PortfoliosLab logoPortfoliosLab logo
SC06.DE vs. FWIA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC06.DE vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Media Sector UCITS ETF (SC06.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SC06.DE achieves a -5.54% return, which is significantly lower than FWIA.DE's 12.60% return.


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%

FWIA.DE

1D
-0.22%
1M
3.67%
YTD
12.60%
6M
12.82%
1Y
26.39%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
SC06.DE
Invesco European Media Sector UCITS ETF
-5.54%-12.40%17.82%13.68%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
12.60%9.02%24.70%7.73%

Correlation

The correlation between SC06.DE and FWIA.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2023

0.41

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 7777
Overall Rank
FWIA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco European Media Sector UCITS ETF (SC06.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.


SC06.DEFWIA.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.25

Sortino ratioReturn per unit of downside risk

-4.45

Omega ratioGain probability vs. loss probability

0.86

1.44

-0.58

Calmar ratioReturn relative to maximum drawdown

-0.55

4.08

-4.63

Martin ratioReturn relative to average drawdown

-1.04

16.52

-17.56

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

The current SC06.DE Sharpe Ratio is -0.89, which is lower than the FWIA.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of SC06.DE and FWIA.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.


Loading charts...

Sharpe Ratios by Period


SC06.DEFWIA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

2.36

-3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.40

-0.65

Drawdowns

SC06.DE vs. FWIA.DE - Drawdown Comparison

The maximum SC06.DE drawdown since its inception was -38.98%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for SC06.DE and FWIA.DE.


Loading charts...

Drawdown Indicators


SC06.DEFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-20.96%

-18.02%

Max Drawdown (1Y)

Largest decline over 1 year

-30.58%

-6.49%

-24.09%

Max Drawdown (3Y)

Largest decline over 3 years

-36.62%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-24.67%

-0.62%

-24.05%

Average Drawdown

Average peak-to-trough decline

-9.06%

-2.44%

-6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.14%

1.60%

+14.54%

Volatility

SC06.DE vs. FWIA.DE - Volatility Comparison

Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 2.96%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SC06.DEFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

2.96%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

8.09%

+7.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

11.22%

+7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

13.18%

+7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.41%

13.18%

+13.23%

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

SC06.DE has a 0.20% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SC06.DE vs. FWIA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SC06.DE and FWIA.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

SC06.DE is categorized as Communications Equities, while FWIA.DE is Global Equities. SC06.DE tracks STOXX® Europe 600 Optimised Media, while FWIA.DE tracks FTSE All-World. Their fees differ too: 0.20% for SC06.DE and 0.15% for FWIA.DE.

Portfolio Optimizer

Find the right allocation for SC06.DE and FWIA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer