XZEC.DE vs. SC04.DE
XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) and SC04.DE (Invesco European Household Sector UCITS ETF) are both Consumer Staples Equities funds - XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select while SC04.DE tracks the STOXX® Europe 600 Optimised Personal & Household Goods. Both are passively managed. Over the past 3 years, XZEC.DE returned 2.19%/yr vs -0.12%/yr for SC04.DE. Their correlation of 0.86 suggests significant overlap in exposure. XZEC.DE charges 0.17%/yr vs 0.20%/yr for SC04.DE.
Performance
XZEC.DE vs. SC04.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEC.DE achieves a 3.52% return, which is significantly higher than SC04.DE's -10.69% return.
XZEC.DE
- 1D
- 1.36%
- 1M
- 3.79%
- YTD
- 3.52%
- 6M
- 4.05%
- 1Y
- 11.05%
- 3Y*
- 2.19%
- 5Y*
- —
- 10Y*
- —
SC04.DE
- 1D
- -0.09%
- 1M
- 2.35%
- YTD
- -10.69%
- 6M
- -10.49%
- 1Y
- -4.17%
- 3Y*
- -0.12%
- 5Y*
- 0.82%
- 10Y*
- 4.39%
XZEC.DE vs. SC04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF | 3.52% | 1.95% | 3.52% | 16.28% | -16.49% | 0.39% |
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 3.31% |
Correlation
The correlation between XZEC.DE and SC04.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.86 |
The correlation between XZEC.DE and SC04.DE has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.
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Return for Risk
XZEC.DE vs. SC04.DE — Risk / Return Rank
XZEC.DE
SC04.DE
XZEC.DE vs. SC04.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Invesco European Household Sector UCITS ETF (SC04.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.
| XZEC.DE | SC04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | -0.27 | +1.25 |
| Martin ratioReturn relative to average drawdown | 2.63 | -0.63 | +3.26 |
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
| XZEC.DE | SC04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.25 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.58 | -0.51 |
Drawdowns
XZEC.DE vs. SC04.DE - Drawdown Comparison
The maximum XZEC.DE drawdown since its inception was -30.22%, roughly equal to the maximum SC04.DE drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and SC04.DE.
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Drawdown Indicators
| XZEC.DE | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.22% | -29.42% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -15.34% | +4.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.79% | -17.60% | -6.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.42% | — |
Current DrawdownCurrent decline from peak | -4.58% | -12.83% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -5.57% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 6.64% | -2.45% |
Volatility
XZEC.DE vs. SC04.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 5.37%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than SC04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEC.DE | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 5.37% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 13.25% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 16.34% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 17.15% | +2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.02% | 16.97% | +3.05% |
XZEC.DE vs. SC04.DE - Expense Ratio Comparison
XZEC.DE has a 0.17% expense ratio, which is lower than SC04.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%.
Dividends
XZEC.DE vs. SC04.DE - Dividend Comparison
Neither XZEC.DE nor SC04.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEC.DE and SC04.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC04.DE.
XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while SC04.DE tracks STOXX® Europe 600 Optimised Personal & Household Goods. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for XZEC.DE and 0.20% for SC04.DE.
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