EGV1.DE vs. SC02.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and SC02.DE (Invesco European Financials Sector UCITS ETF) are both Financials Equities funds - EGV1.DE tracks the STOXX® Europe 600 Insurance while SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services. Both are passively managed. Over the past 10 years, EGV1.DE returned 11.16%/yr vs 10.49%/yr for SC02.DE. A 0.73 correlation means they provide meaningful diversification when combined. EGV1.DE charges 0.30%/yr vs 0.20%/yr for SC02.DE.
Performance
EGV1.DE vs. SC02.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EGV1.DE achieves a -2.79% return, which is significantly lower than SC02.DE's 1.67% return. Over the past 10 years, EGV1.DE has outperformed SC02.DE with an annualized return of 11.16%, while SC02.DE has yielded a comparatively lower 10.49% annualized return.
EGV1.DE
- 1D
- 0.03%
- 1M
- -4.09%
- YTD
- -2.79%
- 6M
- 2.71%
- 1Y
- 2.04%
- 3Y*
- 18.08%
- 5Y*
- 13.93%
- 10Y*
- 11.16%
SC02.DE
- 1D
- 1.84%
- 1M
- -0.82%
- YTD
- 1.67%
- 6M
- 7.23%
- 1Y
- 3.87%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
EGV1.DE vs. SC02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | -2.79% | 29.26% | 22.98% | 12.79% | 3.54% | 19.62% | -10.07% | 30.21% | -6.75% | 11.48% |
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
Correlation
The correlation between EGV1.DE and SC02.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.73 |
The correlation between EGV1.DE and SC02.DE shifts across timeframes, from 0.57 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGV1.DE vs. SC02.DE — Risk / Return Rank
EGV1.DE
SC02.DE
EGV1.DE vs. SC02.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and Invesco European Financials Sector UCITS ETF (SC02.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.
| EGV1.DE | SC02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.05 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.31 | +0.04 |
| Martin ratioReturn relative to average drawdown | 0.75 | 0.86 | -0.11 |
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
| EGV1.DE | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.24 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.43 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.50 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.55 | -0.13 |
Drawdowns
EGV1.DE vs. SC02.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than SC02.DE's maximum drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and SC02.DE.
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Drawdown Indicators
| EGV1.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -42.86% | -15.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -12.17% | +4.67% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -19.17% | +6.64% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -29.68% | +11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -42.86% | -4.16% |
Current DrawdownCurrent decline from peak | -5.26% | -3.42% | -1.84% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -8.06% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 4.46% | -0.91% |
Volatility
EGV1.DE vs. SC02.DE - Volatility Comparison
The current volatility for Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) is 4.65%, while Invesco European Financials Sector UCITS ETF (SC02.DE) has a volatility of 4.93%. This indicates that EGV1.DE experiences smaller price fluctuations and is considered to be less risky than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGV1.DE | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.93% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 12.72% | -1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 15.92% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 19.08% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 20.65% | -0.58% |
EGV1.DE vs. SC02.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is higher than SC02.DE's 0.20% expense ratio.
Dividends
EGV1.DE vs. SC02.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while SC02.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist | 4.23% | 4.11% | 4.77% | 3.93% | 5.03% | 4.53% | 4.35% | 3.71% | 4.26% | 0.59% |
SC02.DE Invesco European Financials Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGV1.DE and SC02.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EGV1.DE.
EGV1.DE tracks STOXX® Europe 600 Insurance, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for EGV1.DE and 0.20% for SC02.DE.
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