XWIS.L vs. SC0C.DE
XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) and SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XWIS.L is a Industrials Equities fund tracking the MSCI World Index, while SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XWIS.L returned 9.01%/yr vs 9.65%/yr for SC0C.DE. A 0.64 correlation means they provide meaningful diversification when combined. XWIS.L charges 0.25%/yr vs 0.19%/yr for SC0C.DE.
Performance
XWIS.L vs. SC0C.DE - Performance Comparison
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Different Trading Currencies
XWIS.L is traded in GBP, while SC0C.DE is traded in EUR. To make them comparable, the SC0C.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWIS.L achieves a 12.92% return, which is significantly higher than SC0C.DE's 7.64% return. Over the past 10 years, XWIS.L has underperformed SC0C.DE with an annualized return of 9.01%, while SC0C.DE has yielded a comparatively higher 9.65% annualized return.
XWIS.L
- 1D
- 0.00%
- 1M
- 0.75%
- 6M
- 7.31%
- YTD
- 12.92%
- 1Y
- 19.58%
- 3Y*
- 8.23%
- 5Y*
- 5.80%
- 10Y*
- 9.01%
SC0C.DE
- 1D
- -0.39%
- 1M
- -0.76%
- 6M
- 4.38%
- YTD
- 7.64%
- 1Y
- 19.09%
- 3Y*
- 14.40%
- 5Y*
- 9.85%
- 10Y*
- 9.65%
XWIS.L vs. SC0C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP | 12.92% | 16.99% | 14.88% | -3.06% | -13.20% | 16.55% | 11.59% | 28.78% | -15.34% | 25.19% |
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.64% | 26.94% | 3.59% | 13.23% | -5.62% | 15.73% | 3.56% | 21.65% | -9.96% | 15.58% |
Correlation
The correlation between XWIS.L and SC0C.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.64 |
The correlation between XWIS.L and SC0C.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
XWIS.L vs. SC0C.DE — Risk / Return Rank
XWIS.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SC0C.DE
XWIS.L vs. SC0C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Invesco STOXX Europe 600 UCITS ETF (SC0C.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.
| XWIS.L | SC0C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.79 | -1.08 |
| Martin ratioReturn relative to average drawdown | 1.14 | 6.45 | -5.31 |
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Drawdowns
XWIS.L vs. SC0C.DE - Drawdown Comparison
The maximum XWIS.L drawdown since its inception was -39.29%, which is greater than SC0C.DE's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for XWIS.L and SC0C.DE.
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Drawdown Indicators
| XWIS.L | SC0C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -29.54% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -10.23% | -17.32% |
Max Drawdown (3Y)Largest decline over 3 years | -27.92% | -13.86% | -14.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -17.01% | -10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | -29.54% | -9.75% |
Current DrawdownCurrent decline from peak | -15.26% | -2.50% | -12.76% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -5.01% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.17% | 2.84% | +14.33% |
Volatility
XWIS.L vs. SC0C.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a higher volatility of 4.78% compared to Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) at 3.36%. This indicates that XWIS.L's price experiences larger fluctuations and is considered to be riskier than SC0C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWIS.L | SC0C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 3.36% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.90% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.44% | 12.72% | +31.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 14.29% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 15.45% | +6.35% |
XWIS.L vs. SC0C.DE - Expense Ratio Comparison
XWIS.L has a 0.25% expense ratio, which is higher than SC0C.DE's 0.19% 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
XWIS.L vs. SC0C.DE - Dividend Comparison
Neither XWIS.L nor SC0C.DE has paid dividends to shareholders.
Frequently Asked Questions
XWIS.L and SC0C.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XWIS.L.
XWIS.L is categorized as Industrials Equities, while SC0C.DE is Europe Equities. XWIS.L tracks MSCI World Index, while SC0C.DE tracks STOXX® Europe 600. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XWIS.L and 0.19% for SC0C.DE.
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