SC01.DE vs. XDWI.DE
SC01.DE (Invesco European Construction Sector UCITS ETF) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - SC01.DE tracks the STOXX® Europe 600 Optimised Construction & Materials while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, SC01.DE returned 10.20%/yr vs 12.07%/yr for XDWI.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC01.DE charges 0.20%/yr vs 0.25%/yr for XDWI.DE.
Performance
SC01.DE vs. XDWI.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 XDWI.DE's 12.20% return. Over the past 10 years, SC01.DE has underperformed XDWI.DE with an annualized return of 10.20%, while XDWI.DE has yielded a comparatively higher 12.07% 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%
XDWI.DE
- 1D
- 0.11%
- 1M
- 1.18%
- YTD
- 12.20%
- 6M
- 13.38%
- 1Y
- 19.56%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
SC01.DE vs. XDWI.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% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
Correlation
The correlation between SC01.DE and XDWI.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.55 |
The correlation between SC01.DE and XDWI.DE shifts across timeframes, from 0.55 (all time) to 0.70 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC01.DE vs. XDWI.DE — Risk / Return Rank
SC01.DE
XDWI.DE
SC01.DE vs. XDWI.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 World Industrials UCITS ETF 1C (XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 2.10 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.32 | 7.51 | -6.20 |
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 | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 1.35 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.81 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.71 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.71 | -0.06 |
Drawdowns
SC01.DE vs. XDWI.DE - Drawdown Comparison
The maximum SC01.DE drawdown since its inception was -37.00%, roughly equal to the maximum XDWI.DE drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for SC01.DE and XDWI.DE.
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Drawdown Indicators
| SC01.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.00% | -38.10% | +1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -9.28% | -5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -19.09% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -19.09% | -9.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -38.10% | +1.10% |
Current DrawdownCurrent decline from peak | -6.47% | -0.98% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -4.30% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 2.60% | +2.50% |
Volatility
SC01.DE vs. XDWI.DE - Volatility Comparison
Invesco European Construction Sector UCITS ETF (SC01.DE) has a higher volatility of 6.44% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that SC01.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 3.96% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 11.67% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 14.44% | +5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 15.31% | +5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 16.78% | +8.25% |
SC01.DE vs. XDWI.DE - Expense Ratio Comparison
SC01.DE has a 0.20% expense ratio, which is lower than XDWI.DE's 0.25% 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
SC01.DE vs. XDWI.DE - Dividend Comparison
Neither SC01.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
SC01.DE and XDWI.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC01.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC01.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC01.DE and 0.25% for XDWI.DE.
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