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SC0V.DE vs. XUEN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0V.DE vs. XUEN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SC0V.DE having a 34.01% return and XUEN.DE slightly lower at 32.35%.


SC0V.DE

1D
-0.63%
1M
-2.25%
YTD
34.01%
6M
32.79%
1Y
58.80%
3Y*
21.14%
5Y*
19.52%
10Y*
11.36%

XUEN.DE

1D
-0.40%
1M
4.10%
YTD
32.35%
6M
28.01%
1Y
43.05%
3Y*
14.05%
5Y*
21.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0V.DE vs. XUEN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0V.DE
Invesco European Oil & Gas Sector UCITS ETF
34.01%29.15%-5.65%5.37%30.86%20.64%-20.83%10.41%-0.18%9.65%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
32.35%-3.28%10.56%-3.66%71.12%65.12%-40.59%12.55%-14.61%11.19%

Correlation

The correlation between SC0V.DE and XUEN.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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.75

The correlation between SC0V.DE and XUEN.DE shifts across timeframes, from 0.62 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0V.DE vs. XUEN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0V.DE
SC0V.DE Risk / Return Rank: 9191
Overall Rank
SC0V.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SC0V.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
SC0V.DE Omega Ratio Rank: 8888
Omega Ratio Rank
SC0V.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
SC0V.DE Martin Ratio Rank: 9494
Martin Ratio Rank

XUEN.DE
XUEN.DE Risk / Return Rank: 4949
Overall Rank
XUEN.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XUEN.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUEN.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XUEN.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XUEN.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC0V.DE vs. XUEN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) and Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.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.


SC0V.DEXUEN.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.43

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.54

1.31

+0.23

Calmar ratioReturn relative to maximum drawdown

7.93

2.44

+5.49

Martin ratioReturn relative to average drawdown

28.20

7.67

+20.54

SC0V.DE vs. XUEN.DE - Sharpe Ratio Comparison

The current SC0V.DE Sharpe Ratio is 3.19, which is higher than the XUEN.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SC0V.DE and XUEN.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC0V.DEXUEN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

1.76

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.79

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.36

-0.02

Drawdowns

SC0V.DE vs. XUEN.DE - Drawdown Comparison

The maximum SC0V.DE drawdown since its inception was -57.15%, smaller than the maximum XUEN.DE drawdown of -64.67%. Use the drawdown chart below to compare losses from any high point for SC0V.DE and XUEN.DE.


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Drawdown Indicators


SC0V.DEXUEN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.15%

-64.67%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.35%

-17.12%

+9.77%

Max Drawdown (3Y)

Largest decline over 3 years

-22.22%

-26.63%

+4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.22%

-26.63%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-57.15%

Current Drawdown

Current decline from peak

-5.05%

-9.21%

+4.16%

Average Drawdown

Average peak-to-trough decline

-10.52%

-16.97%

+6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

5.46%

-3.39%

Volatility

SC0V.DE vs. XUEN.DE - Volatility Comparison

The current volatility for Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) is 6.07%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a volatility of 7.71%. This indicates that SC0V.DE experiences smaller price fluctuations and is considered to be less risky than XUEN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0V.DEXUEN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.71%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

14.92%

20.26%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

23.74%

-5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.74%

26.62%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.93%

29.68%

-5.75%

SC0V.DE vs. XUEN.DE - Expense Ratio Comparison

SC0V.DE has a 0.20% expense ratio, which is higher than XUEN.DE's 0.12% 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

SC0V.DE vs. XUEN.DE - Dividend Comparison

SC0V.DE has not paid dividends to shareholders, while XUEN.DE's dividend yield for the trailing twelve months is around 2.07%.


PositionTTM20252024202320222021202020192018
SC0V.DE
Invesco European Oil & Gas Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUEN.DE
Xtrackers MSCI USA Energy UCITS ETF 1D
2.07%2.80%2.64%3.22%3.89%3.12%7.28%2.72%0.71%

Frequently Asked Questions


SC0V.DE and XUEN.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, XUEN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SC0V.DE.

SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas, while XUEN.DE tracks MSCI USA Energy 20/35 Custom. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC0V.DE and 0.12% for XUEN.DE.

Portfolio Optimizer

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