PortfoliosLab logoPortfoliosLab logo
SC0D.DE vs. DBXS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0D.DE vs. DBXS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with SC0D.DE having a 10.33% return and DBXS.DE slightly lower at 10.09%. Over the past 10 years, SC0D.DE has outperformed DBXS.DE with an annualized return of 10.81%, while DBXS.DE has yielded a comparatively lower 9.42% annualized return.


SC0D.DE

1D
-0.22%
1M
0.59%
6M
6.49%
YTD
10.33%
1Y
19.95%
3Y*
15.53%
5Y*
12.25%
10Y*
10.81%

DBXS.DE

1D
0.85%
1M
3.85%
6M
8.57%
YTD
10.09%
1Y
23.29%
3Y*
11.88%
5Y*
8.42%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0D.DE vs. DBXS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
10.33%22.01%10.91%22.46%-9.02%23.19%-3.03%30.01%-12.06%10.07%
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
10.09%19.12%3.77%10.63%-11.87%28.73%1.61%35.45%-4.24%7.02%

Correlation

The correlation between SC0D.DE and DBXS.DE is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2009

0.57

The correlation between SC0D.DE and DBXS.DE has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC0D.DE vs. DBXS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0D.DE
SC0D.DE Risk / Return Rank: 4343
Overall Rank
SC0D.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 4141
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 4747
Martin Ratio Rank

DBXS.DE
DBXS.DE Risk / Return Rank: 5656
Overall Rank
DBXS.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBXS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBXS.DE Omega Ratio Rank: 6161
Omega Ratio Rank
DBXS.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
DBXS.DE Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0D.DE vs. DBXS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) and Xtrackers Switzerland UCITS ETF (Dist) (DBXS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SC0D.DEDBXS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.23

1.30

-0.07

Calmar ratioReturn relative to maximum drawdown

1.82

1.92

-0.11

Martin ratioReturn relative to average drawdown

6.40

6.62

-0.22

SC0D.DE vs. DBXS.DE - Sharpe Ratio Comparison

The current SC0D.DE Sharpe Ratio is 1.23, which is comparable to the DBXS.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SC0D.DE and DBXS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SC0D.DE vs. DBXS.DE - Drawdown Comparison

The maximum SC0D.DE drawdown since its inception was -38.50%, smaller than the maximum DBXS.DE drawdown of -48.29%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and DBXS.DE.


Loading charts...

Drawdown Indicators


SC0D.DEDBXS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-48.29%

+9.79%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-12.05%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-14.48%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-17.19%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

-25.14%

-13.36%

Current Drawdown

Current decline from peak

-2.30%

-1.45%

-0.85%

Average Drawdown

Average peak-to-trough decline

-7.06%

-8.73%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.51%

-0.40%

Volatility

SC0D.DE vs. DBXS.DE - Volatility Comparison

Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.14% compared to Xtrackers Switzerland UCITS ETF (Dist) (DBXS.DE) at 3.64%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than DBXS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC0D.DEDBXS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.64%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

10.89%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

13.78%

+2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

13.40%

+4.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.90%

13.99%

+3.91%

SC0D.DE vs. DBXS.DE - Expense Ratio Comparison

SC0D.DE has a 0.05% expense ratio, which is lower than DBXS.DE's 0.30% expense ratio.


Dividends

SC0D.DE vs. DBXS.DE - Dividend Comparison

SC0D.DE has not paid dividends to shareholders, while DBXS.DE's dividend yield for the trailing twelve months is around 1.38%.


PositionTTM20252024202320222021202020192018201720162015
DBXS.DE
Xtrackers Switzerland UCITS ETF (Dist)
1.38%1.52%1.63%1.76%3.25%1.20%1.59%1.21%2.35%1.32%1.06%1.25%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC0D.DE and DBXS.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for DBXS.DE.

SC0D.DE tracks EURO STOXX® 50, while DBXS.DE tracks Solactive Swiss Large Cap Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.05% for SC0D.DE and 0.30% for DBXS.DE.

Portfolio Optimizer

Find the right allocation for SC0D.DE and DBXS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer