SC06.DE vs. XUCM.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while XUCM.DE tracks the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 5 years, SC06.DE returned 4.82%/yr vs 11.09%/yr for XUCM.DE. At a 0.33 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.12%/yr for XUCM.DE.
Performance
SC06.DE vs. XUCM.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 XUCM.DE's 2.35% 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%
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.88%
- YTD
- 2.35%
- 6M
- -0.01%
- 1Y
- 15.97%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
SC06.DE vs. XUCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.41% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
Correlation
The correlation between SC06.DE and XUCM.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.33 |
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Return for Risk
SC06.DE vs. XUCM.DE — Risk / Return Rank
SC06.DE
XUCM.DE
SC06.DE vs. XUCM.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 Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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 | XUCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.20 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.04 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.04 | 6.97 | -8.01 |
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 | XUCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 1.21 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.56 | -0.24 |
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 | 0.67 | +0.09 |
Drawdowns
SC06.DE vs. XUCM.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, roughly equal to the maximum XUCM.DE drawdown of -40.85%. Use the drawdown chart below to compare losses from any high point for SC06.DE and XUCM.DE.
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Drawdown Indicators
| SC06.DE | XUCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -40.85% | +1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -8.34% | -22.24% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -25.07% | -11.55% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -40.85% | +4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | — | — |
Current DrawdownCurrent decline from peak | -24.67% | -4.13% | -20.54% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -10.96% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 2.45% | +13.69% |
Volatility
SC06.DE vs. XUCM.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) at 4.25%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than XUCM.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 | XUCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.25% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 9.71% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 14.07% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 19.62% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 19.44% | +6.97% |
SC06.DE vs. XUCM.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is higher than XUCM.DE's 0.12% 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. XUCM.DE - Dividend Comparison
SC06.DE has not paid dividends to shareholders, while XUCM.DE's dividend yield for the trailing twelve months is around 0.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.70% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
SC06.DE and XUCM.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SC06.DE.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while XUCM.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for SC06.DE and 0.12% for XUCM.DE.
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