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EXV2.DE vs. SC0Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV2.DE vs. SC0Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) and Invesco European Telecoms Sector UCITS ETF (SC0Q.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXV2.DE achieves a 26.64% return, which is significantly lower than SC0Q.DE's 28.44% return. Over the past 10 years, EXV2.DE has outperformed SC0Q.DE with an annualized return of 3.97%, while SC0Q.DE has yielded a comparatively lower 3.62% annualized return.


EXV2.DE

1D
-1.86%
1M
3.85%
YTD
26.64%
6M
29.99%
1Y
24.20%
3Y*
21.19%
5Y*
10.41%
10Y*
3.97%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV2.DE vs. SC0Q.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
26.64%16.14%20.74%7.73%-14.23%14.83%-12.76%5.29%-9.19%0.27%
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 EXV2.DE and SC0Q.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2009

0.95

The correlation between EXV2.DE and SC0Q.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

EXV2.DE vs. SC0Q.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXV2.DE
EXV2.DE Risk / Return Rank: 4949
Overall Rank
EXV2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXV2.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXV2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXV2.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXV2.DE Martin Ratio Rank: 4242
Martin Ratio Rank

SC0Q.DE
SC0Q.DE Risk / Return Rank: 6060
Overall Rank
SC0Q.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SC0Q.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SC0Q.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SC0Q.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SC0Q.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXV2.DE vs. SC0Q.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.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.


EXV2.DESC0Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.28

1.34

-0.06

Calmar ratioReturn relative to maximum drawdown

3.14

3.71

-0.57

Martin ratioReturn relative to average drawdown

6.51

8.87

-2.35

EXV2.DE vs. SC0Q.DE - Sharpe Ratio Comparison

The current EXV2.DE Sharpe Ratio is 1.57, which is comparable to the SC0Q.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of EXV2.DE and SC0Q.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXV2.DESC0Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.94

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.72

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.23

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.33

-0.16

Drawdowns

EXV2.DE vs. SC0Q.DE - Drawdown Comparison

The maximum EXV2.DE drawdown since its inception was -52.20%, which is greater than SC0Q.DE's maximum drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for EXV2.DE and SC0Q.DE.


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Drawdown Indicators


EXV2.DESC0Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-48.95%

-3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-7.80%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.60%

-9.73%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-21.66%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

-38.17%

+0.42%

Current Drawdown

Current decline from peak

-2.36%

-2.05%

-0.31%

Average Drawdown

Average peak-to-trough decline

-21.97%

-19.11%

-2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.14%

+0.37%

Volatility

EXV2.DE vs. SC0Q.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) is 6.03%, while Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a volatility of 6.36%. This indicates that EXV2.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


EXV2.DESC0Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

6.36%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

12.07%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

14.95%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

14.07%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

16.00%

+0.01%

EXV2.DE vs. SC0Q.DE - Expense Ratio Comparison

EXV2.DE has a 0.47% expense ratio, which is higher than SC0Q.DE's 0.20% expense ratio.


Dividends

EXV2.DE vs. SC0Q.DE - Dividend Comparison

EXV2.DE's dividend yield for the trailing twelve months is around 1.99%, while SC0Q.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
1.99%2.38%2.85%3.28%2.84%2.14%2.67%3.56%3.52%13.78%3.96%4.01%
SC0Q.DE
Invesco European Telecoms Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, EXV2.DE and SC0Q.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.47% for EXV2.DE.

EXV2.DE tracks STOXX® Europe 600 Telecommunications, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for EXV2.DE and 0.20% for SC0Q.DE.

Portfolio Optimizer

Find the right allocation for EXV2.DE and SC0Q.DE

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