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XUIN.DE vs. SC00.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUIN.DE vs. SC00.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.DE). The values are adjusted to include any dividend payments, if applicable.

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XUIN.DE vs. SC00.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
7.20%6.01%23.58%16.69%-1.88%32.02%
SC00.DE
Invesco European Chemicals Sector UCITS ETF
5.20%-5.68%-7.91%14.24%-15.93%21.84%

Returns By Period

In the year-to-date period, XUIN.DE achieves a 7.20% return, which is significantly higher than SC00.DE's 5.20% return.


XUIN.DE

1D
2.95%
1M
-6.14%
YTD
7.20%
6M
8.87%
1Y
17.69%
3Y*
17.21%
5Y*
12.65%
10Y*

SC00.DE

1D
0.12%
1M
-0.94%
YTD
5.20%
6M
2.86%
1Y
-4.13%
3Y*
0.70%
5Y*
-0.20%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUIN.DE vs. SC00.DE - Expense Ratio Comparison

XUIN.DE has a 0.12% expense ratio, which is lower than SC00.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

XUIN.DE vs. SC00.DE — Risk / Return Rank

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

XUIN.DE
XUIN.DE Risk / Return Rank: 5353
Overall Rank
XUIN.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUIN.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XUIN.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XUIN.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
XUIN.DE Martin Ratio Rank: 5555
Martin Ratio Rank

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
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.

XUIN.DE vs. SC00.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.


XUIN.DESC00.DEDifference

Sharpe ratio

Return per unit of total volatility

0.94

-0.23

+1.17

Sortino ratio

Return per unit of downside risk

1.38

-0.21

+1.59

Omega ratio

Gain probability vs. loss probability

1.19

0.97

+0.22

Calmar ratio

Return relative to maximum drawdown

1.97

-0.25

+2.22

Martin ratio

Return relative to average drawdown

6.14

-0.42

+6.56

XUIN.DE vs. SC00.DE - Sharpe Ratio Comparison

The current XUIN.DE Sharpe Ratio is 0.94, which is higher than the SC00.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of XUIN.DE and SC00.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


XUIN.DESC00.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

-0.23

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

-0.01

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.56

+0.37

Correlation

The correlation between XUIN.DE and SC00.DE is 0.42, 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

XUIN.DE vs. SC00.DE - Dividend Comparison

XUIN.DE's dividend yield for the trailing twelve months is around 0.96%, while SC00.DE has not paid dividends to shareholders.


TTM2025202420232022
XUIN.DE
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.96%1.07%1.07%1.20%0.65%
SC00.DE
Invesco European Chemicals Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUIN.DE vs. SC00.DE - Drawdown Comparison

The maximum XUIN.DE drawdown since its inception was -22.79%, smaller than the maximum SC00.DE drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for XUIN.DE and SC00.DE.


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Drawdown Indicators


XUIN.DESC00.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.79%

-30.50%

+7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-15.66%

+2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.79%

-26.73%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

Current Drawdown

Current decline from peak

-6.14%

-14.11%

+7.97%

Average Drawdown

Average peak-to-trough decline

-3.86%

-8.38%

+4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

9.42%

-6.59%

Volatility

XUIN.DE vs. SC00.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.DE) is 5.25%, while Invesco European Chemicals Sector UCITS ETF (SC00.DE) has a volatility of 6.63%. This indicates that XUIN.DE experiences smaller price fluctuations and is considered to be less risky than SC00.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUIN.DESC00.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.63%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

12.59%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

17.62%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.57%

17.69%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

19.93%

-3.22%