SC0Q.DE vs. SC06.DE
SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds from Invesco - SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 10 years, SC0Q.DE returned 3.62%/yr vs 4.46%/yr for SC06.DE. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SC0Q.DE vs. SC06.DE - Performance Comparison
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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 SC06.DE's -5.54% return. Over the past 10 years, SC0Q.DE has underperformed SC06.DE with an annualized return of 3.62%, while SC06.DE has yielded a comparatively higher 4.46% 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%
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%
SC0Q.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between SC0Q.DE and SC06.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2009 | 0.23 |
The correlation between SC0Q.DE and SC06.DE shifts across timeframes, from 0.18 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC0Q.DE vs. SC06.DE — Risk / Return Rank
SC0Q.DE
SC06.DE
SC0Q.DE vs. SC06.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 Invesco European Media Sector UCITS ETF (SC06.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.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 0.86 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | -0.55 | +4.26 |
| Martin ratioReturn relative to average drawdown | 8.87 | -1.04 | +9.91 |
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
| SC0Q.DE | SC06.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | -0.89 | +2.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.32 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.32 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.75 | -0.42 |
Drawdowns
SC0Q.DE vs. SC06.DE - Drawdown Comparison
The maximum SC0Q.DE drawdown since its inception was -48.95%, which is greater than SC06.DE's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for SC0Q.DE and SC06.DE.
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Drawdown Indicators
| SC0Q.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.95% | -38.98% | -9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -30.58% | +22.78% |
Max Drawdown (3Y)Largest decline over 3 years | -9.73% | -36.62% | +26.89% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -36.62% | +14.96% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | -38.98% | +0.81% |
Current DrawdownCurrent decline from peak | -2.05% | -24.67% | +22.62% |
Average DrawdownAverage peak-to-trough decline | -19.11% | -9.06% | -10.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 16.14% | -13.00% |
Volatility
SC0Q.DE vs. SC06.DE - Volatility Comparison
Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a higher volatility of 6.36% compared to Invesco European Media Sector UCITS ETF (SC06.DE) at 5.69%. This indicates that SC0Q.DE's price experiences larger fluctuations and is considered to be riskier than SC06.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.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 5.69% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 15.63% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 18.88% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 20.79% | -6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 26.41% | -10.41% |
SC0Q.DE vs. SC06.DE - Expense Ratio Comparison
Both SC0Q.DE and SC06.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC0Q.DE vs. SC06.DE - Dividend Comparison
Neither SC0Q.DE nor SC06.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0Q.DE and SC06.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Q.DE and SC06.DE have the same expense ratio: 0.20% per year.
SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications, while SC06.DE tracks STOXX® Europe 600 Optimised Media.
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