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IU5C.DE vs. SC06.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU5C.DE vs. SC06.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and Invesco European Media Sector UCITS ETF (SC06.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, IU5C.DE achieves a -1.92% return, which is significantly higher than SC06.DE's -5.54% return.


IU5C.DE

1D
-1.67%
1M
-7.46%
YTD
-1.92%
6M
-1.51%
1Y
11.98%
3Y*
22.62%
5Y*
10.47%
10Y*

SC06.DE

1D
0.97%
1M
-0.47%
YTD
-5.54%
6M
-4.62%
1Y
-13.23%
3Y*
4.10%
5Y*
4.50%
10Y*
6.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU5C.DE vs. SC06.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
-1.92%12.24%46.78%50.62%-37.06%31.68%11.45%36.10%-22.22%
SC06.DE
Invesco European Media Sector UCITS ETF
-5.54%-12.40%17.82%25.27%-9.94%31.36%-6.89%22.24%-7.35%

Correlation

The correlation between IU5C.DE and SC06.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.31

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

0.42

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2018

0.45

Over the past year, the correlation between IU5C.DE and SC06.DE has dropped to 0.23 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

IU5C.DE vs. SC06.DE — Risk / Return Rank

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

IU5C.DE
IU5C.DE Risk / Return Rank: 2626
Overall Rank
IU5C.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 3131
Martin Ratio Rank

SC06.DE
SC06.DE Risk / Return Rank: 55
Overall Rank
SC06.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 44
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 55
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.

IU5C.DE vs. SC06.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IU5C.DESC06.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.14

0.89

+0.25

Calmar ratioReturn relative to maximum drawdown

1.35

-0.47

+1.82

Martin ratioReturn relative to average drawdown

4.23

-0.93

+5.16

IU5C.DE vs. SC06.DE - Sharpe Ratio Comparison

The current IU5C.DE Sharpe Ratio is 0.83, which is higher than the SC06.DE Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of IU5C.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.


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Drawdowns

IU5C.DE vs. SC06.DE - Drawdown Comparison

The maximum IU5C.DE drawdown since its inception was -39.29%, roughly equal to the maximum SC06.DE drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and SC06.DE.


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Drawdown Indicators


IU5C.DESC06.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.29%

-39.38%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-28.29%

+19.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.62%

-36.59%

+12.97%

Max Drawdown (5Y)

Largest decline over 5 years

-39.29%

-36.59%

-2.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.38%

Current Drawdown

Current decline from peak

-8.82%

-24.67%

+15.85%

Average Drawdown

Average peak-to-trough decline

-9.64%

-8.29%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

14.21%

-11.39%

Volatility

IU5C.DE vs. SC06.DE - Volatility Comparison

iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 5.45% compared to Invesco European Media Sector UCITS ETF (SC06.DE) at 4.69%. This indicates that IU5C.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.


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Volatility by Period


IU5C.DESC06.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

4.69%

+0.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

15.44%

-5.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

18.59%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

17.18%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

17.47%

+3.07%

IU5C.DE vs. SC06.DE - Expense Ratio Comparison

IU5C.DE has a 0.15% 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

IU5C.DE vs. SC06.DE - Dividend Comparison

Neither IU5C.DE nor SC06.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IU5C.DE and SC06.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC06.DE.

IU5C.DE tracks S&P 500 Capped 35/20 Communication Services, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IU5C.DE and 0.20% for SC06.DE.

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