DXSG.DE vs. SC06.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 4.46%/yr for SC06.DE. At a 0.27 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.20%/yr for SC06.DE.
Performance
DXSG.DE vs. SC06.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than SC06.DE's -5.54% return. Over the past 10 years, DXSG.DE has underperformed SC06.DE with an annualized return of 1.87%, while SC06.DE has yielded a comparatively higher 4.46% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
SC06.DE
- 1D
- 1.32%
- 1M
- 2.04%
- YTD
- -5.54%
- 6M
- -4.42%
- 1Y
- -17.09%
- 3Y*
- 4.36%
- 5Y*
- 4.82%
- 10Y*
- 4.46%
DXSG.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.34% | 23.56% | -4.14% | -1.89% |
Correlation
The correlation between DXSG.DE and SC06.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2009 | 0.27 |
The correlation between DXSG.DE and SC06.DE shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXSG.DE vs. SC06.DE — Risk / Return Rank
DXSG.DE
SC06.DE
DXSG.DE vs. SC06.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and Invesco European Media Sector UCITS ETF (SC06.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.
| DXSG.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.86 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.55 | +0.07 |
| Martin ratioReturn relative to average drawdown | -0.91 | -1.04 | +0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DXSG.DE | SC06.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -0.89 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.32 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.75 | -0.59 |
Drawdowns
DXSG.DE vs. SC06.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, which is greater than SC06.DE's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and SC06.DE.
Loading charts...
Drawdown Indicators
| DXSG.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -38.98% | -8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -30.58% | +13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -36.62% | +19.34% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -36.62% | +16.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -38.98% | +1.65% |
Current DrawdownCurrent decline from peak | -9.16% | -24.67% | +15.51% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -9.06% | -10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 16.14% | -7.25% |
Volatility
DXSG.DE vs. SC06.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and Invesco European Media Sector UCITS ETF (SC06.DE) have volatilities of 5.43% and 5.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSG.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.69% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 15.63% | -3.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 18.88% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 20.79% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 26.41% | -10.53% |
DXSG.DE vs. SC06.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than SC06.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
DXSG.DE vs. SC06.DE - Dividend Comparison
Neither DXSG.DE nor SC06.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and SC06.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for SC06.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.17% for DXSG.DE and 0.20% for SC06.DE.
Find the right allocation for DXSG.DE and SC06.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer