SC0W.DE vs. XDWI.DE
SC0W.DE (Invesco European Basic Resources Sector UCITS ETF) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - SC0W.DE tracks the STOXX® Europe 600 Optimised Basic Resources while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, SC0W.DE returned 17.03%/yr vs 12.07%/yr for XDWI.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC0W.DE charges 0.20%/yr vs 0.25%/yr for XDWI.DE.
Performance
SC0W.DE vs. XDWI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0W.DE achieves a 32.91% return, which is significantly higher than XDWI.DE's 12.20% return. Over the past 10 years, SC0W.DE has outperformed XDWI.DE with an annualized return of 17.03%, while XDWI.DE has yielded a comparatively lower 12.07% annualized return.
SC0W.DE
- 1D
- -0.81%
- 1M
- 11.15%
- YTD
- 32.91%
- 6M
- 42.46%
- 1Y
- 84.15%
- 3Y*
- 20.41%
- 5Y*
- 12.13%
- 10Y*
- 17.03%
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%
SC0W.DE vs. XDWI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0W.DE Invesco European Basic Resources Sector UCITS ETF | 32.91% | 33.79% | -7.95% | -3.82% | 9.72% | 27.53% | 12.84% | 22.79% | -10.57% | 24.44% |
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 SC0W.DE and XDWI.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.55 |
The correlation between SC0W.DE and XDWI.DE shifts across timeframes, from 0.45 (3 years) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0W.DE vs. XDWI.DE — Risk / Return Rank
SC0W.DE
XDWI.DE
SC0W.DE vs. XDWI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Basic Resources Sector UCITS ETF (SC0W.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.
| SC0W.DE | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.25 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 2.10 | +2.65 |
| Martin ratioReturn relative to average drawdown | 18.77 | 7.51 | +11.25 |
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
| SC0W.DE | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 1.35 | +1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.81 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.71 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.71 | -0.43 |
Drawdowns
SC0W.DE vs. XDWI.DE - Drawdown Comparison
The maximum SC0W.DE drawdown since its inception was -68.06%, 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 SC0W.DE and XDWI.DE.
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Drawdown Indicators
| SC0W.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.06% | -38.10% | -29.96% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -9.28% | -8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -34.35% | -19.09% | -15.26% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -19.09% | -19.00% |
Max Drawdown (10Y)Largest decline over 10 years | -45.64% | -38.10% | -7.54% |
Current DrawdownCurrent decline from peak | -2.54% | -0.98% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -4.30% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.60% | +1.78% |
Volatility
SC0W.DE vs. XDWI.DE - Volatility Comparison
Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a higher volatility of 10.17% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that SC0W.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
| SC0W.DE | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 3.96% | +6.21% |
Volatility (6M)Calculated over the trailing 6-month period | 22.56% | 11.67% | +10.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.72% | 14.44% | +12.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.37% | 15.31% | +12.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 16.78% | +11.57% |
SC0W.DE vs. XDWI.DE - Expense Ratio Comparison
SC0W.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
SC0W.DE vs. XDWI.DE - Dividend Comparison
Neither SC0W.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0W.DE and XDWI.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0W.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0W.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
SC0W.DE tracks STOXX® Europe 600 Optimised Basic Resources, 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 SC0W.DE and 0.25% for XDWI.DE.
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