PortfoliosLab logoPortfoliosLab logo
SC06.DE vs. XWTS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC06.DE vs. XWTS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Media Sector UCITS ETF (SC06.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC06.DE vs. XWTS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SC06.DE vs. XWTS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
Martin Ratio Rank

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEXWTS.DEDifference
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

SC06.DE vs. XWTS.DE - Sharpe Ratio Comparison

The current SC06.DE Sharpe Ratio is -0.89, which is lower than the XWTS.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SC06.DE and XWTS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SC06.DEXWTS.DEDifference

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.


Loading charts...

Drawdown Indicators


SC06.DEXWTS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-24.67%

-3.18%

-21.49%

Average Drawdown

Average peak-to-trough decline

-9.06%

-8.67%

-0.39%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SC06.DEXWTS.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for SC06.DE and XWTS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer