XECT.DE vs. SC0D.DE
XECT.DE (Xtrackers MSCI Europe Climate Transition UCITS ETF 1C) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XECT.DE tracks the MSCI Europe NR EUR while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 3 years, XECT.DE returned 11.71%/yr vs 14.90%/yr for SC0D.DE. Their correlation of 0.91 suggests significant overlap in exposure. XECT.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
XECT.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XECT.DE having a 6.46% return and SC0D.DE slightly higher at 6.51%.
XECT.DE
- 1D
- -0.56%
- 1M
- 4.21%
- YTD
- 6.46%
- 6M
- 9.40%
- 1Y
- 14.72%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
SC0D.DE
- 1D
- -0.89%
- 1M
- 6.18%
- YTD
- 6.51%
- 6M
- 8.38%
- 1Y
- 15.49%
- 3Y*
- 14.90%
- 5Y*
- 11.19%
- 10Y*
- 10.31%
XECT.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XECT.DE Xtrackers MSCI Europe Climate Transition UCITS ETF 1C | 6.46% | 16.87% | 7.18% | 7.63% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 6.51% | 22.01% | 10.91% | 8.55% |
Correlation
The correlation between XECT.DE and SC0D.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.91 |
The correlation between XECT.DE and SC0D.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
XECT.DE vs. SC0D.DE — Risk / Return Rank
XECT.DE
SC0D.DE
XECT.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| XECT.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.18 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.41 | -0.10 |
| Martin ratioReturn relative to average drawdown | 4.80 | 4.81 | -0.01 |
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
| XECT.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.97 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.46 | +0.44 |
Drawdowns
XECT.DE vs. SC0D.DE - Drawdown Comparison
The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XECT.DE and SC0D.DE.
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Drawdown Indicators
| XECT.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.63% | -38.50% | +21.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.20% | -10.93% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.63% | -16.54% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -2.31% | -1.25% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -7.22% | +4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.21% | -0.15% |
Volatility
XECT.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) is 5.02%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 5.56%. This indicates that XECT.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XECT.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 5.56% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 12.93% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 15.94% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.06% | 17.52% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 18.27% | -5.21% |
XECT.DE vs. SC0D.DE - Expense Ratio Comparison
XECT.DE has a 0.12% expense ratio, which is higher than SC0D.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%.
Dividends
XECT.DE vs. SC0D.DE - Dividend Comparison
Neither XECT.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
XECT.DE and SC0D.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for XECT.DE.
XECT.DE tracks MSCI Europe NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.12% for XECT.DE and 0.05% for SC0D.DE.
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