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SC0Z.DE vs. XDWU.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC0Z.DE vs. XDWU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Utilities Sector UCITS ETF (SC0Z.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

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SC0Z.DE vs. XDWU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0Z.DE
Invesco European Utilities Sector UCITS ETF
16.16%32.73%0.20%13.45%-9.07%8.96%9.52%29.64%0.81%8.10%
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
11.16%11.38%19.82%-3.19%2.23%19.80%-4.88%25.27%6.79%-0.21%

Returns By Period

In the year-to-date period, SC0Z.DE achieves a 16.16% return, which is significantly higher than XDWU.DE's 11.16% return. Over the past 10 years, SC0Z.DE has outperformed XDWU.DE with an annualized return of 10.55%, while XDWU.DE has yielded a comparatively lower 9.08% annualized return.


SC0Z.DE

1D
2.06%
1M
-0.76%
YTD
16.16%
6M
27.26%
1Y
38.88%
3Y*
17.79%
5Y*
11.65%
10Y*
10.55%

XDWU.DE

1D
0.88%
1M
-1.52%
YTD
11.16%
6M
12.96%
1Y
18.86%
3Y*
13.57%
5Y*
10.76%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC0Z.DE vs. XDWU.DE - Expense Ratio Comparison

SC0Z.DE has a 0.20% expense ratio, which is lower than XDWU.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%.


Return for Risk

SC0Z.DE vs. XDWU.DE — Risk / Return Rank

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

SC0Z.DE
SC0Z.DE Risk / Return Rank: 9393
Overall Rank
SC0Z.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
SC0Z.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
SC0Z.DE Omega Ratio Rank: 9494
Omega Ratio Rank
SC0Z.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
SC0Z.DE Martin Ratio Rank: 9292
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 6868
Overall Rank
XDWU.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 6666
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.

SC0Z.DE vs. XDWU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Utilities Sector UCITS ETF (SC0Z.DE) and Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.


SC0Z.DEXDWU.DEDifference

Sharpe ratio

Return per unit of total volatility

2.38

1.33

+1.05

Sortino ratio

Return per unit of downside risk

2.92

1.78

+1.14

Omega ratio

Gain probability vs. loss probability

1.45

1.25

+0.19

Calmar ratio

Return relative to maximum drawdown

3.83

1.93

+1.90

Martin ratio

Return relative to average drawdown

14.11

7.11

+7.00

SC0Z.DE vs. XDWU.DE - Sharpe Ratio Comparison

The current SC0Z.DE Sharpe Ratio is 2.38, which is higher than the XDWU.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SC0Z.DE and XDWU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC0Z.DEXDWU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.33

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.76

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.59

-0.20

Correlation

The correlation between SC0Z.DE and XDWU.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC0Z.DE vs. XDWU.DE - Dividend Comparison

Neither SC0Z.DE nor XDWU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0Z.DE vs. XDWU.DE - Drawdown Comparison

The maximum SC0Z.DE drawdown since its inception was -33.41%, roughly equal to the maximum XDWU.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SC0Z.DE and XDWU.DE.


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Drawdown Indicators


SC0Z.DEXDWU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.41%

-33.61%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-10.12%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-23.26%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.41%

-33.61%

+0.20%

Current Drawdown

Current decline from peak

-1.64%

-2.40%

+0.76%

Average Drawdown

Average peak-to-trough decline

-8.33%

-7.04%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.65%

+0.07%

Volatility

SC0Z.DE vs. XDWU.DE - Volatility Comparison

Invesco European Utilities Sector UCITS ETF (SC0Z.DE) has a higher volatility of 7.05% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) at 5.19%. This indicates that SC0Z.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0Z.DEXDWU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

5.19%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

8.79%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.30%

14.15%

+2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

13.97%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.06%

15.11%

+1.95%