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XNZE.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XNZE.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XNZE.DE achieves a 9.92% return, which is significantly higher than SC0D.DE's 7.29% return.


XNZE.DE

1D
0.62%
1M
4.62%
YTD
9.92%
6M
10.75%
1Y
14.11%
3Y*
11.48%
5Y*
10Y*

SC0D.DE

1D
0.74%
1M
1.96%
YTD
7.29%
6M
8.66%
1Y
15.55%
3Y*
15.50%
5Y*
11.35%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XNZE.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XNZE.DE
Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C
9.92%13.33%5.47%20.66%-1.63%
SC0D.DE
Invesco EURO STOXX 50 UCITS ETF
7.29%22.01%10.91%22.46%4.67%

Correlation

The correlation between XNZE.DE and SC0D.DE is 0.95 - 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2022

0.96

The correlation between XNZE.DE and SC0D.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

XNZE.DE vs. SC0D.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XNZE.DE
XNZE.DE Risk / Return Rank: 2828
Overall Rank
XNZE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XNZE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNZE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNZE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XNZE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XNZE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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.


XNZE.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.18

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.25

1.43

-0.18

Martin ratioReturn relative to average drawdown

4.26

4.87

-0.61

XNZE.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current XNZE.DE Sharpe Ratio is 0.94, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XNZE.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XNZE.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.98

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.46

+0.18

Drawdowns

XNZE.DE vs. SC0D.DE - Drawdown Comparison

The maximum XNZE.DE drawdown since its inception was -18.68%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XNZE.DE and SC0D.DE.


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Drawdown Indicators


XNZE.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-38.50%

+19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-10.93%

-0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-16.54%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

Current Drawdown

Current decline from peak

-0.34%

-0.53%

+0.19%

Average Drawdown

Average peak-to-trough decline

-4.16%

-7.22%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.21%

+0.16%

Volatility

XNZE.DE vs. SC0D.DE - Volatility Comparison

Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 5.15% and 4.94%, 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


XNZE.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

4.94%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

12.94%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

15.95%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

17.53%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

18.27%

-1.43%

XNZE.DE vs. SC0D.DE - Expense Ratio Comparison

XNZE.DE has a 0.15% 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

XNZE.DE vs. SC0D.DE - Dividend Comparison

Neither XNZE.DE nor SC0D.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XNZE.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 0.15% for XNZE.DE.

XNZE.DE tracks MSCI EMU NR EUR, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.15% for XNZE.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

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