XDWD.DE vs. SC0J.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and SC0J.DE (Invesco MSCI World UCITS ETF Acc) are both Global Equities funds tracking the MSCI World, from Xtrackers and Invesco respectively. Both are passively managed. Over the past 10 years, XDWD.DE returned 12.83%/yr vs 12.86%/yr for SC0J.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.19% expense ratio.
Performance
XDWD.DE vs. SC0J.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDWD.DE having a 10.91% return and SC0J.DE slightly higher at 10.95%. Both investments have delivered pretty close results over the past 10 years, with XDWD.DE having a 12.83% annualized return and SC0J.DE not far ahead at 12.86%.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
XDWD.DE vs. SC0J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 31.45% | -5.00% | 7.71% |
Correlation
The correlation between XDWD.DE and SC0J.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 1.00 |
The correlation between XDWD.DE and SC0J.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. SC0J.DE — Risk / Return Rank
XDWD.DE
SC0J.DE
XDWD.DE vs. SC0J.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and Invesco MSCI World UCITS ETF Acc (SC0J.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.
| XDWD.DE | SC0J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 3.66 | -0.02 |
| Martin ratioReturn relative to average drawdown | 14.44 | 14.66 | -0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWD.DE | SC0J.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.14 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.91 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.87 | -0.09 |
Drawdowns
XDWD.DE vs. SC0J.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum SC0J.DE drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and SC0J.DE.
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Drawdown Indicators
| XDWD.DE | SC0J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -33.91% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -6.52% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -21.66% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -21.66% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -33.91% | +0.36% |
Current DrawdownCurrent decline from peak | -0.33% | -0.33% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -4.23% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.63% | +0.02% |
Volatility
XDWD.DE vs. SC0J.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and Invesco MSCI World UCITS ETF Acc (SC0J.DE) have volatilities of 2.60% and 2.62%, 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.
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Volatility by Period
| XDWD.DE | SC0J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 2.62% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 7.78% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 11.15% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.15% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 15.09% | +0.07% |
XDWD.DE vs. SC0J.DE - Expense Ratio Comparison
Both XDWD.DE and SC0J.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWD.DE vs. SC0J.DE - Dividend Comparison
Neither XDWD.DE nor SC0J.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, XDWD.DE and SC0J.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE and SC0J.DE have the same expense ratio: 0.19% per year.
Both ETFs track MSCI World. They also come from different issuers: Xtrackers and Invesco.
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