SC06.DE vs. SPYT.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped. Both are passively managed. Over the past 10 years, SC06.DE returned 4.46%/yr vs 1.47%/yr for SPYT.DE. At a 0.34 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.18%/yr for SPYT.DE.
Performance
SC06.DE vs. SPYT.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 SPYT.DE's 3.11% return. Over the past 10 years, SC06.DE has outperformed SPYT.DE with an annualized return of 4.46%, while SPYT.DE has yielded a comparatively lower 1.47% 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%
SPYT.DE
- 1D
- -0.08%
- 1M
- 1.71%
- YTD
- 3.11%
- 6M
- 4.73%
- 1Y
- -8.46%
- 3Y*
- 10.29%
- 5Y*
- 5.43%
- 10Y*
- 1.47%
SC06.DE vs. SPYT.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% |
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 3.11% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
Correlation
The correlation between SC06.DE and SPYT.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 14, 2013 | 0.34 |
The correlation between SC06.DE and SPYT.DE shifts across timeframes, from 0.34 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SC06.DE vs. SPYT.DE — Risk / Return Rank
SC06.DE
SPYT.DE
SC06.DE vs. SPYT.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 SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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 | SPYT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.92 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | -0.52 | -0.03 |
| Martin ratioReturn relative to average drawdown | -1.04 | -0.97 | -0.07 |
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 | SPYT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | -0.58 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.40 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.09 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.23 | +0.52 |
Drawdowns
SC06.DE vs. SPYT.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, smaller than the maximum SPYT.DE drawdown of -49.63%. Use the drawdown chart below to compare losses from any high point for SC06.DE and SPYT.DE.
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Drawdown Indicators
| SC06.DE | SPYT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -49.63% | +10.65% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -14.65% | -15.93% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -14.98% | -21.64% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -20.35% | -16.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | -40.06% | +1.08% |
Current DrawdownCurrent decline from peak | -24.67% | -8.46% | -16.21% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -18.83% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 7.65% | +8.49% |
Volatility
SC06.DE vs. SPYT.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) at 4.21%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than SPYT.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 | SPYT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.21% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 10.43% | +5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 13.45% | +5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 13.48% | +7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 15.67% | +10.74% |
SC06.DE vs. SPYT.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is higher than SPYT.DE's 0.18% 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. SPYT.DE - Dividend Comparison
Neither SC06.DE nor SPYT.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and SPYT.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC06.DE.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC06.DE and 0.18% for SPYT.DE.
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