LYPD.DE vs. SC0Y.DE
LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) and SC0Y.DE (Invesco European Insurance Sector UCITS ETF Acc) are both Financials Equities funds - LYPD.DE tracks the MSCI World Financials while SC0Y.DE tracks the STOXX® Europe 600 Optimised Insurance. Both are passively managed. Over the past 10 years, LYPD.DE returned 11.83%/yr vs 10.75%/yr for SC0Y.DE. A 0.75 correlation means they provide meaningful diversification when combined. LYPD.DE charges 0.30%/yr vs 0.20%/yr for SC0Y.DE.
Performance
LYPD.DE vs. SC0Y.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYPD.DE achieves a 0.92% return, which is significantly higher than SC0Y.DE's -2.77% return. Over the past 10 years, LYPD.DE has outperformed SC0Y.DE with an annualized return of 11.83%, while SC0Y.DE has yielded a comparatively lower 10.75% 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%
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%
LYPD.DE vs. SC0Y.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% |
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% | -7.85% | 10.14% |
Correlation
The correlation between LYPD.DE and SC0Y.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.75 |
The correlation between LYPD.DE and SC0Y.DE shifts across timeframes, from 0.62 (3 years) to 0.76 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYPD.DE vs. SC0Y.DE — Risk / Return Rank
LYPD.DE
SC0Y.DE
LYPD.DE vs. SC0Y.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 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.
| LYPD.DE | SC0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.04 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.35 | +0.91 |
| Martin ratioReturn relative to average drawdown | 3.81 | 0.71 | +3.09 |
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
| LYPD.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.17 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.82 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.52 | +0.06 |
Drawdowns
LYPD.DE vs. SC0Y.DE - Drawdown Comparison
The maximum LYPD.DE drawdown since its inception was -42.19%, smaller than the maximum SC0Y.DE drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for LYPD.DE and SC0Y.DE.
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Drawdown Indicators
| LYPD.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.19% | -46.88% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -7.02% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -12.60% | -7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.02% | -18.89% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.19% | -46.88% | +4.69% |
Current DrawdownCurrent decline from peak | -1.02% | -5.41% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.14% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.49% | -0.29% |
Volatility
LYPD.DE vs. SC0Y.DE - Volatility Comparison
The current volatility for Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) is 3.44%, while Invesco European Insurance Sector UCITS ETF Acc (SC0Y.DE) has a volatility of 4.60%. This indicates that LYPD.DE experiences smaller price fluctuations and is considered to be less risky 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
| LYPD.DE | SC0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 4.60% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 11.38% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 14.86% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 16.61% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 19.86% | -1.17% |
LYPD.DE vs. SC0Y.DE - Expense Ratio Comparison
LYPD.DE has a 0.30% expense ratio, which is higher than SC0Y.DE's 0.20% expense ratio.
Dividends
LYPD.DE vs. SC0Y.DE - Dividend Comparison
Neither LYPD.DE nor SC0Y.DE has paid dividends to shareholders.
Frequently Asked Questions
LYPD.DE and SC0Y.DE have a correlation of 0.65, 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 LYPD.DE.
LYPD.DE tracks MSCI World Financials, 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 LYPD.DE and 0.20% for SC0Y.DE.
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