XSXE.DE vs. SC0D.DE
XSXE.DE (Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - XSXE.DE tracks the STOXX Europe 600 Index (EUR Hedged) while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, XSXE.DE returned 9.89%/yr vs 12.52%/yr for SC0D.DE. With a 0.95 correlation, they move nearly in lockstep. XSXE.DE charges 0.25%/yr vs 0.05%/yr for SC0D.DE.
Performance
XSXE.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXE.DE achieves a 11.68% return, which is significantly lower than SC0D.DE's 12.92% return.
XSXE.DE
- 1D
- 0.64%
- 1M
- 5.20%
- 6M
- 10.95%
- YTD
- 11.68%
- 1Y
- 22.30%
- 3Y*
- 14.79%
- 5Y*
- 9.89%
- 10Y*
- —
SC0D.DE
- 1D
- 0.81%
- 1M
- 6.02%
- 6M
- 11.84%
- YTD
- 12.92%
- 1Y
- 23.04%
- 3Y*
- 16.55%
- 5Y*
- 12.52%
- 10Y*
- 11.64%
XSXE.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) | 11.68% | 21.25% | 7.59% | 14.31% | -9.71% | 21.70% | -0.75% | 25.76% | -10.80% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 12.92% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.59% |
Correlation
The correlation between XSXE.DE and SC0D.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.95 |
The correlation between XSXE.DE and SC0D.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
XSXE.DE vs. SC0D.DE — Risk / Return Rank
XSXE.DE
SC0D.DE
XSXE.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.
| XSXE.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.10 | +0.22 |
| Martin ratioReturn relative to average drawdown | 8.95 | 7.31 | +1.64 |
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Drawdowns
XSXE.DE vs. SC0D.DE - Drawdown Comparison
The maximum XSXE.DE drawdown since its inception was -33.65%, smaller than the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and SC0D.DE.
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Drawdown Indicators
| XSXE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -38.50% | +4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -10.93% | +1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -16.54% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -23.38% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -7.07% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.14% | -0.66% |
Volatility
XSXE.DE vs. SC0D.DE - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) is 3.09%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 3.94%. This indicates that XSXE.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
| XSXE.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.94% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 13.30% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 16.08% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 17.57% | -3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 17.93% | -2.10% |
XSXE.DE vs. SC0D.DE - Expense Ratio Comparison
XSXE.DE has a 0.25% 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
XSXE.DE vs. SC0D.DE - Dividend Comparison
Neither XSXE.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, XSXE.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 0.25% for XSXE.DE.
XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XSXE.DE and 0.05% for SC0D.DE.
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