SC05.DE vs. XDWS.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, SC05.DE returned 4.56%/yr vs 5.34%/yr for XDWS.DE. At a 0.38 correlation, their price movements are largely independent. SC05.DE charges 0.20%/yr vs 0.25%/yr for XDWS.DE.
Performance
SC05.DE vs. XDWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than XDWS.DE's 4.43% return. Over the past 10 years, SC05.DE has underperformed XDWS.DE with an annualized return of 4.56%, while XDWS.DE has yielded a comparatively higher 5.34% annualized return.
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
SC05.DE vs. XDWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 39.11% | -12.09% | -1.89% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
Correlation
The correlation between SC05.DE and XDWS.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.38 |
The correlation between SC05.DE and XDWS.DE shifts across timeframes, from 0.18 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC05.DE vs. XDWS.DE — Risk / Return Rank
SC05.DE
XDWS.DE
SC05.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Retail Sector UCITS ETF (SC05.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| SC05.DE | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.10 | +0.05 |
| Martin ratioReturn relative to average drawdown | -0.11 | -0.20 | +0.09 |
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
| SC05.DE | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.07 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.43 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.44 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.14 |
Drawdowns
SC05.DE vs. XDWS.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for SC05.DE and XDWS.DE.
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Drawdown Indicators
| SC05.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -22.95% | -28.56% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -8.78% | -6.03% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -11.90% | -7.46% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -12.47% | -39.04% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | -22.95% | -28.56% |
Current DrawdownCurrent decline from peak | -5.67% | -7.60% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -5.04% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.34% | +2.07% |
Volatility
SC05.DE vs. XDWS.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than XDWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC05.DE | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.00% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.01% | +5.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 12.06% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 11.35% | +10.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 12.19% | +8.05% |
SC05.DE vs. XDWS.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is lower than XDWS.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
SC05.DE vs. XDWS.DE - Dividend Comparison
Neither SC05.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and XDWS.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC05.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWS.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC05.DE and 0.25% for XDWS.DE.
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