XD9U.DE vs. SC0H.DE
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE).
XD9U.DE and SC0H.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD9U.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on May 9, 2014. SC0H.DE is a passively managed fund by Invesco that tracks the performance of the MSCI USA. It was launched on Mar 31, 2009. Both XD9U.DE and SC0H.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XD9U.DE or SC0H.DE.
Key characteristics
| XD9U.DE | SC0H.DE | |
|---|---|---|
| YTD Return | 30.25% | 30.42% |
| 1Y Return | 38.58% | 38.75% |
| 3Y Return (Ann) | 11.91% | 12.11% |
| 5Y Return (Ann) | 16.16% | 16.40% |
| 10Y Return (Ann) | 14.86% | 16.10% |
| Sharpe Ratio | 3.04 | 3.06 |
| Sortino Ratio | 4.13 | 4.15 |
| Omega Ratio | 1.63 | 1.63 |
| Calmar Ratio | 4.41 | 4.38 |
| Martin Ratio | 19.56 | 19.73 |
| Ulcer Index | 1.88% | 1.87% |
| Daily Std Dev | 12.02% | 11.99% |
| Max Drawdown | -34.11% | -34.20% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XD9U.DE and SC0H.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XD9U.DE vs. SC0H.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with XD9U.DE having a 30.25% return and SC0H.DE slightly higher at 30.42%. Over the past 10 years, XD9U.DE has underperformed SC0H.DE with an annualized return of 14.86%, while SC0H.DE has yielded a comparatively higher 16.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XD9U.DE vs. SC0H.DE - Expense Ratio Comparison
XD9U.DE has a 0.07% expense ratio, which is higher than SC0H.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%.
Risk-Adjusted Performance
XD9U.DE vs. SC0H.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.
Dividends
XD9U.DE vs. SC0H.DE - Dividend Comparison
Neither XD9U.DE nor SC0H.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
SC0H.DE Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XD9U.DE vs. SC0H.DE - Drawdown Comparison
The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and SC0H.DE. For additional features, visit the drawdowns tool.
Volatility
XD9U.DE vs. SC0H.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Invesco MSCI USA UCITS ETF (SC0H.DE) have volatilities of 3.54% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.