SC0P.DE vs. XUCD.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and XUCD.DE (Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D) are both Consumer Staples Equities funds - SC0P.DE tracks the STOXX® Europe 600 Optimised Automobiles & Parts while XUCD.DE tracks the MSCI USA Consumer Discretionary 20/35 Custom. Both are passively managed. Over the past 5 years, SC0P.DE returned -4.61%/yr vs 8.69%/yr for XUCD.DE. At a 0.49 correlation, their price movements are largely independent. SC0P.DE charges 0.20%/yr vs 0.12%/yr for XUCD.DE.
Performance
SC0P.DE vs. XUCD.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 XUCD.DE's 0.22% 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%
XUCD.DE
- 1D
- 0.28%
- 1M
- -0.68%
- YTD
- 0.22%
- 6M
- 1.32%
- 1Y
- 10.19%
- 3Y*
- 14.31%
- 5Y*
- 8.69%
- 10Y*
- —
SC0P.DE vs. XUCD.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% | 6.68% |
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 SC0P.DE and XUCD.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.49 |
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Return for Risk
SC0P.DE vs. XUCD.DE — Risk / Return Rank
SC0P.DE
XUCD.DE
SC0P.DE vs. XUCD.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 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.
| SC0P.DE | XUCD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.11 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 0.73 | -1.15 |
| Martin ratioReturn relative to average drawdown | -0.97 | 2.00 | -2.97 |
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 | XUCD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 0.57 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.39 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.67 | -0.41 |
Drawdowns
SC0P.DE vs. XUCD.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, 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 SC0P.DE and XUCD.DE.
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Drawdown Indicators
| SC0P.DE | XUCD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -38.43% | -21.62% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -13.88% | -6.86% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -30.82% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -38.43% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | — | — |
Current DrawdownCurrent decline from peak | -30.84% | -9.43% | -21.41% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -10.09% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.99% | 5.09% | +3.90% |
Volatility
SC0P.DE vs. XUCD.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) and Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) have volatilities of 5.49% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0P.DE | XUCD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 5.29% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 13.18% | +4.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 17.94% | +5.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 22.03% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 21.90% | +4.19% |
SC0P.DE vs. XUCD.DE - Expense Ratio Comparison
SC0P.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
SC0P.DE vs. XUCD.DE - Dividend Comparison
SC0P.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 |
|---|---|---|---|---|---|---|---|---|---|
SC0P.DE Invesco European Autos 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
SC0P.DE and XUCD.DE have a correlation of 0.44, 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 SC0P.DE.
SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, 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 SC0P.DE and 0.12% for XUCD.DE.
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