SC0S.DE vs. DXSL.DE
SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) and DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) are both Industrials Equities funds - SC0S.DE tracks the STOXX® Europe 600 Optimised Industrial Goods & Services while DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35. Both are passively managed. Over the past 10 years, SC0S.DE returned 12.01%/yr vs 11.00%/yr for DXSL.DE. Their correlation of 0.94 suggests significant overlap in exposure. SC0S.DE charges 0.20%/yr vs 0.17%/yr for DXSL.DE.
Performance
SC0S.DE vs. DXSL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0S.DE achieves a 8.38% return, which is significantly lower than DXSL.DE's 8.84% return. Over the past 10 years, SC0S.DE has outperformed DXSL.DE with an annualized return of 12.01%, while DXSL.DE has yielded a comparatively lower 11.00% annualized return.
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%
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
SC0S.DE vs. DXSL.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% |
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
Correlation
The correlation between SC0S.DE and DXSL.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2009 | 0.94 |
The correlation between SC0S.DE and DXSL.DE has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.
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Return for Risk
SC0S.DE vs. DXSL.DE — Risk / Return Rank
SC0S.DE
DXSL.DE
SC0S.DE vs. DXSL.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 Industrials ESG Screened UCITS ETF 1C (DXSL.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 | DXSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.10 | +0.01 |
| Martin ratioReturn relative to average drawdown | 3.85 | 3.89 | -0.04 |
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 | DXSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.75 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.47 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.56 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.23 |
Drawdowns
SC0S.DE vs. DXSL.DE - Drawdown Comparison
The maximum SC0S.DE drawdown since its inception was -41.83%, smaller than the maximum DXSL.DE drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for SC0S.DE and DXSL.DE.
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Drawdown Indicators
| SC0S.DE | DXSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.83% | -58.54% | +16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -13.21% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.20% | -20.06% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -31.06% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.83% | -41.92% | +0.09% |
Current DrawdownCurrent decline from peak | -1.80% | -3.07% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -10.00% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.75% | -0.12% |
Volatility
SC0S.DE vs. DXSL.DE - Volatility Comparison
Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a higher volatility of 6.45% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that SC0S.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0S.DE | DXSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.00% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 15.78% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 19.33% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 19.22% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 19.64% | +0.55% |
SC0S.DE vs. DXSL.DE - Expense Ratio Comparison
SC0S.DE has a 0.20% expense ratio, which is higher than DXSL.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. DXSL.DE - Dividend Comparison
Neither SC0S.DE nor DXSL.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0S.DE and DXSL.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.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 DXSL.DE tracks MSCI Europe Industrials 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 DXSL.DE.
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