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SC01.DE vs. E6BR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC01.DE vs. E6BR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Construction Sector UCITS ETF (SC01.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SC01.DE achieves a 0.76% return, which is significantly lower than E6BR.DE's 32.12% return. Over the past 10 years, SC01.DE has underperformed E6BR.DE with an annualized return of 10.20%, while E6BR.DE has yielded a comparatively higher 15.56% annualized return.


SC01.DE

1D
0.05%
1M
-0.82%
YTD
0.76%
6M
3.12%
1Y
6.72%
3Y*
15.53%
5Y*
9.82%
10Y*
10.20%

E6BR.DE

1D
-1.00%
1M
10.30%
YTD
32.12%
6M
41.34%
1Y
80.79%
3Y*
18.05%
5Y*
10.65%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC01.DE vs. E6BR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC01.DE
Invesco European Construction Sector UCITS ETF
0.76%24.01%7.02%34.08%-17.94%32.21%-1.77%44.55%-20.32%10.70%
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
32.12%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%

Correlation

The correlation between SC01.DE and E6BR.DE is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2009

0.35

The correlation between SC01.DE and E6BR.DE shifts across timeframes, from 0.35 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SC01.DE vs. E6BR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC01.DE
SC01.DE Risk / Return Rank: 1515
Overall Rank
SC01.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SC01.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
SC01.DE Omega Ratio Rank: 1414
Omega Ratio Rank
SC01.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
SC01.DE Martin Ratio Rank: 1616
Martin Ratio Rank

E6BR.DE
E6BR.DE Risk / Return Rank: 8686
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SC01.DE vs. E6BR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Construction Sector UCITS ETF (SC01.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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.


SC01.DEE6BR.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.77

Sortino ratioReturn per unit of downside risk

-3.24

Omega ratioGain probability vs. loss probability

1.07

1.49

-0.41

Calmar ratioReturn relative to maximum drawdown

0.44

4.66

-4.22

Martin ratioReturn relative to average drawdown

1.32

18.44

-17.12

SC01.DE vs. E6BR.DE - Sharpe Ratio Comparison

The current SC01.DE Sharpe Ratio is 0.33, which is lower than the E6BR.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of SC01.DE and E6BR.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SC01.DEE6BR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

3.10

-2.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.40

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.57

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.17

+0.47

Drawdowns

SC01.DE vs. E6BR.DE - Drawdown Comparison

The maximum SC01.DE drawdown since its inception was -37.00%, smaller than the maximum E6BR.DE drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for SC01.DE and E6BR.DE.


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Drawdown Indicators


SC01.DEE6BR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.00%

-66.16%

+29.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.23%

-17.23%

+2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-33.28%

+16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-40.00%

+11.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-44.33%

+7.33%

Current Drawdown

Current decline from peak

-6.47%

-2.89%

-3.58%

Average Drawdown

Average peak-to-trough decline

-6.93%

-22.97%

+16.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.10%

4.29%

+0.81%

Volatility

SC01.DE vs. E6BR.DE - Volatility Comparison

The current volatility for Invesco European Construction Sector UCITS ETF (SC01.DE) is 6.44%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a volatility of 9.78%. This indicates that SC01.DE experiences smaller price fluctuations and is considered to be less risky than E6BR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC01.DEE6BR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

9.78%

-3.34%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

21.75%

-5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.13%

25.95%

-5.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.35%

26.47%

-6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.03%

27.59%

-2.56%

SC01.DE vs. E6BR.DE - Expense Ratio Comparison

SC01.DE has a 0.20% expense ratio, which is lower than E6BR.DE's 0.30% expense ratio.


Dividends

SC01.DE vs. E6BR.DE - Dividend Comparison

SC01.DE has not paid dividends to shareholders, while E6BR.DE's dividend yield for the trailing twelve months is around 1.75%.


PositionTTM20252024202320222021202020192018
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
1.75%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%
SC01.DE
Invesco European Construction Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC01.DE and E6BR.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SC01.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC01.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for E6BR.DE.

SC01.DE tracks STOXX® Europe 600 Optimised Construction & Materials, while E6BR.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC01.DE and 0.30% for E6BR.DE.

Portfolio Optimizer

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