LTCM.DE vs. SC0Q.DE
LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) and SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) are both Communications Equities funds - LTCM.DE tracks the STOXX® Europe 600 Telecommunications while SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications. Both are passively managed. Over the past 10 years, LTCM.DE returned 4.00%/yr vs 3.62%/yr for SC0Q.DE. A 0.74 correlation means they provide meaningful diversification when combined. LTCM.DE charges 0.30%/yr vs 0.20%/yr for SC0Q.DE.
Performance
LTCM.DE vs. SC0Q.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 lower than SC0Q.DE's 28.44% return. Over the past 10 years, LTCM.DE has outperformed SC0Q.DE with an annualized return of 4.00%, while SC0Q.DE has yielded a comparatively lower 3.62% annualized return.
LTCM.DE
- 1D
- -1.92%
- 1M
- 3.88%
- YTD
- 26.77%
- 6M
- 29.84%
- 1Y
- 24.16%
- 3Y*
- 21.21%
- 5Y*
- 10.43%
- 10Y*
- 4.00%
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%
LTCM.DE vs. SC0Q.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% |
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 LTCM.DE and SC0Q.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2009 | 0.74 |
Over the past year, LTCM.DE and SC0Q.DE have become more correlated (0.98) than their long-term average of 0.74, meaning their price movements have been converging.
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Return for Risk
LTCM.DE vs. SC0Q.DE — Risk / Return Rank
LTCM.DE
SC0Q.DE
LTCM.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 Acc (LTCM.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.
| LTCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.34 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.71 | -0.58 |
| Martin ratioReturn relative to average drawdown | 6.46 | 8.87 | -2.41 |
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 | SC0Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.94 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.72 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.23 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.33 | -0.11 |
Drawdowns
LTCM.DE vs. SC0Q.DE - Drawdown Comparison
The maximum LTCM.DE drawdown since its inception was -47.69%, roughly equal to the maximum SC0Q.DE drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for LTCM.DE and SC0Q.DE.
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Drawdown Indicators
| LTCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.69% | -48.95% | +1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.67% | -7.80% | +0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -9.60% | -9.73% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -21.66% | +0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -31.91% | -38.17% | +6.26% |
Current DrawdownCurrent decline from peak | -2.38% | -2.05% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -21.45% | -19.11% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.14% | +0.34% |
Volatility
LTCM.DE vs. SC0Q.DE - Volatility Comparison
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc (LTCM.DE) and Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) have volatilities of 6.12% 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
| LTCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.12% | 6.36% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 12.07% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 14.95% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 14.07% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 16.00% | +2.36% |
LTCM.DE vs. SC0Q.DE - Expense Ratio Comparison
LTCM.DE has a 0.30% expense ratio, which is higher than SC0Q.DE's 0.20% expense ratio.
Dividends
LTCM.DE vs. SC0Q.DE - Dividend Comparison
Neither LTCM.DE nor SC0Q.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, LTCM.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 LTCM.DE.
LTCM.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 LTCM.DE and 0.20% for SC0Q.DE.
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