XESC.DE vs. SC0D.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XESC.DE tracks the MSCI EMU NR EUR while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, XESC.DE returned 11.07%/yr vs 10.85%/yr for SC0D.DE. With a 0.97 correlation, they move nearly in lockstep. XESC.DE charges 0.09%/yr vs 0.05%/yr for SC0D.DE.
Performance
XESC.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XESC.DE achieves a 10.61% return, which is significantly higher than SC0D.DE's 9.71% return. Both investments have delivered pretty close results over the past 10 years, with XESC.DE having a 11.07% annualized return and SC0D.DE not far behind at 10.85%.
XESC.DE
- 1D
- 0.00%
- 1M
- -0.14%
- 6M
- 6.37%
- YTD
- 10.61%
- 1Y
- 19.76%
- 3Y*
- 16.03%
- 5Y*
- 12.49%
- 10Y*
- 11.07%
SC0D.DE
- 1D
- -0.83%
- 1M
- -1.04%
- 6M
- 5.51%
- YTD
- 9.71%
- 1Y
- 18.75%
- 3Y*
- 15.56%
- 5Y*
- 12.12%
- 10Y*
- 10.85%
XESC.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.61% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 9.71% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.06% | 10.07% |
Correlation
The correlation between XESC.DE and SC0D.DE is 0.99 - 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 | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
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 Mar 18, 2009 | 0.97 |
The correlation between XESC.DE and SC0D.DE has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.
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Return for Risk
XESC.DE vs. SC0D.DE — Risk / Return Rank
XESC.DE
SC0D.DE
XESC.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XESC.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.71 | +0.11 |
| Martin ratioReturn relative to average drawdown | 6.37 | 6.00 | +0.36 |
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Drawdowns
XESC.DE vs. SC0D.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -46.74%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XESC.DE and SC0D.DE.
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Drawdown Indicators
| XESC.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -38.50% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -10.93% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -16.54% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -23.38% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -38.50% | -0.01% |
Current DrawdownCurrent decline from peak | -1.98% | -2.85% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -7.06% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.12% | -0.01% |
Volatility
XESC.DE vs. SC0D.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 3.98% and 4.14%, 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
| XESC.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.14% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 13.36% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 16.12% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 17.55% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.90% | +0.01% |
XESC.DE vs. SC0D.DE - Expense Ratio Comparison
XESC.DE has a 0.09% 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
XESC.DE vs. SC0D.DE - Dividend Comparison
Neither XESC.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, XESC.DE and SC0D.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.
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 0.09% for XESC.DE.
XESC.DE tracks MSCI EMU NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.09% for XESC.DE and 0.05% for SC0D.DE.
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