XUCM.DE vs. SC06.DE
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) and SC06.DE (Invesco European Media Sector UCITS ETF) are both Communications Equities funds - XUCM.DE tracks the MSCI World/Comm Services NR USD while SC06.DE tracks the STOXX® Europe 600 Optimised Media. Both are passively managed. Over the past 5 years, XUCM.DE returned 11.09%/yr vs 4.82%/yr for SC06.DE. At a 0.33 correlation, their price movements are largely independent. XUCM.DE charges 0.12%/yr vs 0.20%/yr for SC06.DE.
Performance
XUCM.DE vs. SC06.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUCM.DE achieves a 2.35% return, which is significantly higher than SC06.DE's -5.54% return.
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.88%
- YTD
- 2.35%
- 6M
- -0.01%
- 1Y
- 15.97%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
SC06.DE
- 1D
- 1.32%
- 1M
- 2.04%
- YTD
- -5.54%
- 6M
- -4.42%
- 1Y
- -17.09%
- 3Y*
- 4.36%
- 5Y*
- 4.82%
- 10Y*
- 4.46%
XUCM.DE vs. SC06.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
SC06.DE Invesco European Media Sector UCITS ETF | -5.54% | -12.40% | 17.82% | 25.27% | -9.94% | 31.41% |
Correlation
The correlation between XUCM.DE and SC06.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.33 |
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Return for Risk
XUCM.DE vs. SC06.DE — Risk / Return Rank
XUCM.DE
SC06.DE
XUCM.DE vs. SC06.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.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.
| XUCM.DE | SC06.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.86 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | -0.55 | +2.59 |
| Martin ratioReturn relative to average drawdown | 6.97 | -1.04 | +8.01 |
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
| XUCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | -0.89 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.32 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.75 | -0.09 |
Drawdowns
XUCM.DE vs. SC06.DE - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, roughly equal to the maximum SC06.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and SC06.DE.
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Drawdown Indicators
| XUCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -38.98% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -30.58% | +22.24% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -36.62% | +11.55% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -36.62% | -4.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -4.13% | -24.67% | +20.54% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -9.06% | -1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 16.14% | -13.69% |
Volatility
XUCM.DE vs. SC06.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) is 4.25%, while Invesco European Media Sector UCITS ETF (SC06.DE) has a volatility of 5.69%. This indicates that XUCM.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
| XUCM.DE | SC06.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 5.69% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 15.63% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 18.88% | -4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 20.79% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 26.41% | -6.97% |
XUCM.DE vs. SC06.DE - Expense Ratio Comparison
XUCM.DE has a 0.12% 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
XUCM.DE vs. SC06.DE - Dividend Comparison
XUCM.DE's dividend yield for the trailing twelve months is around 0.70%, while SC06.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SC06.DE Invesco European Media Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.70% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
XUCM.DE and SC06.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SC06.DE.
XUCM.DE tracks MSCI World/Comm Services NR USD, while SC06.DE tracks STOXX® Europe 600 Optimised Media. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for XUCM.DE and 0.20% for SC06.DE.
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