SC06.DE vs. ZPDK.DE
SC06.DE (Invesco European Media Sector UCITS ETF) and ZPDK.DE (SPDR S&P U.S. Communication Services Select Sector UCITS ETF) are both Communications Equities funds - SC06.DE tracks the STOXX® Europe 600 Optimised Media while ZPDK.DE tracks the S&P Communication Services Select Sector Daily Capped 25/20. Both are passively managed. Over the past 5 years, SC06.DE returned 4.82%/yr vs 11.35%/yr for ZPDK.DE. At a 0.31 correlation, their price movements are largely independent. SC06.DE charges 0.20%/yr vs 0.15%/yr for ZPDK.DE.
Performance
SC06.DE vs. ZPDK.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 ZPDK.DE's 3.41% 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%
ZPDK.DE
- 1D
- 1.45%
- 1M
- -2.27%
- YTD
- 3.41%
- 6M
- 2.07%
- 1Y
- 18.77%
- 3Y*
- 22.06%
- 5Y*
- 11.35%
- 10Y*
- —
SC06.DE vs. ZPDK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.34% | 23.56% | -11.90% |
ZPDK.DE SPDR S&P U.S. Communication Services Select Sector UCITS ETF | 3.41% | 13.23% | 39.09% | 48.24% | -33.43% | 26.14% | 15.70% | 33.80% | -15.00% |
Correlation
The correlation between SC06.DE and ZPDK.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2018 | 0.31 |
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Return for Risk
SC06.DE vs. ZPDK.DE — Risk / Return Rank
SC06.DE
ZPDK.DE
SC06.DE vs. ZPDK.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 S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.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 | ZPDK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.23 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.25 | -2.80 |
| Martin ratioReturn relative to average drawdown | -1.04 | 7.91 | -8.95 |
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 | ZPDK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 1.34 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.60 | -0.29 |
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 | 0.68 | +0.07 |
Drawdowns
SC06.DE vs. ZPDK.DE - Drawdown Comparison
The maximum SC06.DE drawdown since its inception was -38.98%, which is greater than ZPDK.DE's maximum drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for SC06.DE and ZPDK.DE.
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Drawdown Indicators
| SC06.DE | ZPDK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -36.98% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -30.58% | -8.30% | -22.28% |
Max Drawdown (3Y)Largest decline over 3 years | -36.62% | -21.88% | -14.74% |
Max Drawdown (5Y)Largest decline over 5 years | -36.62% | -36.98% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -38.98% | — | — |
Current DrawdownCurrent decline from peak | -24.67% | -4.21% | -20.46% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -7.91% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.14% | 2.37% | +13.77% |
Volatility
SC06.DE vs. ZPDK.DE - Volatility Comparison
Invesco European Media Sector UCITS ETF (SC06.DE) has a higher volatility of 5.69% compared to SPDR S&P U.S. Communication Services Select Sector UCITS ETF (ZPDK.DE) at 4.24%. This indicates that SC06.DE's price experiences larger fluctuations and is considered to be riskier than ZPDK.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 | ZPDK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 4.24% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.63% | 9.60% | +6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.88% | 13.93% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 18.59% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.41% | 19.48% | +6.93% |
SC06.DE vs. ZPDK.DE - Expense Ratio Comparison
SC06.DE has a 0.20% expense ratio, which is higher than ZPDK.DE's 0.15% 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. ZPDK.DE - Dividend Comparison
Neither SC06.DE nor ZPDK.DE has paid dividends to shareholders.
Frequently Asked Questions
SC06.DE and ZPDK.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDK.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SC06.DE.
SC06.DE tracks STOXX® Europe 600 Optimised Media, while ZPDK.DE tracks S&P Communication Services Select Sector Daily Capped 25/20. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for SC06.DE and 0.15% for ZPDK.DE.
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