PortfoliosLab logoPortfoliosLab logo
INDB.DE vs. SC06.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INDB.DE vs. SC06.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) and Invesco European Media Sector UCITS ETF (SC06.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INDB.DE achieves a 26.69% return, which is significantly higher than SC06.DE's -5.54% return. Over the past 10 years, INDB.DE has underperformed SC06.DE with an annualized return of 2.01%, while SC06.DE has yielded a comparatively higher 4.46% annualized return.


INDB.DE

1D
-1.85%
1M
2.74%
YTD
26.69%
6M
25.53%
1Y
18.81%
3Y*
19.33%
5Y*
9.34%
10Y*
2.01%

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

INDB.DE vs. SC06.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
26.69%11.71%20.74%6.80%-14.00%13.94%-16.87%1.83%-12.92%-0.72%
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 INDB.DE and SC06.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.23

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

0.26

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

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2009

0.21

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

INDB.DE vs. SC06.DE — Risk / Return Rank

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

INDB.DE
INDB.DE Risk / Return Rank: 3434
Overall Rank
INDB.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
INDB.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
INDB.DE Omega Ratio Rank: 3333
Omega Ratio Rank
INDB.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
INDB.DE Martin Ratio Rank: 3131
Martin Ratio Rank

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
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.

INDB.DE vs. SC06.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.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.


INDB.DESC06.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.11

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.22

0.86

+0.35

Calmar ratioReturn relative to maximum drawdown

1.85

-0.55

+2.40

Martin ratioReturn relative to average drawdown

4.41

-1.04

+5.45

INDB.DE vs. SC06.DE - Sharpe Ratio Comparison

The current INDB.DE Sharpe Ratio is 1.23, which is higher than the SC06.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of INDB.DE and SC06.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.


Loading charts...

Sharpe Ratios by Period


INDB.DESC06.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

-0.89

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.32

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.32

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.75

-0.30

Drawdowns

INDB.DE vs. SC06.DE - Drawdown Comparison

The maximum INDB.DE drawdown since its inception was -52.57%, 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 INDB.DE and SC06.DE.


Loading charts...

Drawdown Indicators


INDB.DESC06.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.57%

-38.98%

-13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-30.58%

+20.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-36.62%

+26.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-36.62%

+15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-38.98%

-4.45%

Current Drawdown

Current decline from peak

-2.34%

-24.67%

+22.33%

Average Drawdown

Average peak-to-trough decline

-21.63%

-9.06%

-12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

16.14%

-12.03%

Volatility

INDB.DE vs. SC06.DE - Volatility Comparison

Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) has a higher volatility of 6.10% compared to Invesco European Media Sector UCITS ETF (SC06.DE) at 5.69%. This indicates that INDB.DE's price experiences larger fluctuations and is considered to be riskier than SC06.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


INDB.DESC06.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

5.69%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

15.63%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

18.88%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

20.79%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

26.41%

-5.58%

INDB.DE vs. SC06.DE - Expense Ratio Comparison

INDB.DE has a 0.30% expense ratio, which is higher than SC06.DE's 0.20% expense ratio.


Dividends

INDB.DE vs. SC06.DE - Dividend Comparison

Neither INDB.DE nor SC06.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
0.00%0.00%5.15%2.83%5.21%4.07%0.60%
SC06.DE
Invesco European Media Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INDB.DE and SC06.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC06.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC06.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for INDB.DE.

INDB.DE tracks STOXX® Europe 600 Telecommunications, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for INDB.DE and 0.20% for SC06.DE.

Portfolio Optimizer

Find the right allocation for INDB.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