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

Performance

SC06.DE vs. INDB.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 Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.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, SC06.DE achieves a -5.54% return, which is significantly lower than INDB.DE's 26.69% return. Over the past 10 years, SC06.DE has outperformed INDB.DE with an annualized return of 4.46%, while INDB.DE has yielded a comparatively lower 2.01% annualized return.


SC06.DE

1D
1.32%
1M
3.70%
YTD
-5.54%
6M
-3.63%
1Y
-16.83%
3Y*
4.36%
5Y*
4.82%
10Y*
4.46%

INDB.DE

1D
-1.85%
1M
3.62%
YTD
26.69%
6M
24.87%
1Y
19.59%
3Y*
19.33%
5Y*
9.34%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
26.69%11.71%20.74%6.80%-14.00%13.94%-16.87%1.83%-12.92%-0.72%

Correlation

The correlation between SC06.DE and INDB.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.23

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2009

0.21

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Return for Risk

SC06.DE vs. INDB.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

INDB.DE
INDB.DE Risk / Return Rank: 3434
Overall Rank
INDB.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
INDB.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
INDB.DE Omega Ratio Rank: 3333
Omega Ratio Rank
INDB.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
INDB.DE Martin Ratio Rank: 3131
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. INDB.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 Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.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.DEINDB.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

0.86

1.22

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.55

1.85

-2.40

Martin ratioReturn relative to average drawdown

-1.04

4.41

-5.45

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

The current SC06.DE Sharpe Ratio is -0.89, which is lower than the INDB.DE Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SC06.DE and INDB.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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Sharpe Ratios by Period


SC06.DEINDB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

1.23

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.76

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.15

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.45

+0.30

Drawdowns

SC06.DE vs. INDB.DE - Drawdown Comparison

The maximum SC06.DE drawdown since its inception was -38.98%, smaller than the maximum INDB.DE drawdown of -52.57%. Use the drawdown chart below to compare losses from any high point for SC06.DE and INDB.DE.


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Drawdown Indicators


SC06.DEINDB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-52.57%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-30.58%

-10.53%

-20.05%

Max Drawdown (3Y)

Largest decline over 3 years

-36.62%

-10.53%

-26.09%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-21.04%

-15.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

-43.43%

+4.45%

Current Drawdown

Current decline from peak

-24.67%

-2.34%

-22.33%

Average Drawdown

Average peak-to-trough decline

-9.06%

-21.63%

+12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.14%

4.11%

+12.03%

Volatility

SC06.DE vs. INDB.DE - Volatility Comparison

The current volatility for Invesco European Media Sector UCITS ETF (SC06.DE) is 5.69%, while Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist (INDB.DE) has a volatility of 6.10%. This indicates that SC06.DE experiences smaller price fluctuations and is considered to be less risky than INDB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC06.DEINDB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

6.10%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

13.02%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.88%

15.93%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

17.19%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.41%

20.83%

+5.58%

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

SC06.DE has a 0.20% expense ratio, which is lower than INDB.DE's 0.30% expense ratio.


Dividends

SC06.DE vs. INDB.DE - Dividend Comparison

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


PositionTTM202520242023202220212020
INDB.DE
Lyxor STOXX Europe 600 Telecommunications UCITS ETF Dist
0.00%0.00%5.15%2.83%5.21%4.07%0.60%
SC06.DE
Invesco European Media Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC06.DE and INDB.DE have a correlation of 0.20, 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 INDB.DE.

SC06.DE tracks STOXX® Europe 600 Optimised Media, while INDB.DE tracks STOXX® Europe 600 Telecommunications. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC06.DE and 0.30% for INDB.DE.

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