LIGS.DE vs. SC00.DE
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and SC00.DE (Invesco European Chemicals Sector UCITS ETF) are both Industrials Equities funds - LIGS.DE tracks the STOXX® Europe 600 Industrial Goods & Services while SC00.DE tracks the STOXX® Europe 600 Optimised Chemicals. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 5.98%/yr for SC00.DE. A 0.55 correlation means they provide meaningful diversification when combined. LIGS.DE charges 0.30%/yr vs 0.20%/yr for SC00.DE.
Performance
LIGS.DE vs. SC00.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LIGS.DE achieves a 7.15% return, which is significantly lower than SC00.DE's 10.32% return. Over the past 10 years, LIGS.DE has outperformed SC00.DE with an annualized return of 12.01%, while SC00.DE has yielded a comparatively lower 5.98% annualized return.
LIGS.DE
- 1D
- 0.61%
- 1M
- 0.77%
- YTD
- 7.15%
- 6M
- 9.28%
- 1Y
- 13.05%
- 3Y*
- 17.48%
- 5Y*
- 10.99%
- 10Y*
- 12.01%
SC00.DE
- 1D
- -0.03%
- 1M
- 0.84%
- YTD
- 10.32%
- 6M
- 11.51%
- 1Y
- -3.93%
- 3Y*
- 1.19%
- 5Y*
- -0.03%
- 10Y*
- 5.98%
LIGS.DE vs. SC00.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 7.15% | 23.89% | 14.58% | 23.36% | -18.76% | 27.50% | 6.13% | 25.42% | -5.77% | 16.96% |
SC00.DE Invesco European Chemicals Sector UCITS ETF | 10.32% | -5.68% | -7.91% | 14.24% | -15.93% | 20.69% | 10.10% | 32.92% | -15.65% | 14.07% |
Correlation
The correlation between LIGS.DE and SC00.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2009 | 0.55 |
The correlation between LIGS.DE and SC00.DE shifts across timeframes, from 0.40 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LIGS.DE vs. SC00.DE — Risk / Return Rank
LIGS.DE
SC00.DE
LIGS.DE vs. SC00.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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.
| LIGS.DE | SC00.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.97 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.25 | +1.24 |
| Martin ratioReturn relative to average drawdown | 3.50 | -0.41 | +3.91 |
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
| LIGS.DE | SC00.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | -0.24 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | -0.00 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.40 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.57 | -0.14 |
Drawdowns
LIGS.DE vs. SC00.DE - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, 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 LIGS.DE and SC00.DE.
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Drawdown Indicators
| LIGS.DE | SC00.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -30.50% | -29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -15.66% | +2.57% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -20.01% | +1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -26.73% | -4.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -30.50% | -11.69% |
Current DrawdownCurrent decline from peak | -2.26% | -9.93% | +7.67% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -8.41% | -1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 9.64% | -5.94% |
Volatility
LIGS.DE vs. SC00.DE - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a higher volatility of 6.08% compared to Invesco European Chemicals Sector UCITS ETF (SC00.DE) at 3.95%. This indicates that LIGS.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
| LIGS.DE | SC00.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 3.95% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 12.23% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 16.14% | +3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 17.64% | +1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 19.77% | +0.06% |
LIGS.DE vs. SC00.DE - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than SC00.DE's 0.20% expense ratio.
Dividends
LIGS.DE vs. SC00.DE - Dividend Comparison
Neither LIGS.DE nor SC00.DE has paid dividends to shareholders.
Frequently Asked Questions
LIGS.DE and SC00.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC00.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC00.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while SC00.DE tracks STOXX® Europe 600 Optimised Chemicals. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LIGS.DE and 0.20% for SC00.DE.
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