SC02.DE vs. LYBK.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both Financials Equities funds - SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services while LYBK.DE tracks the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, SC02.DE returned 8.30%/yr vs 29.06%/yr for LYBK.DE. A 0.60 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.30%/yr for LYBK.DE.
Performance
SC02.DE vs. LYBK.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 LYBK.DE's 5.35% return.
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%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
SC02.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -20.74% | 24.60% | 6.09% | 46.54% | -16.62% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between SC02.DE and LYBK.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.60 |
The correlation between SC02.DE and LYBK.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
SC02.DE vs. LYBK.DE — Risk / Return Rank
SC02.DE
LYBK.DE
SC02.DE vs. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.48 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 2.41 | -2.10 |
| Martin ratioReturn relative to average drawdown | 0.86 | 7.56 | -6.70 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 1.72 | -1.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.13 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.46 | +0.09 |
Drawdowns
SC02.DE vs. LYBK.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for SC02.DE and LYBK.DE.
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Drawdown Indicators
| SC02.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -62.22% | +19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -17.12% | +4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -19.90% | +0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -34.32% | +4.64% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -1.83% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -19.62% | +11.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 5.47% | -1.01% |
Volatility
SC02.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Invesco European Financials Sector UCITS ETF (SC02.DE) is 4.93%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that SC02.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.84% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 19.19% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 23.95% | -8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 25.45% | -6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 28.55% | -7.90% |
SC02.DE vs. LYBK.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
SC02.DE vs. LYBK.DE - Dividend Comparison
Neither SC02.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and LYBK.DE have a correlation of 0.53, 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 LYBK.DE.
SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while LYBK.DE tracks EURO STOXX® Banks. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC02.DE and 0.30% for LYBK.DE.
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