SC04.DE vs. XZEC.DE
SC04.DE (Invesco European Household Sector UCITS ETF) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - SC04.DE tracks the STOXX® Europe 600 Optimised Personal & Household Goods while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, SC04.DE returned -0.12%/yr vs 2.19%/yr for XZEC.DE. Their correlation of 0.86 suggests significant overlap in exposure. SC04.DE charges 0.20%/yr vs 0.17%/yr for XZEC.DE.
Performance
SC04.DE vs. XZEC.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 XZEC.DE's 3.52% 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%
XZEC.DE
- 1D
- 1.36%
- 1M
- 0.98%
- YTD
- 3.52%
- 6M
- 3.97%
- 1Y
- 11.54%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
SC04.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 3.31% |
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
Correlation
The correlation between SC04.DE and XZEC.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.86 |
The correlation between SC04.DE and XZEC.DE has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.
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Return for Risk
SC04.DE vs. XZEC.DE — Risk / Return Rank
SC04.DE
XZEC.DE
SC04.DE vs. XZEC.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 Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.13 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 0.98 | -1.25 |
| Martin ratioReturn relative to average drawdown | -0.63 | 2.63 | -3.26 |
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 | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.73 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.06 | +0.51 |
Drawdowns
SC04.DE vs. XZEC.DE - Drawdown Comparison
The maximum SC04.DE drawdown since its inception was -29.42%, roughly equal to the maximum XZEC.DE drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for SC04.DE and XZEC.DE.
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Drawdown Indicators
| SC04.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.42% | -30.22% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -11.27% | -4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -23.79% | +6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.42% | — | — |
Current DrawdownCurrent decline from peak | -12.83% | -4.58% | -8.25% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -10.22% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.64% | 4.19% | +2.45% |
Volatility
SC04.DE vs. XZEC.DE - Volatility Comparison
Invesco European Household Sector UCITS ETF (SC04.DE) has a higher volatility of 5.37% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that SC04.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.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 | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.04% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 11.07% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 15.07% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 20.02% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 20.02% | -3.05% |
SC04.DE vs. XZEC.DE - Expense Ratio Comparison
SC04.DE has a 0.20% expense ratio, which is higher than XZEC.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
SC04.DE vs. XZEC.DE - Dividend Comparison
Neither SC04.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC04.DE and XZEC.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC04.DE.
SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC04.DE and 0.17% for XZEC.DE.
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