XDWI.DE vs. SC00.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - XDWI.DE tracks the MSCI World/Materials NR USD while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 5.98%/yr for SC00.DE. A 0.51 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.20%/yr for SC00.DE.
Performance
XDWI.DE vs. SC00.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWI.DE achieves a 12.20% return, which is significantly higher than SC00.DE's 10.32% return. Over the past 10 years, XDWI.DE has outperformed SC00.DE with an annualized return of 12.07%, while SC00.DE has yielded a comparatively lower 5.98% annualized return.
XDWI.DE
- 1D
- 0.11%
- 1M
- 1.18%
- YTD
- 12.20%
- 6M
- 13.38%
- 1Y
- 19.56%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
SC00.DE
- 1D
- -0.03%
- 1M
- 0.84%
- YTD
- 10.32%
- 6M
- 11.51%
- 1Y
- -3.93%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
XDWI.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 20.69% | 10.10% | 32.92% | -15.65% | 14.07% |
Correlation
The correlation between XDWI.DE and SC00.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.51 |
The correlation between XDWI.DE and SC00.DE shifts across timeframes, from 0.32 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDWI.DE vs. SC00.DE — Risk / Return Rank
XDWI.DE
SC00.DE
XDWI.DE vs. SC00.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.
| XDWI.DE | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.97 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | -0.25 | +2.35 |
| Martin ratioReturn relative to average drawdown | 7.51 | -0.41 | +7.92 |
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
| XDWI.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | -0.24 | +1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.00 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.40 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.57 | +0.14 |
Drawdowns
XDWI.DE vs. SC00.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and SC00.DE.
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Drawdown Indicators
| XDWI.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -30.50% | -7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -15.66% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -20.01% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -26.73% | +7.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -30.50% | -7.60% |
Current DrawdownCurrent decline from peak | -0.98% | -9.93% | +8.95% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -8.41% | +4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 9.64% | -7.04% |
Volatility
XDWI.DE vs. SC00.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.DE) have volatilities of 3.96% and 3.95%, 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
| XDWI.DE | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.95% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 12.23% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 16.14% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 17.64% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 19.77% | -2.99% |
XDWI.DE vs. SC00.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than SC00.DE's 0.20% 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
XDWI.DE vs. SC00.DE - Dividend Comparison
Neither XDWI.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and SC00.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC00.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC00.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE tracks MSCI World/Materials NR USD, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDWI.DE and 0.20% for SC00.DE.
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