SC05.DE vs. XUCD.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and XUCD.DE (Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while XUCD.DE tracks the MSCI USA Consumer Discretionary 20/35 Custom. Both are passively managed. Over the past 5 years, SC05.DE returned -0.57%/yr vs 8.69%/yr for XUCD.DE. A 0.52 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.12%/yr for XUCD.DE.
Performance
SC05.DE vs. XUCD.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 XUCD.DE's 0.22% 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%
XUCD.DE
- 1D
- 0.28%
- 1M
- -0.68%
- YTD
- 0.22%
- 6M
- 1.32%
- 1Y
- 10.19%
- 3Y*
- 14.31%
- 5Y*
- 8.69%
- 10Y*
- —
SC05.DE vs. XUCD.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% | 1.68% |
XUCD.DE Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D | 0.22% | -5.02% | 38.90% | 39.32% | -34.77% | 32.20% | 37.39% | 32.43% | 4.13% | 10.10% |
Correlation
The correlation between SC05.DE and XUCD.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.52 |
The correlation between SC05.DE and XUCD.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. XUCD.DE — Risk / Return Rank
SC05.DE
XUCD.DE
SC05.DE vs. XUCD.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 USA Consumer Discretionary UCITS ETF 1D (XUCD.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 | XUCD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.11 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.73 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.11 | 2.00 | -2.11 |
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 | XUCD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.57 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.39 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.67 | -0.37 |
Drawdowns
SC05.DE vs. XUCD.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than XUCD.DE's maximum drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for SC05.DE and XUCD.DE.
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Drawdown Indicators
| SC05.DE | XUCD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -38.43% | -13.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -13.88% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -30.82% | +11.46% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -38.43% | -13.08% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -9.43% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -10.09% | -1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 5.09% | +1.32% |
Volatility
SC05.DE vs. XUCD.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) at 5.29%. This indicates that SC05.DE's price experiences larger fluctuations and is considered to be riskier than XUCD.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 | XUCD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 5.29% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 13.18% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 17.94% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 22.03% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 21.90% | -1.66% |
SC05.DE vs. XUCD.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is higher than XUCD.DE's 0.12% 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
SC05.DE vs. XUCD.DE - Dividend Comparison
SC05.DE has not paid dividends to shareholders, while XUCD.DE's dividend yield for the trailing twelve months is around 0.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCD.DE Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D | 0.45% | 0.46% | 0.40% | 0.90% | 0.91% | 0.35% | 0.59% | 0.81% | 0.58% |
Frequently Asked Questions
SC05.DE and XUCD.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCD.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SC05.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, while XUCD.DE tracks MSCI USA Consumer Discretionary 20/35 Custom. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC05.DE and 0.12% for XUCD.DE.
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