SC05.DE vs. XZEC.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - SC05.DE tracks the STOXX® Europe 600 Optimised Retail while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, SC05.DE returned 9.76%/yr vs 2.19%/yr for XZEC.DE. A 0.75 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.17%/yr for XZEC.DE.
Performance
SC05.DE vs. XZEC.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 XZEC.DE's 3.52% 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%
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
SC05.DE vs. XZEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | -5.42% |
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 SC05.DE and XZEC.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.75 |
The correlation between SC05.DE and XZEC.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
SC05.DE vs. XZEC.DE — Risk / Return Rank
SC05.DE
XZEC.DE
SC05.DE vs. XZEC.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 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.
| SC05.DE | XZEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.98 | -1.03 |
| Martin ratioReturn relative to average drawdown | -0.11 | 2.63 | -2.74 |
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 | XZEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 0.73 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | — | — |
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 | 0.06 | +0.24 |
Drawdowns
SC05.DE vs. XZEC.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for SC05.DE and XZEC.DE.
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Drawdown Indicators
| SC05.DE | XZEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -30.22% | -21.29% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -11.27% | -3.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -23.79% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -4.58% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -10.22% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 4.19% | +2.22% |
Volatility
SC05.DE vs. XZEC.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that SC05.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
| SC05.DE | XZEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.04% | +2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 11.07% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 15.07% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 20.02% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 20.02% | +0.22% |
SC05.DE vs. XZEC.DE - Expense Ratio Comparison
SC05.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
SC05.DE vs. XZEC.DE - Dividend Comparison
Neither SC05.DE nor XZEC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and XZEC.DE have a correlation of 0.67, 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 SC05.DE.
SC05.DE tracks STOXX® Europe 600 Optimised Retail, 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 SC05.DE and 0.17% for XZEC.DE.
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