SC0T.DE vs. XDG3.DE
SC0T.DE (Invesco European Health Care Sector UCITS ETF) and XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) are both Health & Biotech Equities funds - SC0T.DE tracks the STOXX® Europe 600 Optimised Health Care while XDG3.DE tracks the MSCI ACWI IMI SDG 3 Good Health and Well-being Select. Both are passively managed. Over the past 3 years, SC0T.DE returned 2.80%/yr vs 1.94%/yr for XDG3.DE. A 0.72 correlation means they provide meaningful diversification when combined. SC0T.DE charges 0.20%/yr vs 0.35%/yr for XDG3.DE.
Performance
SC0T.DE vs. XDG3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0T.DE achieves a -3.57% return, which is significantly higher than XDG3.DE's -6.02% return.
SC0T.DE
- 1D
- 2.93%
- 1M
- 0.25%
- YTD
- -3.57%
- 6M
- -2.50%
- 1Y
- 2.66%
- 3Y*
- 2.80%
- 5Y*
- 4.81%
- 10Y*
- 5.80%
XDG3.DE
- 1D
- 2.88%
- 1M
- 2.53%
- YTD
- -6.02%
- 6M
- -6.54%
- 1Y
- 2.67%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
SC0T.DE vs. XDG3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SC0T.DE Invesco European Health Care Sector UCITS ETF | -3.57% | 8.45% | 6.96% | 3.01% |
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 2.52% |
Correlation
The correlation between SC0T.DE and XDG3.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.72 |
The correlation between SC0T.DE and XDG3.DE has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
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Return for Risk
SC0T.DE vs. XDG3.DE — Risk / Return Rank
SC0T.DE
XDG3.DE
SC0T.DE vs. XDG3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Health Care Sector UCITS ETF (SC0T.DE) and Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.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.
| SC0T.DE | XDG3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.04 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 0.17 | +0.07 |
| Martin ratioReturn relative to average drawdown | 0.56 | 0.44 | +0.12 |
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
| SC0T.DE | XDG3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 0.16 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.16 | +0.47 |
Drawdowns
SC0T.DE vs. XDG3.DE - Drawdown Comparison
The maximum SC0T.DE drawdown since its inception was -26.52%, which is greater than XDG3.DE's maximum drawdown of -20.49%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and XDG3.DE.
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Drawdown Indicators
| SC0T.DE | XDG3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.52% | -20.49% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -13.31% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | -20.49% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -26.52% | — | — |
Current DrawdownCurrent decline from peak | -9.59% | -11.91% | +2.32% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -5.57% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 5.29% | +0.29% |
Volatility
SC0T.DE vs. XDG3.DE - Volatility Comparison
Invesco European Health Care Sector UCITS ETF (SC0T.DE) has a higher volatility of 5.31% compared to Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) at 4.95%. This indicates that SC0T.DE's price experiences larger fluctuations and is considered to be riskier than XDG3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0T.DE | XDG3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.95% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 10.56% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 14.57% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 13.31% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 13.31% | +2.08% |
SC0T.DE vs. XDG3.DE - Expense Ratio Comparison
SC0T.DE has a 0.20% expense ratio, which is lower than XDG3.DE's 0.35% expense ratio.
Dividends
SC0T.DE vs. XDG3.DE - Dividend Comparison
Neither SC0T.DE nor XDG3.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0T.DE and XDG3.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0T.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0T.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for XDG3.DE.
SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC0T.DE and 0.35% for XDG3.DE.
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