LIGS.DE vs. SC0U.DE
LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) and SC0U.DE (Invesco European Banks Sector UCITS ETF) are both exchange-traded funds - LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while SC0U.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Banks. Both are passively managed. Over the past 10 years, LIGS.DE returned 12.01%/yr vs 13.83%/yr for SC0U.DE. A 0.67 correlation means they provide meaningful diversification when combined. LIGS.DE charges 0.30%/yr vs 0.20%/yr for SC0U.DE.
Performance
LIGS.DE vs. SC0U.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 higher than SC0U.DE's 5.95% return. Over the past 10 years, LIGS.DE has underperformed SC0U.DE with an annualized return of 12.01%, while SC0U.DE has yielded a comparatively higher 13.83% 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%
SC0U.DE
- 1D
- 0.62%
- 1M
- 6.28%
- YTD
- 5.95%
- 6M
- 12.82%
- 1Y
- 39.72%
- 3Y*
- 42.79%
- 5Y*
- 27.34%
- 10Y*
- 13.83%
LIGS.DE vs. SC0U.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% |
SC0U.DE Invesco European Banks Sector UCITS ETF | 5.95% | 79.97% | 32.49% | 25.93% | -0.07% | 37.72% | -22.62% | 15.49% | -26.78% | 10.92% |
Correlation
The correlation between LIGS.DE and SC0U.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 | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009 | 0.67 |
The correlation between LIGS.DE and SC0U.DE has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.
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Return for Risk
LIGS.DE vs. SC0U.DE — Risk / Return Rank
LIGS.DE
SC0U.DE
LIGS.DE vs. SC0U.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 Banks Sector UCITS ETF (SC0U.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 | SC0U.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 2.37 | -1.37 |
| Martin ratioReturn relative to average drawdown | 3.50 | 7.76 | -4.26 |
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 | SC0U.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 1.74 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 1.14 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.54 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.27 | +0.16 |
Drawdowns
LIGS.DE vs. SC0U.DE - Drawdown Comparison
The maximum LIGS.DE drawdown since its inception was -60.31%, roughly equal to the maximum SC0U.DE drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for LIGS.DE and SC0U.DE.
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Drawdown Indicators
| LIGS.DE | SC0U.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -60.69% | +0.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -16.70% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -19.82% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -29.85% | -1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -56.61% | +14.42% |
Current DrawdownCurrent decline from peak | -2.26% | -1.85% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -20.40% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 5.10% | -1.40% |
Volatility
LIGS.DE vs. SC0U.DE - Volatility Comparison
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) and Invesco European Banks Sector UCITS ETF (SC0U.DE) have volatilities of 6.08% and 6.03%, 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
| LIGS.DE | SC0U.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 6.03% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 18.45% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.23% | 22.74% | -3.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 23.64% | -4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.83% | 25.62% | -5.79% |
LIGS.DE vs. SC0U.DE - Expense Ratio Comparison
LIGS.DE has a 0.30% expense ratio, which is higher than SC0U.DE's 0.20% expense ratio.
Dividends
LIGS.DE vs. SC0U.DE - Dividend Comparison
Neither LIGS.DE nor SC0U.DE has paid dividends to shareholders.
Frequently Asked Questions
LIGS.DE and SC0U.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, SC0U.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0U.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LIGS.DE.
LIGS.DE is categorized as Industrials Equities, while SC0U.DE is Financials Equities. LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services, while SC0U.DE tracks STOXX® Europe 600 Optimised Banks. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LIGS.DE and 0.20% for SC0U.DE.
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