LYPD.DE vs. SC02.DE
LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and SC02.DE (Invesco European Financials Sector UCITS ETF) are both Financials Equities funds - LYPD.DE tracks the MSCI World Financials while SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services. Both are passively managed. Over the past 10 years, LYPD.DE returned 11.83%/yr vs 10.49%/yr for SC02.DE. A 0.73 correlation means they provide meaningful diversification when combined. LYPD.DE charges 0.30%/yr vs 0.20%/yr for SC02.DE.
Performance
LYPD.DE vs. SC02.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYPD.DE achieves a 0.92% return, which is significantly lower than SC02.DE's 1.67% return. Over the past 10 years, LYPD.DE has outperformed SC02.DE with an annualized return of 11.83%, while SC02.DE has yielded a comparatively lower 10.49% annualized return.
LYPD.DE
- 1D
- 1.87%
- 1M
- 1.06%
- YTD
- 0.92%
- 6M
- 4.40%
- 1Y
- 12.40%
- 3Y*
- 20.69%
- 5Y*
- 12.81%
- 10Y*
- 11.83%
SC02.DE
- 1D
- 1.84%
- 1M
- -0.82%
- YTD
- 1.67%
- 6M
- 7.23%
- 1Y
- 3.87%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
LYPD.DE vs. SC02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc | 0.92% | 15.56% | 33.60% | 12.32% | -5.01% | 39.46% | -11.53% | 29.12% | -13.88% | 8.07% |
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -14.49% | 18.89% |
Correlation
The correlation between LYPD.DE and SC02.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.73 |
The correlation between LYPD.DE and SC02.DE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYPD.DE vs. SC02.DE — Risk / Return Rank
LYPD.DE
SC02.DE
LYPD.DE vs. SC02.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) and Invesco European Financials Sector UCITS ETF (SC02.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.
| LYPD.DE | SC02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.05 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.31 | +0.95 |
| Martin ratioReturn relative to average drawdown | 3.81 | 0.86 | +2.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYPD.DE | SC02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.24 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.43 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.50 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.55 | +0.03 |
Drawdowns
LYPD.DE vs. SC02.DE - Drawdown Comparison
The maximum LYPD.DE drawdown since its inception was -42.19%, roughly equal to the maximum SC02.DE drawdown of -42.86%. Use the drawdown chart below to compare losses from any high point for LYPD.DE and SC02.DE.
Loading charts...
Drawdown Indicators
| LYPD.DE | SC02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -42.86% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -12.17% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -19.17% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | -29.68% | +9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -42.86% | +0.67% |
Current DrawdownCurrent decline from peak | -1.02% | -3.42% | +2.40% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -8.06% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 4.46% | -1.26% |
Volatility
LYPD.DE vs. SC02.DE - Volatility Comparison
The current volatility for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) is 3.44%, while Invesco European Financials Sector UCITS ETF (SC02.DE) has a volatility of 4.93%. This indicates that LYPD.DE experiences smaller price fluctuations and is considered to be less risky than SC02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYPD.DE | SC02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.93% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 12.72% | -2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 15.92% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 19.08% | -2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 20.65% | -1.96% |
LYPD.DE vs. SC02.DE - Expense Ratio Comparison
LYPD.DE has a 0.30% expense ratio, which is higher than SC02.DE's 0.20% expense ratio.
Dividends
LYPD.DE vs. SC02.DE - Dividend Comparison
Neither LYPD.DE nor SC02.DE has paid dividends to shareholders.
Frequently Asked Questions
LYPD.DE and SC02.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYPD.DE.
LYPD.DE tracks MSCI World Financials, while SC02.DE tracks STOXX® Europe 600 Optimised Financial Services. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.30% for LYPD.DE and 0.20% for SC02.DE.
Find the right allocation for LYPD.DE and SC02.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer