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SC0Q.DE vs. EXV2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0Q.DE vs. EXV2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) and iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC0Q.DE achieves a 28.44% return, which is significantly higher than EXV2.DE's 26.64% return. Over the past 10 years, SC0Q.DE has underperformed EXV2.DE with an annualized return of 3.62%, while EXV2.DE has yielded a comparatively higher 3.97% annualized return.


SC0Q.DE

1D
-1.92%
1M
3.62%
YTD
28.44%
6M
31.77%
1Y
29.09%
3Y*
21.31%
5Y*
10.30%
10Y*
3.62%

EXV2.DE

1D
-1.86%
1M
3.85%
YTD
26.64%
6M
29.99%
1Y
24.20%
3Y*
21.19%
5Y*
10.41%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0Q.DE vs. EXV2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0Q.DE
Invesco European Telecoms Sector UCITS ETF
28.44%18.07%18.98%5.91%-14.81%15.27%-14.17%4.16%-8.37%-0.09%
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
26.64%16.14%20.74%7.73%-14.23%14.83%-12.76%5.29%-9.19%0.27%

Correlation

The correlation between SC0Q.DE and EXV2.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2009

0.95

The correlation between SC0Q.DE and EXV2.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

SC0Q.DE vs. EXV2.DE — Risk / Return Rank

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

SC0Q.DE
SC0Q.DE Risk / Return Rank: 6060
Overall Rank
SC0Q.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SC0Q.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
SC0Q.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SC0Q.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SC0Q.DE Martin Ratio Rank: 5353
Martin Ratio Rank

EXV2.DE
EXV2.DE Risk / Return Rank: 4949
Overall Rank
EXV2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXV2.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXV2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXV2.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXV2.DE Martin Ratio Rank: 4242
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.

SC0Q.DE vs. EXV2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) and iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.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.


SC0Q.DEEXV2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.34

1.28

+0.06

Calmar ratioReturn relative to maximum drawdown

3.71

3.14

+0.57

Martin ratioReturn relative to average drawdown

8.87

6.51

+2.35

SC0Q.DE vs. EXV2.DE - Sharpe Ratio Comparison

The current SC0Q.DE Sharpe Ratio is 1.94, which is comparable to the EXV2.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SC0Q.DE and EXV2.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.


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Sharpe Ratios by Period


SC0Q.DEEXV2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.57

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.73

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.25

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.16

+0.16

Drawdowns

SC0Q.DE vs. EXV2.DE - Drawdown Comparison

The maximum SC0Q.DE drawdown since its inception was -48.95%, smaller than the maximum EXV2.DE drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for SC0Q.DE and EXV2.DE.


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Drawdown Indicators


SC0Q.DEEXV2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.95%

-52.20%

+3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-7.66%

-0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-9.73%

-9.60%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-21.16%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-37.75%

-0.42%

Current Drawdown

Current decline from peak

-2.05%

-2.36%

+0.31%

Average Drawdown

Average peak-to-trough decline

-19.11%

-21.97%

+2.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.51%

-0.37%

Volatility

SC0Q.DE vs. EXV2.DE - Volatility Comparison

Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a higher volatility of 6.36% compared to iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) at 6.03%. This indicates that SC0Q.DE's price experiences larger fluctuations and is considered to be riskier than EXV2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0Q.DEEXV2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

6.03%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

12.36%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

15.35%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

14.06%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

16.01%

-0.01%

SC0Q.DE vs. EXV2.DE - Expense Ratio Comparison

SC0Q.DE has a 0.20% expense ratio, which is lower than EXV2.DE's 0.47% expense ratio.


Dividends

SC0Q.DE vs. EXV2.DE - Dividend Comparison

SC0Q.DE has not paid dividends to shareholders, while EXV2.DE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
1.99%2.38%2.85%3.28%2.84%2.14%2.67%3.56%3.52%13.78%3.96%4.01%
SC0Q.DE
Invesco European Telecoms Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, SC0Q.DE and EXV2.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SC0Q.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0Q.DE is cheaper with a 0.20% expense ratio, compared with 0.47% for EXV2.DE.

SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications, while EXV2.DE tracks STOXX® Europe 600 Telecommunications. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for SC0Q.DE and 0.47% for EXV2.DE.

Portfolio Optimizer

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