LTCM.DE vs. SC06.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds - LTCM.DE tracks the STOXX® Europe 600 Telecommunications while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 10 years, LTCM.DE returned 4.00%/yr vs 4.46%/yr for SC06.DE. At a 0.20 correlation, their price movements are largely independent. LTCM.DE charges 0.30%/yr vs 0.20%/yr for SC06.DE.
Performance
LTCM.DE vs. SC06.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LTCM.DE achieves a 26.77% return, which is significantly higher than SC06.DE's -5.54% return. Over the past 10 years, LTCM.DE has underperformed SC06.DE with an annualized return of 4.00%, while SC06.DE has yielded a comparatively higher 4.46% annualized return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 2.86%
- YTD
- 26.77%
- 6M
- 30.24%
- 1Y
- 23.56%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
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%
LTCM.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LTCM.DE Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc | 26.77% | 15.77% | 20.76% | 7.89% | -13.99% | 14.35% | -12.67% | 5.36% | -8.87% | 0.74% |
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 LTCM.DE and SC06.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2009 | 0.20 |
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Return for Risk
LTCM.DE vs. SC06.DE — Risk / Return Rank
LTCM.DE
SC06.DE
LTCM.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 Acc (LTCM.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.
| LTCM.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.86 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | -0.55 | +3.68 |
| Martin ratioReturn relative to average drawdown | 6.46 | -1.04 | +7.50 |
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
| LTCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -0.89 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.32 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.32 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.75 | -0.53 |
Drawdowns
LTCM.DE vs. SC06.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, 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 LTCM.DE and SC06.DE.
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Drawdown Indicators
| LTCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -38.98% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -30.58% | +22.91% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -36.62% | +27.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -36.62% | +15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -38.98% | +7.07% |
Current DrawdownCurrent decline from peak | -2.38% | -24.67% | +22.29% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -9.06% | -12.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 16.14% | -12.66% |
Volatility
LTCM.DE vs. SC06.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) has a higher volatility of 6.12% compared to Invesco European Media Sector UCITS ETF (SC06.DE) at 5.69%. This indicates that LTCM.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
| LTCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 5.69% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 15.63% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 18.88% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 20.79% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 26.41% | -8.05% |
LTCM.DE vs. SC06.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is higher than SC06.DE's 0.20% expense ratio.
Dividends
LTCM.DE vs. SC06.DE - Dividend Comparison
Neither LTCM.DE nor SC06.DE has paid dividends to shareholders.
Frequently Asked Questions
LTCM.DE and SC06.DE have a correlation of 0.21, 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 LTCM.DE.
LTCM.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 LTCM.DE and 0.20% for SC06.DE.
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