SCWX.DE vs. III.L

Last updated Apr 2, 2026

Compare and contrast key facts about Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and 3I Group plc (III.L).

SCWX.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI All Country World Index. It was launched on Dec 11, 2024.

Performance

SCWX.DE vs. III.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 3I Group plc (III.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
SCWX.DE Scalable MSCI AC World Xtrackers UCITS ETF 1C	-0.63%	9.28%	-0.55%
III.L 3I Group plc	-20.49%	-11.32%	0.76%

Different Trading Currencies

SCWX.DE is traded in EUR, while III.L is traded in GBp. To make them comparable, the III.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 higher than III.L's -20.49% return.

SCWX.DE

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

III.L

• 1D: 6.57%
• 1M: -19.84%
• YTD: -20.49%
• 6M: -36.82%
• 1Y: -30.45%
• 3Y*: 18.43%
• 5Y*: 19.94%
• 10Y*: 21.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SCWX.DE vs. III.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: 47
SCWX.DE Sharpe Ratio Rank: 41
SCWX.DE Sortino Ratio Rank: 39
SCWX.DE Omega Ratio Rank: 43
SCWX.DE Calmar Ratio Rank: 51
SCWX.DE Martin Ratio Rank: 60

III.L

III.L Risk / Return Rank: 14
III.L Sharpe Ratio Rank: 12
III.L Sortino Ratio Rank: 15
III.L Omega Ratio Rank: 13
III.L Calmar Ratio Rank: 21
III.L Martin Ratio Rank: 9

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. III.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 3I Group plc (III.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.DE	III.L	Difference
Sharpe ratio Return per unit of total volatility	0.83	-0.73	+1.56
Sortino ratio Return per unit of downside risk	1.20	-0.82	+2.02
Omega ratio Gain probability vs. loss probability	1.18	0.87	+0.31
Calmar ratio Return relative to maximum drawdown	1.51	-0.65	+2.16
Martin ratio Return relative to average drawdown	6.77	-1.64	+8.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SCWX.DE Sharpe Ratio is 0.83, which is higher than the III.L Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of SCWX.DE and III.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.

Sharpe Ratios by Period

	SCWX.DE	III.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.83	-0.73	+1.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.26	+0.13

Correlation

The correlation between SCWX.DE and III.L is 0.37, 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. III.L - Dividend Comparison

SCWX.DE has not paid dividends to shareholders, while III.L's dividend yield for the trailing twelve months is around 3.06%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCWX.DE Scalable MSCI AC World Xtrackers UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
III.L 3I Group plc	3.06%	2.42%	1.82%	2.32%	3.76%	2.78%	3.02%	3.42%	3.75%	1.75%	2.64%	1.68%

Drawdowns

SCWX.DE vs. III.L - Drawdown Comparison

The maximum SCWX.DE drawdown since its inception was -21.73%, smaller than the maximum III.L drawdown of -88.47%. Use the drawdown chart below to compare losses from any high point for SCWX.DE and III.L.

Drawdown Indicators

	SCWX.DE	III.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.73%	-84.42%	+62.69%
Max Drawdown (1Y) Largest decline over 1 year	-13.34%	-47.86%	+34.52%
Max Drawdown (5Y) Largest decline over 5 years	—	-47.86%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-49.08%	—
Current Drawdown Current decline from peak	-3.86%	-41.39%	+37.53%
Average Drawdown Average peak-to-trough decline	-4.44%	-26.61%	+22.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	18.64%	-16.62%

Volatility

SCWX.DE vs. III.L - Volatility Comparison

The current volatility for Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) is 4.60%, while 3I Group plc (III.L) has a volatility of 24.49%. This indicates that SCWX.DE experiences smaller price fluctuations and is considered to be less risky than III.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCWX.DE	III.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	24.49%	-19.89%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	37.52%	-28.78%
Volatility (1Y) Calculated over the trailing 1-year period	16.27%	41.56%	-25.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	30.33%	-14.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.96%	31.37%	-15.41%