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XWTS.DE vs. SC06.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWTS.DE vs. SC06.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and Invesco European Media Sector UCITS ETF (SC06.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, XWTS.DE achieves a 4.97% return, which is significantly higher than SC06.DE's -5.54% return. Over the past 10 years, XWTS.DE has outperformed SC06.DE with an annualized return of 10.59%, while SC06.DE has yielded a comparatively lower 4.46% annualized return.


XWTS.DE

1D
0.93%
1M
-0.66%
YTD
4.97%
6M
3.43%
1Y
22.43%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.DE vs. SC06.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-6.07%-7.23%
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 XWTS.DE and SC06.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.34

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

0.35

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

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.29

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Return for Risk

XWTS.DE vs. SC06.DE — Risk / Return Rank

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

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

SC06.DE
SC06.DE Risk / Return Rank: 33
Overall Rank
SC06.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SC06.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
SC06.DE Omega Ratio Rank: 33
Omega Ratio Rank
SC06.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
SC06.DE Martin Ratio Rank: 44
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.

XWTS.DE vs. SC06.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.


XWTS.DESC06.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.49

Sortino ratioReturn per unit of downside risk

+3.46

Omega ratioGain probability vs. loss probability

1.27

0.86

+0.41

Calmar ratioReturn relative to maximum drawdown

2.43

-0.55

+2.98

Martin ratioReturn relative to average drawdown

9.13

-1.04

+10.17

XWTS.DE vs. SC06.DE - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.61, which is higher than the SC06.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of XWTS.DE and SC06.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


XWTS.DESC06.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

-0.89

+2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.32

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.32

+0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.75

-0.12

Drawdowns

XWTS.DE vs. SC06.DE - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum SC06.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and SC06.DE.


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Drawdown Indicators


XWTS.DESC06.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-38.98%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-30.58%

+21.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-36.62%

+12.68%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-36.62%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-38.98%

+2.32%

Current Drawdown

Current decline from peak

-3.18%

-24.67%

+21.49%

Average Drawdown

Average peak-to-trough decline

-8.67%

-9.06%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

16.14%

-13.69%

Volatility

XWTS.DE vs. SC06.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Invesco European Media Sector UCITS ETF (SC06.DE) has a volatility of 5.69%. This indicates that XWTS.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


XWTS.DESC06.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

5.69%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

15.63%

-5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

18.88%

-4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

20.79%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

26.41%

-8.68%

XWTS.DE vs. SC06.DE - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is higher than SC06.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XWTS.DE vs. SC06.DE - Dividend Comparison

Neither XWTS.DE nor SC06.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWTS.DE and SC06.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC06.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC06.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.

XWTS.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: 0.25% for XWTS.DE and 0.20% for SC06.DE.

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