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XUHC.DE vs. SC0T.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUHC.DE vs. SC0T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) and Invesco European Health Care Sector UCITS ETF (SC0T.DE). The values are adjusted to include any dividend payments, if applicable.

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XUHC.DE vs. SC0T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
-3.60%1.47%8.81%-0.83%2.49%36.78%3.35%24.45%9.04%0.80%
SC0T.DE
Invesco European Health Care Sector UCITS ETF
-2.16%8.45%6.96%5.35%-7.56%25.20%-1.18%32.22%-1.43%-1.64%

Returns By Period

In the year-to-date period, XUHC.DE achieves a -3.60% return, which is significantly lower than SC0T.DE's -2.16% return.


XUHC.DE

1D
1.10%
1M
-5.26%
YTD
-3.60%
6M
5.28%
1Y
-3.37%
3Y*
3.77%
5Y*
6.46%
10Y*

SC0T.DE

1D
1.41%
1M
-4.36%
YTD
-2.16%
6M
2.26%
1Y
2.77%
3Y*
4.64%
5Y*
6.31%
10Y*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUHC.DE vs. SC0T.DE - Expense Ratio Comparison

XUHC.DE has a 0.12% expense ratio, which is lower than SC0T.DE's 0.20% expense ratio. Despite the difference, 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

XUHC.DE vs. SC0T.DE — Risk / Return Rank

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

XUHC.DE
XUHC.DE Risk / Return Rank: 88
Overall Rank
XUHC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XUHC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XUHC.DE Omega Ratio Rank: 88
Omega Ratio Rank
XUHC.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XUHC.DE Martin Ratio Rank: 99
Martin Ratio Rank

SC0T.DE
SC0T.DE Risk / Return Rank: 1616
Overall Rank
SC0T.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SC0T.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SC0T.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC0T.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
SC0T.DE Martin Ratio Rank: 1818
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.

XUHC.DE vs. SC0T.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) and Invesco European Health Care Sector UCITS ETF (SC0T.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.


XUHC.DESC0T.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.19

0.15

-0.34

Sortino ratio

Return per unit of downside risk

-0.15

0.33

-0.48

Omega ratio

Gain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.16

0.34

-0.50

Martin ratio

Return relative to average drawdown

-0.31

1.02

-1.32

XUHC.DE vs. SC0T.DE - Sharpe Ratio Comparison

The current XUHC.DE Sharpe Ratio is -0.19, which is lower than the SC0T.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of XUHC.DE and SC0T.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUHC.DESC0T.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

0.15

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.43

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.65

-0.09

Correlation

The correlation between XUHC.DE and SC0T.DE is 0.64, 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

XUHC.DE vs. SC0T.DE - Dividend Comparison

XUHC.DE's dividend yield for the trailing twelve months is around 1.31%, while SC0T.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
XUHC.DE
Xtrackers MSCI USA Health Care UCITS ETF 1D
1.31%1.29%1.21%1.86%1.63%0.82%1.13%0.96%0.55%
SC0T.DE
Invesco European Health Care Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUHC.DE vs. SC0T.DE - Drawdown Comparison

The maximum XUHC.DE drawdown since its inception was -26.87%, roughly equal to the maximum SC0T.DE drawdown of -26.52%. Use the drawdown chart below to compare losses from any high point for XUHC.DE and SC0T.DE.


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Drawdown Indicators


XUHC.DESC0T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.87%

-26.52%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.82%

-12.87%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-21.67%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

Current Drawdown

Current decline from peak

-9.61%

-8.27%

-1.34%

Average Drawdown

Average peak-to-trough decline

-4.96%

-6.00%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.22%

4.33%

+2.89%

Volatility

XUHC.DE vs. SC0T.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA Health Care UCITS ETF 1D (XUHC.DE) is 4.07%, while Invesco European Health Care Sector UCITS ETF (SC0T.DE) has a volatility of 4.86%. This indicates that XUHC.DE experiences smaller price fluctuations and is considered to be less risky than SC0T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUHC.DESC0T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

4.86%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

11.08%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

18.40%

-0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.61%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

15.35%

+0.77%