SC0H.DE vs. EXI3.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and EXI3.DE (iShares Dow Jones Industrial Average UCITS ETF (DE)) are both Large Cap Blend Equities funds - SC0H.DE tracks the MSCI USA while EXI3.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 10 years, SC0H.DE returned 15.25%/yr vs 12.50%/yr for EXI3.DE. Their correlation of 0.82 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.51%/yr for EXI3.DE.
Performance
SC0H.DE vs. EXI3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0H.DE achieves a 10.65% return, which is significantly lower than EXI3.DE's 11.81% return. Over the past 10 years, SC0H.DE has outperformed EXI3.DE with an annualized return of 15.25%, while EXI3.DE has yielded a comparatively lower 12.50% annualized return.
SC0H.DE
- 1D
- -1.02%
- 1M
- 0.26%
- YTD
- 10.65%
- 6M
- 10.97%
- 1Y
- 24.50%
- 3Y*
- 19.16%
- 5Y*
- 13.57%
- 10Y*
- 15.25%
EXI3.DE
- 1D
- 0.76%
- 1M
- 5.20%
- YTD
- 11.81%
- 6M
- 12.38%
- 1Y
- 25.09%
- 3Y*
- 15.05%
- 5Y*
- 10.67%
- 10Y*
- 12.50%
SC0H.DE vs. EXI3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 10.65% | 4.77% | 32.56% | 23.59% | -15.54% | 38.99% | 9.76% | 35.07% | -1.12% | 6.55% |
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 11.81% | 1.62% | 20.65% | 11.22% | -3.01% | 31.25% | -2.14% | 27.50% | -1.13% | 11.26% |
Correlation
The correlation between SC0H.DE and EXI3.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2009 | 0.82 |
The correlation between SC0H.DE and EXI3.DE shifts across timeframes, from 0.63 (1 year) to 0.87 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC0H.DE vs. EXI3.DE — Risk / Return Rank
SC0H.DE
EXI3.DE
SC0H.DE vs. EXI3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.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.
| SC0H.DE | EXI3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.33 | 0.00 |
| Martin ratioReturn relative to average drawdown | 11.44 | 11.48 | -0.04 |
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Drawdowns
SC0H.DE vs. EXI3.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -41.34%, smaller than the maximum EXI3.DE drawdown of -54.00%. Use the drawdown chart below to compare losses from any high point for SC0H.DE and EXI3.DE.
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Drawdown Indicators
| SC0H.DE | EXI3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -54.00% | +12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -7.50% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -23.65% | -21.22% | -2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -23.65% | -21.22% | -2.43% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | -36.35% | +2.15% |
Current DrawdownCurrent decline from peak | -1.02% | 0.00% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -8.53% | -9.66% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.18% | -0.04% |
Volatility
SC0H.DE vs. EXI3.DE - Volatility Comparison
Invesco MSCI USA UCITS ETF (SC0H.DE) has a higher volatility of 3.38% compared to iShares Dow Jones Industrial Average UCITS ETF (DE) (EXI3.DE) at 3.20%. This indicates that SC0H.DE's price experiences larger fluctuations and is considered to be riskier than EXI3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0H.DE | EXI3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.20% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 9.05% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 12.90% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 14.25% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.24% | 16.12% | +0.12% |
SC0H.DE vs. EXI3.DE - Expense Ratio Comparison
SC0H.DE has a 0.05% expense ratio, which is lower than EXI3.DE's 0.51% expense ratio.
Dividends
SC0H.DE vs. EXI3.DE - Dividend Comparison
SC0H.DE has not paid dividends to shareholders, while EXI3.DE's dividend yield for the trailing twelve months is around 0.59%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI3.DE iShares Dow Jones Industrial Average UCITS ETF (DE) | 0.59% | 0.63% | 0.75% | 0.91% | 0.93% | 0.67% | 1.08% | 1.06% | 0.73% | 1.23% | 1.43% | 1.95% |
SC0H.DE Invesco MSCI USA 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
SC0H.DE and EXI3.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.51% for EXI3.DE.
SC0H.DE tracks MSCI USA, while EXI3.DE tracks Dow Jones Industrial Average. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.05% for SC0H.DE and 0.51% for EXI3.DE.
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