XWTS.DE vs. SC0Q.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) are both Communications Equities funds - XWTS.DE tracks the MSCI World/Comm Services NR USD while SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 3.62%/yr for SC0Q.DE. At a 0.40 correlation, their price movements are largely independent. XWTS.DE charges 0.25%/yr vs 0.20%/yr for SC0Q.DE.
Performance
XWTS.DE vs. SC0Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWTS.DE achieves a 4.97% return, which is significantly lower than SC0Q.DE's 28.44% return. Over the past 10 years, XWTS.DE has outperformed SC0Q.DE with an annualized return of 10.59%, while SC0Q.DE has yielded a comparatively lower 3.62% annualized return.
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
SC0Q.DE
- 1D
- -1.92%
- 1M
- 3.62%
- YTD
- 28.44%
- 6M
- 31.77%
- 1Y
- 29.09%
- 3Y*
- 21.31%
- 5Y*
- 10.30%
- 10Y*
- 3.62%
XWTS.DE vs. SC0Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
SC0Q.DE Invesco European Telecoms Sector UCITS ETF | 28.44% | 18.07% | 18.98% | 5.91% | -14.81% | 15.27% | -14.17% | 4.16% | -8.37% | -0.09% |
Correlation
The correlation between XWTS.DE and SC0Q.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.40 |
Over the past year, the correlation between XWTS.DE and SC0Q.DE has dropped to 0.13 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
XWTS.DE vs. SC0Q.DE — Risk / Return Rank
XWTS.DE
SC0Q.DE
XWTS.DE vs. SC0Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and Invesco European Telecoms Sector UCITS ETF (SC0Q.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.
| XWTS.DE | SC0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.71 | -1.28 |
| Martin ratioReturn relative to average drawdown | 9.13 | 8.87 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWTS.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.94 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.72 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.23 | +0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.33 | +0.30 |
Drawdowns
XWTS.DE vs. SC0Q.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum SC0Q.DE drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and SC0Q.DE.
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Drawdown Indicators
| XWTS.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -48.95% | +12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -7.80% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -9.73% | -14.21% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -21.66% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -38.17% | +1.51% |
Current DrawdownCurrent decline from peak | -3.18% | -2.05% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -19.11% | +10.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.14% | -0.69% |
Volatility
XWTS.DE vs. SC0Q.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a volatility of 6.36%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than SC0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWTS.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 6.36% | -2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 12.07% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 14.95% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 14.07% | +4.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 16.00% | +1.73% |
XWTS.DE vs. SC0Q.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% expense ratio, which is higher than SC0Q.DE's 0.20% 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
XWTS.DE vs. SC0Q.DE - Dividend Comparison
Neither XWTS.DE nor SC0Q.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and SC0Q.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0Q.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Q.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.
XWTS.DE tracks MSCI World/Comm Services NR USD, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XWTS.DE and 0.20% for SC0Q.DE.
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