XDWI.DE vs. SC0S.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) are both Industrials Equities funds - XDWI.DE tracks the MSCI World/Materials NR USD while SC0S.DE tracks the STOXX® Europe 600 Optimised Industrial Goods & Services. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 12.01%/yr for SC0S.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDWI.DE charges 0.25%/yr vs 0.20%/yr for SC0S.DE.
Performance
XDWI.DE vs. SC0S.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 SC0S.DE's 8.38% return. Both investments have delivered pretty close results over the past 10 years, with XDWI.DE having a 12.07% annualized return and SC0S.DE not far behind at 12.01%.
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%
SC0S.DE
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 8.38%
- 6M
- 10.69%
- 1Y
- 14.05%
- 3Y*
- 18.41%
- 5Y*
- 11.43%
- 10Y*
- 12.01%
XDWI.DE vs. SC0S.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% |
SC0S.DE Invesco European Industrials Sector UCITS ETF Acc | 8.38% | 24.49% | 14.80% | 23.83% | -17.98% | 25.69% | 6.90% | 36.37% | -14.66% | 16.39% |
Correlation
The correlation between XDWI.DE and SC0S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.83 |
The correlation between XDWI.DE and SC0S.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. SC0S.DE — Risk / Return Rank
XDWI.DE
SC0S.DE
XDWI.DE vs. SC0S.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 Industrials Sector UCITS ETF Acc (SC0S.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 | SC0S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.14 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.11 | +0.99 |
| Martin ratioReturn relative to average drawdown | 7.51 | 3.85 | +3.66 |
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 | SC0S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.72 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.57 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.60 | +0.11 |
Drawdowns
XDWI.DE vs. SC0S.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, smaller than the maximum SC0S.DE drawdown of -41.83%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and SC0S.DE.
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Drawdown Indicators
| XDWI.DE | SC0S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -41.83% | +3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -12.63% | +3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -19.20% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -30.80% | +11.71% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -41.83% | +3.73% |
Current DrawdownCurrent decline from peak | -0.98% | -1.80% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -6.77% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.63% | -1.03% |
Volatility
XDWI.DE vs. SC0S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a volatility of 6.45%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than SC0S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWI.DE | SC0S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.45% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 16.29% | -4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 19.45% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 19.70% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 20.19% | -3.41% |
XDWI.DE vs. SC0S.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than SC0S.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. SC0S.DE - Dividend Comparison
Neither XDWI.DE nor SC0S.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and SC0S.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0S.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 SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDWI.DE and 0.20% for SC0S.DE.
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