XDWM.DE vs. SC01.DE
Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Invesco European Construction Sector UCITS ETF (SC01.DE).
XDWM.DE and SC01.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 16, 2016. SC01.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Construction & Materials. It was launched on Jul 7, 2009. Both XDWM.DE and SC01.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.
Performance
XDWM.DE vs. SC01.DE - Performance Comparison
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XDWM.DE vs. SC01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 11.13% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 13.08% |
SC01.DE Invesco European Construction Sector UCITS ETF | -4.05% | 24.01% | 7.02% | 34.08% | -17.94% | 32.21% | -1.77% | 44.55% | -20.32% | 10.70% |
Returns By Period
In the year-to-date period, XDWM.DE achieves a 11.13% return, which is significantly higher than SC01.DE's -4.05% return. Over the past 10 years, XDWM.DE has outperformed SC01.DE with an annualized return of 11.13%, while SC01.DE has yielded a comparatively lower 9.91% annualized return.
XDWM.DE
- 1D
- -0.48%
- 1M
- -2.59%
- YTD
- 11.13%
- 6M
- 18.57%
- 1Y
- 24.73%
- 3Y*
- 10.17%
- 5Y*
- 8.47%
- 10Y*
- 11.13%
SC01.DE
- 1D
- -0.73%
- 1M
- -4.98%
- YTD
- -4.05%
- 6M
- 1.16%
- 1Y
- 9.10%
- 3Y*
- 14.34%
- 5Y*
- 10.44%
- 10Y*
- 9.91%
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XDWM.DE vs. SC01.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than SC01.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%.
Return for Risk
XDWM.DE vs. SC01.DE — Risk / Return Rank
XDWM.DE
SC01.DE
XDWM.DE vs. SC01.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Invesco European Construction Sector UCITS ETF (SC01.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.
| XDWM.DE | SC01.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.45 | +0.88 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.74 | +1.08 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.09 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.80 | +1.40 |
Martin ratioReturn relative to average drawdown | 10.28 | 2.72 | +7.56 |
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
| XDWM.DE | SC01.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.45 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.55 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.64 | -0.03 |
Correlation
The correlation between XDWM.DE and SC01.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XDWM.DE vs. SC01.DE - Dividend Comparison
Neither XDWM.DE nor SC01.DE has paid dividends to shareholders.
Drawdowns
XDWM.DE vs. SC01.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum SC01.DE drawdown of -37.00%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and SC01.DE.
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Drawdown Indicators
| XDWM.DE | SC01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -37.00% | +3.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -15.23% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -28.80% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -37.00% | +3.09% |
Current DrawdownCurrent decline from peak | -5.94% | -10.94% | +5.00% |
Average DrawdownAverage peak-to-trough decline | -5.51% | -6.95% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 4.48% | -1.56% |
Volatility
XDWM.DE vs. SC01.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Invesco European Construction Sector UCITS ETF (SC01.DE) have volatilities of 8.40% and 8.07%, 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
| XDWM.DE | SC01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 8.07% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 13.39% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 20.38% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 19.87% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 24.94% | -7.42% |