passively managed. Over the past 10 years, SC01.DE returned 10.20%/yr vs 11.00%/yr for DXSL.DE. A 0.56 correlation means they provide meaningful diversification when combined. SC01.DE charges 0.20%/yr vs 0.17%/yr for DXSL.DE.
Performance
SC01.DE vs. DXSL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC01.DE achieves a 0.76% return, which is significantly lower than DXSL.DE's 8.84% return. Over the past 10 years, SC01.DE has underperformed DXSL.DE with an annualized return of 10.20%, while DXSL.DE has yielded a comparatively higher 11.00% 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%
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 vs. DXSL.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% |
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% |
Correlation
The correlation between SC01.DE and DXSL.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, SC01.DE and DXSL.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
SC01.DE vs. DXSL.DE — Risk / Return Rank
SC01.DE
DXSL.DE
SC01.DE vs. DXSL.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 Industrials ESG Screened UCITS ETF 1C (DXSL.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 | DXSL.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 | 1.07 | 1.15 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 1.10 | -0.66 |
| Martin ratioReturn relative to average drawdown | 1.32 | 3.89 | -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
| SC01.DE | DXSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.75 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.47 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.56 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.38 | +0.27 |
Drawdowns
SC01.DE vs. DXSL.DE - Drawdown Comparison
The maximum SC01.DE drawdown since its inception was -37.00%, smaller than the maximum DXSL.DE drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for SC01.DE and DXSL.DE.
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Drawdown Indicators
| SC01.DE | DXSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.00% | -58.54% | +21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -13.21% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -20.06% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -31.06% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -41.92% | +4.92% |
Current DrawdownCurrent decline from peak | -6.47% | -3.07% | -3.40% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -10.00% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 3.75% | +1.35% |
Volatility
SC01.DE vs. DXSL.DE - Volatility Comparison
Invesco European Construction Sector UCITS ETF (SC01.DE) has a higher volatility of 6.44% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that SC01.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC01.DE | DXSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 6.00% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 15.78% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 19.33% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 19.22% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 19.64% | +5.39% |
SC01.DE vs. DXSL.DE - Expense Ratio Comparison
SC01.DE has a 0.20% expense ratio, which is higher than DXSL.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. DXSL.DE - Dividend Comparison
Neither SC01.DE nor DXSL.DE has paid dividends to shareholders.
Frequently Asked Questions
SC01.DE and DXSL.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.
SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while DXSL.DE tracks MSCI Europe Industrials 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 DXSL.DE.
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