EGV1.DE vs. SC0Y.DE
EGV1.DE (Lyxor STOXX Europe 600 Insurance UCITS ETF Dist) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - EGV1.DE tracks the STOXX® Europe 600 Insurance while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 10 years, EGV1.DE returned 11.16%/yr vs 10.75%/yr for SC0Y.DE. Their correlation of 0.94 suggests significant overlap in exposure. EGV1.DE charges 0.30%/yr vs 0.20%/yr for SC0Y.DE.
Performance
EGV1.DE vs. SC0Y.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EGV1.DE having a -2.79% return and SC0Y.DE slightly higher at -2.77%. Both investments have delivered pretty close results over the past 10 years, with EGV1.DE having a 11.16% annualized return and SC0Y.DE not far behind at 10.75%.
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%
SC0Y.DE
- 1D
- 0.26%
- 1M
- -4.21%
- YTD
- -2.77%
- 6M
- 2.84%
- 1Y
- 2.27%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
EGV1.DE vs. SC0Y.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% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -7.85% | 10.14% |
Correlation
The correlation between EGV1.DE and SC0Y.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 12, 2009 | 0.94 |
The correlation between EGV1.DE and SC0Y.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
EGV1.DE vs. SC0Y.DE — Risk / Return Rank
EGV1.DE
SC0Y.DE
EGV1.DE vs. SC0Y.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 Insurance Sector UCITS ETF Acc (SC0Y.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 | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 0.35 | 0.00 |
| Martin ratioReturn relative to average drawdown | 0.75 | 0.71 | +0.04 |
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 | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.17 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.82 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.52 | -0.10 |
Drawdowns
EGV1.DE vs. SC0Y.DE - Drawdown Comparison
The maximum EGV1.DE drawdown since its inception was -58.31%, which is greater than SC0Y.DE's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for EGV1.DE and SC0Y.DE.
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Drawdown Indicators
| EGV1.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.31% | -46.88% | -11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -7.02% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -12.60% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -18.89% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -47.02% | -46.88% | -0.14% |
Current DrawdownCurrent decline from peak | -5.26% | -5.41% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -7.14% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.49% | +0.06% |
Volatility
EGV1.DE vs. SC0Y.DE - Volatility Comparison
Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) and Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) have volatilities of 4.65% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGV1.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 4.60% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 11.38% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 14.86% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.61% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 19.86% | +0.21% |
EGV1.DE vs. SC0Y.DE - Expense Ratio Comparison
EGV1.DE has a 0.30% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Dividends
EGV1.DE vs. SC0Y.DE - Dividend Comparison
EGV1.DE's dividend yield for the trailing twelve months is around 4.23%, while SC0Y.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% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, EGV1.DE and SC0Y.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Y.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EGV1.DE.
EGV1.DE tracks STOXX® Europe 600 Insurance, while SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for EGV1.DE and 0.20% for SC0Y.DE.
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