SPYT.DE vs. SC06.DE
SPYT.DE (SPDR MSCI Europe Communication Services UCITS ETF) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds - SPYT.DE tracks the MSCI Europe Communication Services 20/35 Capped while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 10 years, SPYT.DE returned 2.47%/yr vs 6.04%/yr for SC06.DE. A 0.64 correlation means they provide meaningful diversification when combined. SPYT.DE charges 0.18%/yr vs 0.20%/yr for SC06.DE.
Performance
SPYT.DE vs. SC06.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYT.DE achieves a -0.14% return, which is significantly higher than SC06.DE's -5.54% return. Over the past 10 years, SPYT.DE has underperformed SC06.DE with an annualized return of 2.47%, while SC06.DE has yielded a comparatively higher 6.04% annualized return.
SPYT.DE
- 1D
- -0.91%
- 1M
- -6.04%
- YTD
- -0.14%
- 6M
- 0.88%
- 1Y
- -8.81%
- 3Y*
- 9.78%
- 5Y*
- 4.30%
- 10Y*
- 2.47%
SC06.DE
- 1D
- 0.97%
- 1M
- -0.47%
- YTD
- -5.54%
- 6M
- -4.62%
- 1Y
- -13.23%
- 3Y*
- 4.10%
- 5Y*
- 4.50%
- 10Y*
- 6.04%
SPYT.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | -0.14% | 7.33% | 14.79% | 14.90% | -11.90% | 13.68% | -12.90% | 5.78% | -9.57% | 2.27% |
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.36% | -6.89% | 22.24% | -2.54% | -2.00% |
Correlation
The correlation between SPYT.DE and SC06.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.64 |
Over the past year, the correlation between SPYT.DE and SC06.DE has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
SPYT.DE vs. SC06.DE — Risk / Return Rank
SPYT.DE
SC06.DE
SPYT.DE vs. SC06.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPYT.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.89 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | -0.47 | -0.16 |
| Martin ratioReturn relative to average drawdown | -1.19 | -0.93 | -0.26 |
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Drawdowns
SPYT.DE vs. SC06.DE - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SC06.DE's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SC06.DE.
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Drawdown Indicators
| SPYT.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.63% | -39.38% | -10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -28.29% | +14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | -36.59% | +21.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.35% | -36.59% | +16.24% |
Max Drawdown (10Y)Largest decline over 10 years | -40.06% | -39.38% | -0.68% |
Current DrawdownCurrent decline from peak | -11.34% | -24.67% | +13.33% |
Average DrawdownAverage peak-to-trough decline | -17.12% | -8.29% | -8.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.37% | 14.21% | -6.84% |
Volatility
SPYT.DE vs. SC06.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) is 3.92%, while Invesco European Media Sector UCITS ETF (SC06.DE) has a volatility of 4.69%. This indicates that SPYT.DE experiences smaller price fluctuations and is considered to be less risky 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
| SPYT.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 4.69% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 15.44% | -4.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.46% | 18.59% | -5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 17.18% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.53% | 17.47% | -1.94% |
SPYT.DE vs. SC06.DE - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is lower than SC06.DE's 0.20% 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
SPYT.DE vs. SC06.DE - Dividend Comparison
Neither SPYT.DE nor SC06.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYT.DE and SC06.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYT.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SC06.DE.
SPYT.DE tracks MSCI Europe Communication Services 20/35 Capped, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.18% for SPYT.DE and 0.20% for SC06.DE.
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