XB4A.DE vs. SC0D.DE
XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XB4A.DE tracks the ATX Index while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, XB4A.DE returned 15.98%/yr vs 11.64%/yr for SC0D.DE. A 0.72 correlation means they provide meaningful diversification when combined. XB4A.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
XB4A.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4A.DE achieves a 26.47% return, which is significantly higher than SC0D.DE's 12.92% return. Over the past 10 years, XB4A.DE has outperformed SC0D.DE with an annualized return of 15.98%, while SC0D.DE has yielded a comparatively lower 11.64% annualized return.
XB4A.DE
- 1D
- 1.02%
- 1M
- 8.17%
- 6M
- 25.41%
- YTD
- 26.47%
- 1Y
- 51.75%
- 3Y*
- 31.70%
- 5Y*
- 17.96%
- 10Y*
- 15.98%
SC0D.DE
- 1D
- 0.81%
- 1M
- 6.02%
- 6M
- 11.84%
- YTD
- 12.92%
- 1Y
- 23.04%
- 3Y*
- 16.55%
- 5Y*
- 12.52%
- 10Y*
- 11.64%
XB4A.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 26.47% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 12.92% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between XB4A.DE and SC0D.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2011 | 0.72 |
The correlation between XB4A.DE and SC0D.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
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Return for Risk
XB4A.DE vs. SC0D.DE — Risk / Return Rank
XB4A.DE
SC0D.DE
XB4A.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XB4A.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.51 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.26 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.73 | 2.10 | +2.63 |
| Martin ratioReturn relative to average drawdown | 16.12 | 7.31 | +8.81 |
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Drawdowns
XB4A.DE vs. SC0D.DE - Drawdown Comparison
The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and SC0D.DE.
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Drawdown Indicators
| XB4A.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -38.50% | -15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -10.93% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -16.54% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -23.38% | -9.12% |
Max Drawdown (10Y)Largest decline over 10 years | -53.54% | -38.50% | -15.04% |
Current DrawdownCurrent decline from peak | -0.54% | 0.00% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -7.07% | -2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.14% | +0.06% |
Volatility
XB4A.DE vs. SC0D.DE - Volatility Comparison
Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 6.08% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 3.94%. This indicates that XB4A.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XB4A.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 3.94% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 13.30% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 16.08% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 17.57% | +1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 17.93% | +2.28% |
XB4A.DE vs. SC0D.DE - Expense Ratio Comparison
XB4A.DE has a 0.25% expense ratio, which is higher than SC0D.DE's 0.05% 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
XB4A.DE vs. SC0D.DE - Dividend Comparison
Neither XB4A.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
XB4A.DE and SC0D.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XB4A.DE.
XB4A.DE tracks ATX Index, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XB4A.DE and 0.05% for SC0D.DE.
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