SC06.DE vs. XWTS.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while XWTS.DE tracks the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, SC06.DE returned 4.46%/yr vs 10.59%/yr for XWTS.DE. At a 0.29 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.25%/yr for XWTS.DE.
Performance
SC06.DE vs. XWTS.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 XWTS.DE's 4.97% return. Over the past 10 years, SC06.DE has underperformed XWTS.DE with an annualized return of 4.46%, while XWTS.DE has yielded a comparatively higher 10.59% 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%
XWTS.DE
- 1D
- 0.93%
- 1M
- -0.66%
- YTD
- 4.97%
- 6M
- 3.43%
- 1Y
- 22.43%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
SC06.DE vs. XWTS.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% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
Correlation
The correlation between SC06.DE and XWTS.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.29 |
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Return for Risk
SC06.DE vs. XWTS.DE — Risk / Return Rank
SC06.DE
XWTS.DE
SC06.DE vs. XWTS.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 World Communication Services UCITS ETF 1C (XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.49 | ||
| Sortino ratioReturn per unit of downside risk | -3.46 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.27 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.43 | -2.98 |
| Martin ratioReturn relative to average drawdown | -1.04 | 9.13 | -10.17 |
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 | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 1.61 | -2.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.64 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.64 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.63 | +0.12 |
Drawdowns
SC06.DE vs. XWTS.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, which is greater than XWTS.DE's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for SC06.DE and XWTS.DE.
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Drawdown Indicators
| SC06.DE | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -36.66% | -2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -9.17% | -21.41% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -23.94% | -12.68% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -36.66% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | -36.66% | -2.32% |
Current DrawdownCurrent decline from peak | -24.67% | -3.18% | -21.49% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -8.67% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 2.45% | +13.69% |
Volatility
SC06.DE vs. XWTS.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.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 | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.84% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 9.72% | +5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 13.91% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 18.16% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 17.73% | +8.68% |
SC06.DE vs. XWTS.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is lower than XWTS.DE's 0.25% expense ratio. Despite the difference, 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. XWTS.DE - Dividend Comparison
Neither SC06.DE nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and XWTS.DE have a correlation of 0.36, 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 0.25% for XWTS.DE.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while XWTS.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 0.25% for XWTS.DE.
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