SC0U.DE vs. XDWF.DE
SC0U.DE (Invesco European Banks Sector UCITS ETF) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds - SC0U.DE tracks the STOXX® Europe 600 Optimised Banks while XDWF.DE tracks the MSCI World Financials. Both are passively managed. Over the past 10 years, SC0U.DE returned 13.83%/yr vs 11.89%/yr for XDWF.DE. A 0.77 correlation means they provide meaningful diversification when combined. SC0U.DE charges 0.20%/yr vs 0.25%/yr for XDWF.DE.
Performance
SC0U.DE vs. XDWF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0U.DE achieves a 5.95% return, which is significantly higher than XDWF.DE's 1.15% return. Over the past 10 years, SC0U.DE has outperformed XDWF.DE with an annualized return of 13.83%, while XDWF.DE has yielded a comparatively lower 11.89% annualized return.
SC0U.DE
- 1D
- 0.62%
- 1M
- 2.11%
- YTD
- 5.95%
- 6M
- 13.55%
- 1Y
- 38.42%
- 3Y*
- 42.79%
- 5Y*
- 27.34%
- 10Y*
- 13.83%
XDWF.DE
- 1D
- 2.02%
- 1M
- 1.21%
- YTD
- 1.15%
- 6M
- 4.65%
- 1Y
- 12.74%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
SC0U.DE vs. XDWF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0U.DE Invesco European Banks Sector UCITS ETF | 5.95% | 79.97% | 32.49% | 25.93% | -0.07% | 37.72% | -22.62% | 15.49% | -26.78% | 10.92% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
Correlation
The correlation between SC0U.DE and XDWF.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.77 |
The correlation between SC0U.DE and XDWF.DE shifts across timeframes, from 0.65 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0U.DE vs. XDWF.DE — Risk / Return Rank
SC0U.DE
XDWF.DE
SC0U.DE vs. XDWF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (SC0U.DE) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.
| SC0U.DE | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.16 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 1.29 | +1.08 |
| Martin ratioReturn relative to average drawdown | 7.76 | 3.98 | +3.78 |
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
| SC0U.DE | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.93 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.78 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.64 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.63 | -0.37 |
Drawdowns
SC0U.DE vs. XDWF.DE - Drawdown Comparison
The maximum SC0U.DE drawdown since its inception was -60.69%, which is greater than XDWF.DE's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for SC0U.DE and XDWF.DE.
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Drawdown Indicators
| SC0U.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.69% | -42.06% | -18.63% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -9.65% | -7.05% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -19.74% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -19.74% | -10.11% |
Max Drawdown (10Y)Largest decline over 10 years | -56.61% | -42.06% | -14.55% |
Current DrawdownCurrent decline from peak | -1.85% | -0.84% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -20.40% | -6.06% | -14.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 3.14% | +1.96% |
Volatility
SC0U.DE vs. XDWF.DE - Volatility Comparison
Invesco European Banks Sector UCITS ETF (SC0U.DE) has a higher volatility of 6.03% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.37%. This indicates that SC0U.DE's price experiences larger fluctuations and is considered to be riskier than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0U.DE | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 3.37% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.45% | 10.03% | +8.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.74% | 13.39% | +9.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.64% | 16.25% | +7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.62% | 18.61% | +7.01% |
SC0U.DE vs. XDWF.DE - Expense Ratio Comparison
SC0U.DE has a 0.20% expense ratio, which is lower than XDWF.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
SC0U.DE vs. XDWF.DE - Dividend Comparison
Neither SC0U.DE nor XDWF.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0U.DE and XDWF.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0U.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0U.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWF.DE.
SC0U.DE tracks STOXX® Europe 600 Optimised Banks, while XDWF.DE tracks MSCI World Financials. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC0U.DE and 0.25% for XDWF.DE.
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