IU5C.DE vs. SC0Q.DE
IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) and SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) are both Communications Equities funds - IU5C.DE tracks the S&P 500 Capped 35/20 Communication Services while SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications. Both are passively managed. Over the past 5 years, IU5C.DE returned 12.43%/yr vs 10.30%/yr for SC0Q.DE. At a 0.33 correlation, their price movements are largely independent. IU5C.DE charges 0.15%/yr vs 0.20%/yr for SC0Q.DE.
Performance
IU5C.DE vs. SC0Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IU5C.DE achieves a 3.08% return, which is significantly lower than SC0Q.DE's 28.44% return.
IU5C.DE
- 1D
- 1.39%
- 1M
- -2.99%
- YTD
- 3.08%
- 6M
- 0.70%
- 1Y
- 17.66%
- 3Y*
- 23.65%
- 5Y*
- 12.43%
- 10Y*
- —
SC0Q.DE
- 1D
- -1.92%
- 1M
- 2.81%
- YTD
- 28.44%
- 6M
- 32.46%
- 1Y
- 28.61%
- 3Y*
- 21.31%
- 5Y*
- 10.30%
- 10Y*
- 3.62%
IU5C.DE vs. SC0Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 3.08% | 12.25% | 46.75% | 50.73% | -37.12% | 31.78% | 11.48% | 35.88% | -11.68% |
SC0Q.DE Invesco European Telecoms Sector UCITS ETF | 28.44% | 18.07% | 18.98% | 5.91% | -14.81% | 15.27% | -14.17% | 4.16% | 1.56% |
Correlation
The correlation between IU5C.DE and SC0Q.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.33 |
Over the past year, the correlation between IU5C.DE and SC0Q.DE has dropped to 0.08 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
IU5C.DE vs. SC0Q.DE — Risk / Return Rank
IU5C.DE
SC0Q.DE
IU5C.DE vs. SC0Q.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 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.
| IU5C.DE | SC0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.71 | -1.40 |
| Martin ratioReturn relative to average drawdown | 7.89 | 8.87 | -0.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IU5C.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.94 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.72 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.33 | +0.40 |
Drawdowns
IU5C.DE vs. SC0Q.DE - Drawdown Comparison
The maximum IU5C.DE drawdown since its inception was -39.23%, smaller than the maximum SC0Q.DE drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and SC0Q.DE.
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Drawdown Indicators
| IU5C.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.23% | -48.95% | +9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -7.80% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.61% | -9.73% | -13.88% |
Max Drawdown (5Y)Largest decline over 5 years | -39.23% | -21.66% | -17.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -4.21% | -2.05% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -19.11% | +10.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.14% | -0.77% |
Volatility
IU5C.DE vs. SC0Q.DE - Volatility Comparison
The current volatility for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) is 4.12%, while Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a volatility of 6.36%. This indicates that IU5C.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
| IU5C.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 6.36% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 12.07% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 14.95% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 14.07% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 16.00% | +3.91% |
IU5C.DE vs. SC0Q.DE - Expense Ratio Comparison
IU5C.DE has a 0.15% expense ratio, which is lower than SC0Q.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. SC0Q.DE - Dividend Comparison
Neither IU5C.DE nor SC0Q.DE has paid dividends to shareholders.
Frequently Asked Questions
IU5C.DE and SC0Q.DE have a correlation of 0.08, 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 SC0Q.DE.
IU5C.DE tracks S&P 500 Capped 35/20 Communication Services, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for IU5C.DE and 0.20% for SC0Q.DE.
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