SC02.DE vs. LIGS.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) are both exchange-traded funds - SC02.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services, while LIGS.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past 10 years, SC02.DE returned 10.49%/yr vs 12.01%/yr for LIGS.DE. A 0.79 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.30%/yr for LIGS.DE.
Performance
SC02.DE vs. LIGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC02.DE achieves a 1.67% return, which is significantly lower than LIGS.DE's 7.15% return. Over the past 10 years, SC02.DE has underperformed LIGS.DE with an annualized return of 10.49%, while LIGS.DE has yielded a comparatively higher 12.01% annualized return.
SC02.DE
- 1D
- 1.84%
- 1M
- 0.07%
- YTD
- 1.67%
- 6M
- 8.51%
- 1Y
- 3.83%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
LIGS.DE
- 1D
- 0.61%
- 1M
- 0.77%
- YTD
- 7.15%
- 6M
- 9.28%
- 1Y
- 13.05%
- 3Y*
- 17.48%
- 5Y*
- 10.99%
- 10Y*
- 12.01%
SC02.DE vs. LIGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 7.15% | 23.89% | 14.58% | 23.36% | -18.76% | 27.50% | 6.13% | 25.42% | -5.77% | 16.96% |
Correlation
The correlation between SC02.DE and LIGS.DE is 0.70, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.79 |
The correlation between SC02.DE and LIGS.DE shifts across timeframes, from 0.70 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SC02.DE vs. LIGS.DE — Risk / Return Rank
SC02.DE
LIGS.DE
SC02.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Financials Sector UCITS ETF (SC02.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.
| SC02.DE | LIGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.13 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 0.99 | -0.68 |
| Martin ratioReturn relative to average drawdown | 0.86 | 3.50 | -2.65 |
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
| SC02.DE | LIGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.68 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.56 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.61 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.43 | +0.12 |
Drawdowns
SC02.DE vs. LIGS.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum LIGS.DE drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for SC02.DE and LIGS.DE.
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Drawdown Indicators
| SC02.DE | LIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -60.31% | +17.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -13.09% | +0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -18.40% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -30.95% | +1.27% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -42.19% | -0.67% |
Current DrawdownCurrent decline from peak | -3.42% | -2.26% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -9.87% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.70% | +0.76% |
Volatility
SC02.DE vs. LIGS.DE - Volatility Comparison
The current volatility for Invesco European Financials Sector UCITS ETF (SC02.DE) is 4.93%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) has a volatility of 6.08%. This indicates that SC02.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.
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Volatility by Period
| SC02.DE | LIGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 6.08% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 16.09% | -3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 19.23% | -3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 19.43% | -0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 19.83% | +0.82% |
SC02.DE vs. LIGS.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.
Dividends
SC02.DE vs. LIGS.DE - Dividend Comparison
Neither SC02.DE nor LIGS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and LIGS.DE have a correlation of 0.70, 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 LIGS.DE.
SC02.DE is categorized as Financials Equities, while LIGS.DE is Industrials Equities. SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC02.DE and 0.30% for LIGS.DE.
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