LGQG.DE vs. SC0D.DE
LGQG.DE (Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - LGQG.DE tracks the MSCI EMU ESG Broad CTB Select while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 5 years, LGQG.DE returned 10.31%/yr vs 11.35%/yr for SC0D.DE. With a 0.97 correlation, they move nearly in lockstep. LGQG.DE charges 0.12%/yr vs 0.05%/yr for SC0D.DE.
Performance
LGQG.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LGQG.DE achieves a 9.48% return, which is significantly higher than SC0D.DE's 7.29% return.
LGQG.DE
- 1D
- 0.52%
- 1M
- 2.75%
- YTD
- 9.48%
- 6M
- 11.21%
- 1Y
- 18.07%
- 3Y*
- 16.09%
- 5Y*
- 10.31%
- 10Y*
- —
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
LGQG.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGQG.DE Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc | 9.48% | 22.78% | 11.08% | 18.21% | -13.16% | 22.67% | 0.69% | 28.06% | -12.94% | 1.10% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | -0.17% |
Correlation
The correlation between LGQG.DE and SC0D.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.97 |
The correlation between LGQG.DE and SC0D.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
LGQG.DE vs. SC0D.DE — Risk / Return Rank
LGQG.DE
SC0D.DE
LGQG.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| LGQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.43 | +0.24 |
| Martin ratioReturn relative to average drawdown | 6.06 | 4.87 | +1.19 |
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
| LGQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.98 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.64 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.46 | +0.05 |
Drawdowns
LGQG.DE vs. SC0D.DE - Drawdown Comparison
The maximum LGQG.DE drawdown since its inception was -38.07%, roughly equal to the maximum SC0D.DE drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for LGQG.DE and SC0D.DE.
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Drawdown Indicators
| LGQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.07% | -38.50% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -10.93% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -15.63% | -16.54% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -23.38% | -2.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.50% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.53% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -7.22% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.21% | -0.27% |
Volatility
LGQG.DE vs. SC0D.DE - Volatility Comparison
Lyxor MSCI EMU ESG Broad CTB UCITS ETF Acc (LGQG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) have volatilities of 4.76% and 4.94%, 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
| LGQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.94% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 12.94% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.03% | 15.95% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 17.53% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 18.27% | -0.81% |
LGQG.DE vs. SC0D.DE - Expense Ratio Comparison
LGQG.DE has a 0.12% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
LGQG.DE vs. SC0D.DE - Dividend Comparison
Neither LGQG.DE nor SC0D.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, LGQG.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for LGQG.DE.
LGQG.DE tracks MSCI EMU ESG Broad CTB Select, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.12% for LGQG.DE and 0.05% for SC0D.DE.
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