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LCUK.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCUK.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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, LCUK.DE achieves a 6.49% return, which is significantly lower than S6X0.DE's 7.30% return.


LCUK.DE

1D
0.13%
1M
-0.44%
YTD
6.49%
6M
9.65%
1Y
16.97%
3Y*
14.46%
5Y*
10.57%
10Y*

S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCUK.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
6.49%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-10.46%

Correlation

The correlation between LCUK.DE and S6X0.DE is 0.70, 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

0.70

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

0.68

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.67

The correlation between LCUK.DE and S6X0.DE has been stable across timeframes, ranging from 0.67 to 0.74 - a consistent structural relationship.

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Return for Risk

LCUK.DE vs. S6X0.DE — Risk / Return Rank

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

LCUK.DE
LCUK.DE Risk / Return Rank: 4141
Overall Rank
LCUK.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 4545
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
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.

LCUK.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


LCUK.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.26

1.18

+0.07

Calmar ratioReturn relative to maximum drawdown

2.04

1.44

+0.60

Martin ratioReturn relative to average drawdown

7.27

4.89

+2.39

LCUK.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current LCUK.DE Sharpe Ratio is 1.39, which is higher than the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LCUK.DE and S6X0.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


LCUK.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.98

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.65

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.51

-0.02

Drawdowns

LCUK.DE vs. S6X0.DE - Drawdown Comparison

The maximum LCUK.DE drawdown since its inception was -41.10%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for LCUK.DE and S6X0.DE.


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Drawdown Indicators


LCUK.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.10%

-38.54%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-10.88%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-16.56%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-23.41%

+6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.54%

Current Drawdown

Current decline from peak

-2.84%

-0.51%

-2.33%

Average Drawdown

Average peak-to-trough decline

-5.66%

-6.82%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

3.21%

-0.88%

Volatility

LCUK.DE vs. S6X0.DE - Volatility Comparison

The current volatility for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) is 4.62%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 4.96%. This indicates that LCUK.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCUK.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.96%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

12.92%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

15.93%

-3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.12%

17.56%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

20.60%

-3.50%

LCUK.DE vs. S6X0.DE - Expense Ratio Comparison

LCUK.DE has a 0.04% expense ratio, which is lower than S6X0.DE's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LCUK.DE vs. S6X0.DE - Dividend Comparison

LCUK.DE's dividend yield for the trailing twelve months is around 2.84%, more than S6X0.DE's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.84%3.03%3.73%3.09%4.08%3.76%2.95%3.36%0.00%0.00%0.00%0.00%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


LCUK.DE and S6X0.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.05% for S6X0.DE.

LCUK.DE tracks FTSE AllSh TR GBP, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.04% for LCUK.DE and 0.05% for S6X0.DE.

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