SC04.DE vs. XDWT.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, SC04.DE returned 4.39%/yr vs 24.00%/yr for XDWT.DE. At a 0.50 correlation, their price movements are largely independent. SC04.DE charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
SC04.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC04.DE achieves a -10.69% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, SC04.DE has underperformed XDWT.DE with an annualized return of 4.39%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.
SC04.DE
- 1D
- -0.09%
- 1M
- -1.26%
- YTD
- -10.69%
- 6M
- -10.59%
- 1Y
- -3.77%
- 3Y*
- -0.12%
- 5Y*
- 0.82%
- 10Y*
- 4.39%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
SC04.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 29.50% | -16.18% | 13.26% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between SC04.DE and XDWT.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.50 |
Over the past year, the correlation between SC04.DE and XDWT.DE has dropped to 0.14 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
SC04.DE vs. XDWT.DE — Risk / Return Rank
SC04.DE
XDWT.DE
SC04.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Household Sector UCITS ETF (SC04.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.
| SC04.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.38 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.12 | -3.39 |
| Martin ratioReturn relative to average drawdown | -0.63 | 8.24 | -8.87 |
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
| SC04.DE | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.38 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.99 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 1.11 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.09 | -0.51 |
Drawdowns
SC04.DE vs. XDWT.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for SC04.DE and XDWT.DE.
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Drawdown Indicators
| SC04.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -31.61% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -15.59% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -29.46% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -29.46% | +7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | -31.61% | +2.19% |
Current DrawdownCurrent decline from peak | -12.83% | -2.61% | -10.22% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -5.82% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 5.91% | +0.73% |
Volatility
SC04.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Invesco European Household Sector UCITS ETF (SC04.DE) is 5.37%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that SC04.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC04.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 7.11% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 14.96% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 20.39% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 22.55% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 21.46% | -4.49% |
SC04.DE vs. XDWT.DE - Expense Ratio Comparison
SC04.DE has a 0.20% expense ratio, which is lower than XDWT.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
SC04.DE vs. XDWT.DE - Dividend Comparison
Neither SC04.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
SC04.DE and XDWT.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.
SC04.DE is categorized as Consumer Staples Equities, while XDWT.DE is Technology Equities. SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while XDWT.DE tracks MSCI World/Information Tech NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC04.DE and 0.25% for XDWT.DE.
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