The sheaf-function correspondence identifies the group of constructible functions on a real analytic manifold M with the Grothendieck group of constructible sheaves on M. When M is a finite dimensional real vector space, Kashiwara-Schapira have recently introduced the convolution distance between sheaves of $\mathbf {k}$-vector spaces on M. In this paper, we characterize distances on the group of constructible functions on a real finite dimensional vector space that can be controlled by the convolution distance through the sheaf-function correspondence. Our main result asserts that such distances are almost trivial: they vanish as soon as two constructible functions have the same Euler integral. We formulate consequences of our result for Topological Data Analysis: there cannot exist nontrivial additive invariants of persistence modules that are continuous for the interleaving distance.