SC0R.DE vs. XDWS.DE
SC0R.DE (Invesco European Travel Sector UCITS ETF) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both Consumer Staples Equities funds - SC0R.DE tracks the STOXX® Europe 600 Optimised Travel & Leisure 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, SC0R.DE returned 3.85%/yr vs 5.34%/yr for XDWS.DE. At a 0.31 correlation, their price movements are largely independent. SC0R.DE charges 0.20%/yr vs 0.25%/yr for XDWS.DE.
Performance
SC0R.DE vs. XDWS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0R.DE achieves a 0.24% return, which is significantly lower than XDWS.DE's 4.43% return. Over the past 10 years, SC0R.DE has underperformed XDWS.DE with an annualized return of 3.85%, while XDWS.DE has yielded a comparatively higher 5.34% annualized return.
SC0R.DE
- 1D
- 0.49%
- 1M
- 11.79%
- YTD
- 0.24%
- 6M
- 5.38%
- 1Y
- 8.65%
- 3Y*
- 6.07%
- 5Y*
- 2.45%
- 10Y*
- 3.85%
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%
SC0R.DE vs. XDWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0R.DE Invesco European Travel Sector UCITS ETF | 0.24% | 6.02% | 14.47% | 24.44% | -14.51% | 6.20% | -13.70% | 23.30% | -14.12% | 19.55% |
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 SC0R.DE and XDWS.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.31 |
Over the past year, the correlation between SC0R.DE and XDWS.DE has dropped to 0.10 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
SC0R.DE vs. XDWS.DE — Risk / Return Rank
SC0R.DE
XDWS.DE
SC0R.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Travel Sector UCITS ETF (SC0R.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.
| SC0R.DE | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.10 | +0.71 |
| Martin ratioReturn relative to average drawdown | 1.44 | -0.20 | +1.64 |
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
| SC0R.DE | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.07 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.43 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.44 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.45 | -0.06 |
Drawdowns
SC0R.DE vs. XDWS.DE - Drawdown Comparison
The maximum SC0R.DE drawdown since its inception was -55.64%, 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 SC0R.DE and XDWS.DE.
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Drawdown Indicators
| SC0R.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -22.95% | -32.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -8.78% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -11.90% | -12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -38.34% | -12.47% | -25.87% |
Max Drawdown (10Y)Largest decline over 10 years | -55.64% | -22.95% | -32.69% |
Current DrawdownCurrent decline from peak | -1.42% | -7.60% | +6.18% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -5.04% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 4.34% | +1.65% |
Volatility
SC0R.DE vs. XDWS.DE - Volatility Comparison
Invesco European Travel Sector UCITS ETF (SC0R.DE) has a higher volatility of 5.86% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that SC0R.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
| SC0R.DE | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.86% | 5.00% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 10.01% | +7.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 12.06% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 11.35% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 12.19% | +12.70% |
SC0R.DE vs. XDWS.DE - Expense Ratio Comparison
SC0R.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
SC0R.DE vs. XDWS.DE - Dividend Comparison
Neither SC0R.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0R.DE and XDWS.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0R.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0R.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWS.DE.
SC0R.DE tracks STOXX® Europe 600 Optimised Travel & Leisure, 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 SC0R.DE and 0.25% for XDWS.DE.
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