SC0S.DE vs. XDWI.DE
SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - SC0S.DE tracks the STOXX® Europe 600 Optimised Industrial Goods & Services while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, SC0S.DE returned 12.01%/yr vs 12.07%/yr for XDWI.DE. Their correlation of 0.83 suggests significant overlap in exposure. SC0S.DE charges 0.20%/yr vs 0.25%/yr for XDWI.DE.
Performance
SC0S.DE vs. XDWI.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 XDWI.DE's 12.20% return. Both investments have delivered pretty close results over the past 10 years, with SC0S.DE having a 12.01% annualized return and XDWI.DE not far ahead at 12.07%.
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%
XDWI.DE
- 1D
- 0.11%
- 1M
- 1.18%
- YTD
- 12.20%
- 6M
- 13.38%
- 1Y
- 19.56%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
SC0S.DE vs. XDWI.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% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
Correlation
The correlation between SC0S.DE and XDWI.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.83 |
The correlation between SC0S.DE and XDWI.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
SC0S.DE vs. XDWI.DE — Risk / Return Rank
SC0S.DE
XDWI.DE
SC0S.DE vs. XDWI.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 World Industrials UCITS ETF 1C (XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.10 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.85 | 7.51 | -3.66 |
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 | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.35 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.81 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.71 | -0.11 |
Drawdowns
SC0S.DE vs. XDWI.DE - Drawdown Comparison
The maximum SC0S.DE drawdown since its inception was -41.83%, which is greater than XDWI.DE's maximum drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for SC0S.DE and XDWI.DE.
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Drawdown Indicators
| SC0S.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.83% | -38.10% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -9.28% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.20% | -19.09% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -19.09% | -11.71% |
Max Drawdown (10Y)Largest decline over 10 years | -41.83% | -38.10% | -3.73% |
Current DrawdownCurrent decline from peak | -1.80% | -0.98% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -4.30% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 2.60% | +1.03% |
Volatility
SC0S.DE vs. XDWI.DE - Volatility Comparison
Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a higher volatility of 6.45% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that SC0S.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 3.96% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 11.67% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 14.44% | +5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 15.31% | +4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 16.78% | +3.41% |
SC0S.DE vs. XDWI.DE - Expense Ratio Comparison
SC0S.DE has a 0.20% expense ratio, which is lower than XDWI.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
SC0S.DE vs. XDWI.DE - Dividend Comparison
Neither SC0S.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0S.DE and XDWI.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0S.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC0S.DE and 0.25% for XDWI.DE.
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