XUCM.DE vs. SC0Q.DE
XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) and SC0Q.DE (Invesco European Telecoms Sector UCITS ETF) are both Communications Equities funds - XUCM.DE tracks the MSCI World/Comm Services NR USD while SC0Q.DE tracks the STOXX® Europe 600 Optimised Telecommunications. Both are passively managed. Over the past 5 years, XUCM.DE returned 11.09%/yr vs 10.30%/yr for SC0Q.DE. At a 0.26 correlation, their price movements are largely independent. XUCM.DE charges 0.12%/yr vs 0.20%/yr for SC0Q.DE.
Performance
XUCM.DE vs. SC0Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XUCM.DE achieves a 2.35% return, which is significantly lower than SC0Q.DE's 28.44% 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*
- —
SC0Q.DE
- 1D
- -1.92%
- 1M
- 2.81%
- YTD
- 28.44%
- 6M
- 32.46%
- 1Y
- 28.61%
- 3Y*
- 21.31%
- 5Y*
- 10.30%
- 10Y*
- 3.62%
XUCM.DE vs. SC0Q.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% |
SC0Q.DE Invesco European Telecoms Sector UCITS ETF | 28.44% | 18.07% | 18.98% | 5.91% | -14.81% | 9.22% |
Correlation
The correlation between XUCM.DE and SC0Q.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.26 |
The correlation between XUCM.DE and SC0Q.DE shifts across timeframes, from 0.09 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XUCM.DE vs. SC0Q.DE — Risk / Return Rank
XUCM.DE
SC0Q.DE
XUCM.DE vs. SC0Q.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 Telecoms Sector UCITS ETF (SC0Q.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 | SC0Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.71 | -1.67 |
| Martin ratioReturn relative to average drawdown | 6.97 | 8.87 | -1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XUCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.94 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.72 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.33 | +0.34 |
Drawdowns
XUCM.DE vs. SC0Q.DE - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, smaller than the maximum SC0Q.DE drawdown of -48.95%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and SC0Q.DE.
Loading charts...
Drawdown Indicators
| XUCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.85% | -48.95% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -7.80% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -25.07% | -9.73% | -15.34% |
Max Drawdown (5Y)Largest decline over 5 years | -40.85% | -21.66% | -19.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.78% | — |
Current DrawdownCurrent decline from peak | -4.13% | -2.05% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -19.11% | +8.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 3.14% | -0.69% |
Volatility
XUCM.DE vs. SC0Q.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) is 4.25%, while Invesco European Telecoms Sector UCITS ETF (SC0Q.DE) has a volatility of 6.36%. This indicates that XUCM.DE experiences smaller price fluctuations and is considered to be less risky than SC0Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XUCM.DE | SC0Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 6.36% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 12.07% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.07% | 14.95% | -0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.62% | 14.07% | +5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 16.00% | +3.44% |
XUCM.DE vs. SC0Q.DE - Expense Ratio Comparison
XUCM.DE has a 0.12% expense ratio, which is lower than SC0Q.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. SC0Q.DE - Dividend Comparison
XUCM.DE's dividend yield for the trailing twelve months is around 0.70%, while SC0Q.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
SC0Q.DE Invesco European Telecoms 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 SC0Q.DE have a correlation of 0.09, 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 SC0Q.DE.
XUCM.DE tracks MSCI World/Comm Services NR USD, while SC0Q.DE tracks STOXX® Europe 600 Optimised Telecommunications. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.12% for XUCM.DE and 0.20% for SC0Q.DE.
Find the right allocation for XUCM.DE and SC0Q.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer