LYBK.DE vs. SC0Y.DE
LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - LYBK.DE tracks the EURO STOXX® Banks while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 5 years, LYBK.DE returned 29.06%/yr vs 13.84%/yr for SC0Y.DE. A 0.71 correlation means they provide meaningful diversification when combined. LYBK.DE charges 0.30%/yr vs 0.20%/yr for SC0Y.DE.
Performance
LYBK.DE vs. SC0Y.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYBK.DE achieves a 5.35% return, which is significantly higher than SC0Y.DE's -2.77% return.
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
SC0Y.DE
- 1D
- 0.26%
- 1M
- -4.21%
- YTD
- -2.77%
- 6M
- 2.84%
- 1Y
- 2.27%
- 3Y*
- 17.89%
- 5Y*
- 13.84%
- 10Y*
- 10.75%
LYBK.DE vs. SC0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
SC0Y.DE Invesco European Insurance Sector UCITS ETF Acc | -2.77% | 29.31% | 22.30% | 12.85% | 2.78% | 19.96% | -10.11% | 29.63% | -11.06% |
Correlation
The correlation between LYBK.DE and SC0Y.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.71 |
The correlation between LYBK.DE and SC0Y.DE shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYBK.DE vs. SC0Y.DE — Risk / Return Rank
LYBK.DE
SC0Y.DE
LYBK.DE vs. SC0Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) and Invesco European Insurance Sector UCITS ETF Acc (SC0Y.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.
| LYBK.DE | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.04 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 0.35 | +2.06 |
| Martin ratioReturn relative to average drawdown | 7.56 | 0.71 | +6.85 |
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
| LYBK.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.17 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.82 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.52 | -0.06 |
Drawdowns
LYBK.DE vs. SC0Y.DE - Drawdown Comparison
The maximum LYBK.DE drawdown since its inception was -62.22%, which is greater than SC0Y.DE's maximum drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for LYBK.DE and SC0Y.DE.
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Drawdown Indicators
| LYBK.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -46.88% | -15.34% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -7.02% | -10.10% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -12.60% | -7.30% |
Max Drawdown (5Y)Largest decline over 5 years | -34.32% | -18.89% | -15.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.88% | — |
Current DrawdownCurrent decline from peak | -1.83% | -5.41% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -19.62% | -7.14% | -12.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 3.49% | +1.98% |
Volatility
LYBK.DE vs. SC0Y.DE - Volatility Comparison
Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a higher volatility of 5.84% compared to Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) at 4.60%. This indicates that LYBK.DE's price experiences larger fluctuations and is considered to be riskier than SC0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYBK.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 4.60% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 19.19% | 11.38% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.95% | 14.86% | +9.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.45% | 16.61% | +8.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.55% | 19.86% | +8.69% |
LYBK.DE vs. SC0Y.DE - Expense Ratio Comparison
LYBK.DE has a 0.30% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Dividends
LYBK.DE vs. SC0Y.DE - Dividend Comparison
Neither LYBK.DE nor SC0Y.DE has paid dividends to shareholders.
Frequently Asked Questions
LYBK.DE and SC0Y.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Y.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYBK.DE.
LYBK.DE tracks EURO STOXX® Banks, while SC0Y.DE tracks STOXX® Europe 600 Optimised Insurance. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LYBK.DE and 0.20% for SC0Y.DE.
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