SC0S.DE vs. DXSC.DE
SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - SC0S.DE tracks the STOXX® Europe 600 Optimised Industrial Goods & Services while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, SC0S.DE returned 12.01%/yr vs 12.15%/yr for DXSC.DE. A 0.68 correlation means they provide meaningful diversification when combined. SC0S.DE charges 0.20%/yr vs 0.17%/yr for DXSC.DE.
Performance
SC0S.DE vs. DXSC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SC0S.DE having a 8.38% return and DXSC.DE slightly higher at 8.73%. Both investments have delivered pretty close results over the past 10 years, with SC0S.DE having a 12.01% annualized return and DXSC.DE not far ahead at 12.15%.
SC0S.DE
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 8.38%
- 6M
- 10.69%
- 1Y
- 14.05%
- 3Y*
- 18.41%
- 5Y*
- 11.43%
- 10Y*
- 12.01%
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
SC0S.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0S.DE Invesco European Industrials Sector UCITS ETF Acc | 8.38% | 24.49% | 14.80% | 23.83% | -17.98% | 25.69% | 6.90% | 36.37% | -14.66% | 16.39% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between SC0S.DE and DXSC.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2009 | 0.68 |
The correlation between SC0S.DE and DXSC.DE shifts across timeframes, from 0.62 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC0S.DE vs. DXSC.DE — Risk / Return Rank
SC0S.DE
DXSC.DE
SC0S.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| SC0S.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.58 | +0.53 |
| Martin ratioReturn relative to average drawdown | 3.85 | 1.79 | +2.06 |
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
| SC0S.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.49 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.22 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.51 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.07 | +0.53 |
Drawdowns
SC0S.DE vs. DXSC.DE - Drawdown Comparison
The maximum SC0S.DE drawdown since its inception was -41.83%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for SC0S.DE and DXSC.DE.
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Drawdown Indicators
| SC0S.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.83% | -73.82% | +31.99% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -14.34% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.20% | -17.53% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -25.63% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -41.83% | -44.96% | +3.13% |
Current DrawdownCurrent decline from peak | -1.80% | -1.80% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -30.18% | +23.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.61% | -0.98% |
Volatility
SC0S.DE vs. DXSC.DE - Volatility Comparison
Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 6.45% and 6.43%, 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
| SC0S.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.43% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 14.24% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 16.91% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 17.98% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 23.78% | -3.59% |
SC0S.DE vs. DXSC.DE - Expense Ratio Comparison
SC0S.DE has a 0.20% expense ratio, which is higher than DXSC.DE's 0.17% 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
SC0S.DE vs. DXSC.DE - Dividend Comparison
Neither SC0S.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0S.DE and DXSC.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC0S.DE.
SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC0S.DE and 0.17% for DXSC.DE.
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