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

Performance

INDB.DE vs. SC0Q.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 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, INDB.DE achieves a 26.69% return, which is significantly lower than SC0Q.DE's 28.44% return. Over the past 10 years, INDB.DE has underperformed SC0Q.DE with an annualized return of 2.01%, while SC0Q.DE has yielded a comparatively higher 3.62% annualized return.


INDB.DE

1D
-1.85%
1M
3.62%
YTD
26.69%
6M
24.87%
1Y
19.59%
3Y*
19.33%
5Y*
9.34%
10Y*
2.01%

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)

INDB.DE vs. SC0Q.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%
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 INDB.DE and SC0Q.DE is 0.96 - 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

0.96

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

0.79

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

0.73

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

0.65

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

0.58

Over the past year, INDB.DE and SC0Q.DE have become more correlated (0.96) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

INDB.DE vs. SC0Q.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

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.

INDB.DE vs. SC0Q.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 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.


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

-0.71

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

1.85

3.71

-1.86

Martin ratioReturn relative to average drawdown

4.41

8.87

-4.45

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

The current INDB.DE Sharpe Ratio is 1.23, which is lower than the SC0Q.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of INDB.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


INDB.DESC0Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.94

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.23

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.33

+0.12

Drawdowns

INDB.DE vs. SC0Q.DE - Drawdown Comparison

The maximum INDB.DE drawdown since its inception was -52.57%, 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 INDB.DE and SC0Q.DE.


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Drawdown Indicators


INDB.DESC0Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.57%

-48.95%

-3.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-7.80%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-10.53%

-9.73%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-21.66%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-43.43%

-38.17%

-5.26%

Current Drawdown

Current decline from peak

-2.34%

-2.05%

-0.29%

Average Drawdown

Average peak-to-trough decline

-21.63%

-19.11%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

3.14%

+0.97%

Volatility

INDB.DE vs. SC0Q.DE - Volatility Comparison

Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) and Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) have volatilities of 6.10% and 6.36%, 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.


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Volatility by Period


INDB.DESC0Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

6.36%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

12.07%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

14.95%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

14.07%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

16.00%

+4.83%

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

INDB.DE has a 0.30% expense ratio, which is higher than SC0Q.DE's 0.20% expense ratio.


Dividends

INDB.DE vs. SC0Q.DE - Dividend Comparison

Neither INDB.DE nor SC0Q.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%
SC0Q.DE
Invesco European Telecoms Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, INDB.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 0.30% for INDB.DE.

INDB.DE tracks STOXX® Europe 600 Telecommunications, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for INDB.DE and 0.20% for SC0Q.DE.

Portfolio Optimizer

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