SC06.DE vs. IQSA.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC06.DE is a Communications Equities fund tracking the STOXX® Europe 600 Optimised Media, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC06.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC06.DE returned 4.82%/yr vs 15.45%/yr for IQSA.DE. At a 0.41 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC06.DE vs. IQSA.DE - Performance Comparison
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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 IQSA.DE's 14.81% 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%
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC06.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.34% | 10.65% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between SC06.DE and IQSA.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.41 |
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Return for Risk
SC06.DE vs. IQSA.DE — Risk / Return Rank
SC06.DE
IQSA.DE
SC06.DE vs. IQSA.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 Global Active ESG Equity UCITS ETF USD Acc (IQSA.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.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.23 | ||
| Sortino ratioReturn per unit of downside risk | -4.54 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.43 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 4.60 | -5.15 |
| Martin ratioReturn relative to average drawdown | -1.04 | 18.23 | -19.27 |
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
| SC06.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 2.34 | -3.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.04 | -0.72 |
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 | 0.94 | -0.19 |
Drawdowns
SC06.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, which is greater than IQSA.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SC06.DE and IQSA.DE.
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Drawdown Indicators
| SC06.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -34.11% | -4.87% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -6.20% | -24.38% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -21.35% | -15.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -21.35% | -15.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | — | — |
Current DrawdownCurrent decline from peak | -24.67% | -0.33% | -24.34% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -4.38% | -4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 1.57% | +14.57% |
Volatility
SC06.DE vs. IQSA.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.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.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.32% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 8.85% | +6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 12.17% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 14.71% | +6.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 16.74% | +9.67% |
SC06.DE vs. IQSA.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SC06.DE vs. IQSA.DE - Dividend Comparison
Neither SC06.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and IQSA.DE have a correlation of 0.43, 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 IQSA.DE.
SC06.DE is categorized as Communications Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.20% for SC06.DE and 0.30% for IQSA.DE.
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