PortfoliosLab logoPortfoliosLab logo
SC01.DE vs. LIGS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC01.DE vs. LIGS.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 Industrial Goods & Services UCITS ETF Acc (LIGS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
SC01.DE
Invesco European Construction Sector UCITS ETF
-4.05%24.01%7.02%34.08%-17.94%32.21%-1.77%44.55%-20.32%10.70%
LIGS.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc
-0.19%23.89%14.58%23.36%-18.76%27.50%6.13%25.42%-5.77%16.96%

Returns By Period

In the year-to-date period, SC01.DE achieves a -4.05% return, which is significantly lower than LIGS.DE's -0.19% return. Over the past 10 years, SC01.DE has underperformed LIGS.DE with an annualized return of 9.91%, while LIGS.DE has yielded a comparatively higher 11.66% annualized return.


SC01.DE

1D
-0.73%
1M
-4.98%
YTD
-4.05%
6M
1.16%
1Y
9.10%
3Y*
14.34%
5Y*
10.44%
10Y*
9.91%

LIGS.DE

1D
-1.19%
1M
-4.16%
YTD
-0.19%
6M
-0.44%
1Y
14.21%
3Y*
16.17%
5Y*
10.41%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


Return for Risk

SC01.DE vs. LIGS.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: 2424
Overall Rank
SC01.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SC01.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SC01.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SC01.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
SC01.DE Martin Ratio Rank: 2727
Martin Ratio Rank

LIGS.DE
LIGS.DE Risk / Return Rank: 3838
Overall Rank
LIGS.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LIGS.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
LIGS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LIGS.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
LIGS.DE Martin Ratio Rank: 4747
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. LIGS.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 Industrial Goods & Services UCITS ETF Acc (LIGS.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.DELIGS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.69

-0.25

Sortino ratio

Return per unit of downside risk

0.74

1.08

-0.33

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.05

Calmar ratio

Return relative to maximum drawdown

0.80

1.40

-0.60

Martin ratio

Return relative to average drawdown

2.72

5.52

-2.79

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

The current SC01.DE Sharpe Ratio is 0.45, which is lower than the LIGS.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SC01.DE and LIGS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SC01.DELIGS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.69

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.54

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.41

+0.22

Correlation

The correlation between SC01.DE and LIGS.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SC01.DE vs. LIGS.DE - Dividend Comparison

Neither SC01.DE nor LIGS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC01.DE vs. LIGS.DE - Drawdown Comparison

The maximum SC01.DE drawdown since its inception was -37.00%, smaller than the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for SC01.DE and LIGS.DE.


Loading graphics...

Drawdown Indicators


SC01.DELIGS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.00%

-60.31%

+23.31%

Max Drawdown (1Y)

Largest decline over 1 year

-15.23%

-13.09%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

-30.95%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.00%

-42.19%

+5.19%

Current Drawdown

Current decline from peak

-10.94%

-8.96%

-1.98%

Average Drawdown

Average peak-to-trough decline

-6.95%

-9.93%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

3.32%

+1.16%

Volatility

SC01.DE vs. LIGS.DE - Volatility Comparison

The current volatility for Invesco European Construction Sector UCITS ETF (SC01.DE) is 8.07%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 8.80%. This indicates that SC01.DE experiences smaller price fluctuations and is considered to be less risky than LIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SC01.DELIGS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

8.80%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.39%

13.55%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.38%

20.39%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.87%

19.05%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.94%

19.60%

+5.34%