The Marvel Cinematic Universe is a franchise consisting of film and television adaptations of Marvel Comics publications produced by Marvel Studios. The franchise is notable for being the first superhero film franchise to have characters and plot points from different titles crossover.
Scarlet Witch is the twin sister of Quicksilver, and so is shared by Fox and Marvel in terms of movie rights. Despite this, she does not appear in any X-Men movies, but does appear in Avengers: Age of Ultron, portrayed by Elizabeth Olsen - sister of the infamous Mary-Kate and Ashley Olsen.