SC06.DE vs. LTCM.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and LTCM.DE (Lyxor STOXX Europe 600 Telecommunications UCITS ETF Acc) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while LTCM.DE tracks the STOXX® Europe 600 Telecommunications. Both are passively managed. Over the past 10 years, SC06.DE returned 4.46%/yr vs 4.00%/yr for LTCM.DE. At a 0.20 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.30%/yr for LTCM.DE.
Performance
SC06.DE vs. LTCM.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 LTCM.DE's 26.77% return. Over the past 10 years, SC06.DE has outperformed LTCM.DE with an annualized return of 4.46%, while LTCM.DE has yielded a comparatively lower 4.00% annualized 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%
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 vs. LTCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between SC06.DE and LTCM.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
SC06.DE vs. LTCM.DE — Risk / Return Rank
SC06.DE
LTCM.DE
SC06.DE vs. LTCM.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 Acc (LTCM.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 | LTCM.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 | 0.86 | 1.28 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.14 | -3.68 |
| Martin ratioReturn relative to average drawdown | -1.04 | 6.46 | -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
| SC06.DE | LTCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 1.57 | -2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.80 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.30 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.22 | +0.53 |
Drawdowns
SC06.DE vs. LTCM.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, smaller than the maximum LTCM.DE drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for SC06.DE and LTCM.DE.
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Drawdown Indicators
| SC06.DE | LTCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -47.69% | +8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -7.67% | -22.91% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -9.60% | -27.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -21.10% | -15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | -31.91% | -7.07% |
Current DrawdownCurrent decline from peak | -24.67% | -2.38% | -22.29% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -21.45% | +12.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 3.48% | +12.66% |
Volatility
SC06.DE vs. LTCM.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 Acc (LTCM.DE) has a volatility of 6.12%. This indicates that SC06.DE experiences smaller price fluctuations and is considered to be less risky than LTCM.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 | LTCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 6.12% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 12.40% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 15.36% | +3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 15.74% | +5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 18.36% | +8.05% |
SC06.DE vs. LTCM.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is lower than LTCM.DE's 0.30% expense ratio.
Dividends
SC06.DE vs. LTCM.DE - Dividend Comparison
Neither SC06.DE nor LTCM.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and LTCM.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.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while LTCM.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 LTCM.DE.
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