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E6BR.DE vs. SC0S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E6BR.DE vs. SC0S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) and Invesco European Industrials Sector UCITS ETF Acc (SC0S.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, E6BR.DE achieves a 32.12% return, which is significantly higher than SC0S.DE's 8.38% return. Over the past 10 years, E6BR.DE has outperformed SC0S.DE with an annualized return of 15.56%, while SC0S.DE has yielded a comparatively lower 12.01% annualized return.


E6BR.DE

1D
-1.00%
1M
5.50%
YTD
32.12%
6M
41.45%
1Y
78.43%
3Y*
18.05%
5Y*
10.65%
10Y*
15.56%

SC0S.DE

1D
0.58%
1M
-1.80%
YTD
8.38%
6M
10.55%
1Y
13.64%
3Y*
18.41%
5Y*
11.43%
10Y*
12.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

E6BR.DE vs. SC0S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
32.12%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
8.38%24.49%14.80%23.83%-17.98%25.69%6.90%36.37%-14.66%16.39%

Correlation

The correlation between E6BR.DE and SC0S.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.53

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

0.54

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

0.59

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2009

0.62

The correlation between E6BR.DE and SC0S.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

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Return for Risk

E6BR.DE vs. SC0S.DE — Risk / Return Rank

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

E6BR.DE
E6BR.DE Risk / Return Rank: 8686
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 8787
Martin Ratio Rank

SC0S.DE
SC0S.DE Risk / Return Rank: 2424
Overall Rank
SC0S.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SC0S.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SC0S.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SC0S.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SC0S.DE Martin Ratio Rank: 2828
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.

E6BR.DE vs. SC0S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) and Invesco European Industrials Sector UCITS ETF Acc (SC0S.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.


E6BR.DESC0S.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.38

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.49

1.14

+0.34

Calmar ratioReturn relative to maximum drawdown

4.66

1.11

+3.56

Martin ratioReturn relative to average drawdown

18.44

3.85

+14.58

E6BR.DE vs. SC0S.DE - Sharpe Ratio Comparison

The current E6BR.DE Sharpe Ratio is 3.10, which is higher than the SC0S.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of E6BR.DE and SC0S.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


E6BR.DESC0S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

0.72

+2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.57

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.59

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.60

-0.43

Drawdowns

E6BR.DE vs. SC0S.DE - Drawdown Comparison

The maximum E6BR.DE drawdown since its inception was -66.16%, which is greater than SC0S.DE's maximum drawdown of -41.83%. Use the drawdown chart below to compare losses from any high point for E6BR.DE and SC0S.DE.


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Drawdown Indicators


E6BR.DESC0S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.16%

-41.83%

-24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-12.63%

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-33.28%

-19.20%

-14.08%

Max Drawdown (5Y)

Largest decline over 5 years

-40.00%

-30.80%

-9.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.33%

-41.83%

-2.50%

Current Drawdown

Current decline from peak

-2.89%

-1.80%

-1.09%

Average Drawdown

Average peak-to-trough decline

-22.97%

-6.77%

-16.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.63%

+0.66%

Volatility

E6BR.DE vs. SC0S.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a higher volatility of 9.78% compared to Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) at 6.45%. This indicates that E6BR.DE's price experiences larger fluctuations and is considered to be riskier than SC0S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E6BR.DESC0S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

6.45%

+3.33%

Volatility (6M)

Calculated over the trailing 6-month period

21.75%

16.29%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

19.45%

+6.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.47%

19.70%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

20.19%

+7.40%

E6BR.DE vs. SC0S.DE - Expense Ratio Comparison

E6BR.DE has a 0.30% expense ratio, which is higher than SC0S.DE's 0.20% expense ratio.


Dividends

E6BR.DE vs. SC0S.DE - Dividend Comparison

E6BR.DE's dividend yield for the trailing twelve months is around 1.75%, while SC0S.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
1.75%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


E6BR.DE and SC0S.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0S.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for E6BR.DE.

E6BR.DE tracks STOXX® Europe 600 Basic Resources, while SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for E6BR.DE and 0.20% for SC0S.DE.

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