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SCWX.DE vs. IB01.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCWX.DE vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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SCWX.DE vs. IB01.L - Yearly Performance Comparison


2026 (YTD)20252024
SCWX.DE
Scalable MSCI AC World Xtrackers UCITS ETF 1C
-0.63%9.28%-0.55%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
2.41%-8.05%0.85%
Different Trading Currencies

SCWX.DE is traded in EUR, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCWX.DE achieves a -0.63% return, which is significantly lower than IB01.L's 2.41% return.


SCWX.DE

1D
2.27%
1M
-3.21%
YTD
-0.63%
6M
2.94%
1Y
13.56%
3Y*
5Y*
10Y*

IB01.L

1D
-0.04%
1M
1.37%
YTD
2.41%
6M
3.33%
1Y
-2.85%
3Y*
2.52%
5Y*
3.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCWX.DE vs. IB01.L - Expense Ratio Comparison

SCWX.DE has a 0.17% expense ratio, which is higher than IB01.L's 0.07% 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%.


Return for Risk

SCWX.DE vs. IB01.L — Risk / Return Rank

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

SCWX.DE
SCWX.DE Risk / Return Rank: 4747
Overall Rank
SCWX.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCWX.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCWX.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SCWX.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
SCWX.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

SCWX.DE vs. IB01.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.


SCWX.DEIB01.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.38

+1.21

Sortino ratio

Return per unit of downside risk

1.20

-0.45

+1.65

Omega ratio

Gain probability vs. loss probability

1.18

0.94

+0.24

Calmar ratio

Return relative to maximum drawdown

1.51

-0.38

+1.90

Martin ratio

Return relative to average drawdown

6.77

-0.61

+7.39

SCWX.DE vs. IB01.L - Sharpe Ratio Comparison

The current SCWX.DE Sharpe Ratio is 0.83, which is higher than the IB01.L Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of SCWX.DE and IB01.L, 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


SCWX.DEIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.38

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.32

+0.07

Correlation

The correlation between SCWX.DE and IB01.L is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SCWX.DE vs. IB01.L - Dividend Comparison

Neither SCWX.DE nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCWX.DE vs. IB01.L - Drawdown Comparison

The maximum SCWX.DE drawdown since its inception was -21.73%, which is greater than IB01.L's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for SCWX.DE and IB01.L.


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Drawdown Indicators


SCWX.DEIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

-0.91%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-0.09%

-13.25%

Max Drawdown (5Y)

Largest decline over 5 years

-0.29%

Current Drawdown

Current decline from peak

-3.86%

0.00%

-3.86%

Average Drawdown

Average peak-to-trough decline

-4.44%

-0.08%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

0.01%

+2.01%

Volatility

SCWX.DE vs. IB01.L - Volatility Comparison

Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) has a higher volatility of 4.60% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 2.10%. This indicates that SCWX.DE's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCWX.DEIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

2.10%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

4.21%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

7.54%

+8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

7.61%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

7.42%

+8.54%