SC0P.DE vs. XDWS.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts 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, SC0P.DE returned 2.37%/yr vs 5.34%/yr for XDWS.DE. At a 0.29 correlation, their price movements are largely independent. SC0P.DE charges 0.20%/yr vs 0.25%/yr for XDWS.DE.
Performance
SC0P.DE vs. XDWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0P.DE achieves a -11.55% return, which is significantly lower than XDWS.DE's 4.43% return. Over the past 10 years, SC0P.DE has underperformed XDWS.DE with an annualized return of 2.37%, while XDWS.DE has yielded a comparatively higher 5.34% annualized return.
SC0P.DE
- 1D
- -0.56%
- 1M
- 3.76%
- YTD
- -11.55%
- 6M
- -13.18%
- 1Y
- -8.72%
- 3Y*
- -6.25%
- 5Y*
- -4.61%
- 10Y*
- 2.37%
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%
SC0P.DE vs. XDWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0P.DE Invesco European Autos Sector UCITS ETF | -11.55% | 2.03% | -10.79% | 24.20% | -16.71% | 23.96% | 4.85% | 19.08% | -26.00% | 16.92% |
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 SC0P.DE and XDWS.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.29 |
The correlation between SC0P.DE and XDWS.DE shifts across timeframes, from 0.12 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0P.DE vs. XDWS.DE — Risk / Return Rank
SC0P.DE
XDWS.DE
SC0P.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Autos Sector UCITS ETF (SC0P.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.
| SC0P.DE | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.00 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.10 | -0.32 |
| Martin ratioReturn relative to average drawdown | -0.97 | -0.20 | -0.77 |
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
| SC0P.DE | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | -0.07 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.43 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.44 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.45 | -0.19 |
Drawdowns
SC0P.DE vs. XDWS.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, 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 SC0P.DE and XDWS.DE.
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Drawdown Indicators
| SC0P.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -22.95% | -37.10% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -8.78% | -11.96% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -11.90% | -23.92% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -12.47% | -23.35% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | -22.95% | -37.10% |
Current DrawdownCurrent decline from peak | -30.84% | -7.60% | -23.24% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -5.04% | -10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.99% | 4.34% | +4.65% |
Volatility
SC0P.DE vs. XDWS.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 5.49% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that SC0P.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
| SC0P.DE | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.00% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 10.01% | +7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 12.06% | +10.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 11.35% | +13.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 12.19% | +13.90% |
SC0P.DE vs. XDWS.DE - Expense Ratio Comparison
SC0P.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
SC0P.DE vs. XDWS.DE - Dividend Comparison
Neither SC0P.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0P.DE and XDWS.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0P.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0P.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWS.DE.
SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, 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 SC0P.DE and 0.25% for XDWS.DE.
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