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LBRE.DE vs. SC00.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LBRE.DE vs. SC00.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.DE). The values are adjusted to include any dividend payments, if applicable.

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LBRE.DE vs. SC00.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
14.59%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%
SC00.DE
Invesco European Chemicals Sector UCITS ETF
4.92%-5.68%-7.91%14.24%-15.93%20.69%10.10%32.92%-15.65%14.07%

Returns By Period

In the year-to-date period, LBRE.DE achieves a 14.59% return, which is significantly higher than SC00.DE's 4.92% return. Over the past 10 years, LBRE.DE has outperformed SC00.DE with an annualized return of 15.53%, while SC00.DE has yielded a comparatively lower 5.60% annualized return.


LBRE.DE

1D
-0.87%
1M
-1.66%
YTD
14.59%
6M
36.47%
1Y
55.77%
3Y*
12.67%
5Y*
10.23%
10Y*
15.53%

SC00.DE

1D
-0.26%
1M
1.70%
YTD
4.92%
6M
1.77%
1Y
-4.17%
3Y*
-0.50%
5Y*
-0.25%
10Y*
5.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBRE.DE vs. SC00.DE - Expense Ratio Comparison

LBRE.DE has a 0.30% expense ratio, which is higher than SC00.DE's 0.20% expense ratio.


Return for Risk

LBRE.DE vs. SC00.DE — Risk / Return Rank

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

LBRE.DE
LBRE.DE Risk / Return Rank: 9090
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 9393
Martin Ratio Rank

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
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.

LBRE.DE vs. SC00.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) and Invesco European Chemicals Sector UCITS ETF (SC00.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.


LBRE.DESC00.DEDifference

Sharpe ratio

Return per unit of total volatility

2.12

-0.24

+2.35

Sortino ratio

Return per unit of downside risk

2.70

-0.22

+2.92

Omega ratio

Gain probability vs. loss probability

1.36

0.97

+0.39

Calmar ratio

Return relative to maximum drawdown

3.76

-0.11

+3.87

Martin ratio

Return relative to average drawdown

15.57

-0.18

+15.75

LBRE.DE vs. SC00.DE - Sharpe Ratio Comparison

The current LBRE.DE Sharpe Ratio is 2.12, which is higher than the SC00.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of LBRE.DE and SC00.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LBRE.DESC00.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

-0.24

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

-0.01

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.37

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.56

-0.41

Correlation

The correlation between LBRE.DE and SC00.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LBRE.DE vs. SC00.DE - Dividend Comparison

Neither LBRE.DE nor SC00.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LBRE.DE vs. SC00.DE - Drawdown Comparison

The maximum LBRE.DE drawdown since its inception was -74.21%, which is greater than SC00.DE's maximum drawdown of -30.50%. Use the drawdown chart below to compare losses from any high point for LBRE.DE and SC00.DE.


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Drawdown Indicators


LBRE.DESC00.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.21%

-30.50%

-43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.12%

-15.66%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-37.22%

-26.73%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

-30.50%

-14.82%

Current Drawdown

Current decline from peak

-8.74%

-14.34%

+5.60%

Average Drawdown

Average peak-to-trough decline

-31.63%

-8.38%

-23.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

9.41%

-5.27%

Volatility

LBRE.DE vs. SC00.DE - Volatility Comparison

Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a higher volatility of 11.10% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 6.61%. This indicates that LBRE.DE's price experiences larger fluctuations and is considered to be riskier than SC00.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBRE.DESC00.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

6.61%

+4.49%

Volatility (6M)

Calculated over the trailing 6-month period

19.46%

12.58%

+6.88%

Volatility (1Y)

Calculated over the trailing 1-year period

26.21%

17.60%

+8.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.03%

17.68%

+8.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

19.93%

+9.24%