SC02.DE vs. LYPD.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) are both Financials Equities funds - SC02.DE tracks the STOXX® Europe 600 Optimised Financial Services while LYPD.DE tracks the MSCI World Financials. Both are passively managed. Over the past 10 years, SC02.DE returned 10.49%/yr vs 11.83%/yr for LYPD.DE. A 0.73 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.30%/yr for LYPD.DE.
Performance
SC02.DE vs. LYPD.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 higher than LYPD.DE's 0.92% return. Over the past 10 years, SC02.DE has underperformed LYPD.DE with an annualized return of 10.49%, while LYPD.DE has yielded a comparatively higher 11.83% annualized 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%
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%
SC02.DE vs. LYPD.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% |
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% |
Correlation
The correlation between SC02.DE and LYPD.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.73 |
The correlation between SC02.DE and LYPD.DE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
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Return for Risk
SC02.DE vs. LYPD.DE — Risk / Return Rank
SC02.DE
LYPD.DE
SC02.DE vs. LYPD.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 MSCI World Financials UCITS ETF EUR Acc (LYPD.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 | LYPD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.26 | -0.95 |
| Martin ratioReturn relative to average drawdown | 0.86 | 3.81 | -2.95 |
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 | LYPD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.87 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.77 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.63 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.58 | -0.03 |
Drawdowns
SC02.DE vs. LYPD.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, roughly equal to the maximum LYPD.DE drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for SC02.DE and LYPD.DE.
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Drawdown Indicators
| SC02.DE | LYPD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -42.19% | -0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -9.63% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -20.02% | +0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | -20.02% | -9.66% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -42.19% | -0.67% |
Current DrawdownCurrent decline from peak | -3.42% | -1.02% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -7.01% | -1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.20% | +1.26% |
Volatility
SC02.DE vs. LYPD.DE - Volatility Comparison
Invesco European Financials Sector UCITS ETF (SC02.DE) has a higher volatility of 4.93% compared to Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) at 3.44%. This indicates that SC02.DE's price experiences larger fluctuations and is considered to be riskier than LYPD.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 | LYPD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.44% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 10.35% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 13.94% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 16.53% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 18.69% | +1.96% |
SC02.DE vs. LYPD.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than LYPD.DE's 0.30% expense ratio.
Dividends
SC02.DE vs. LYPD.DE - Dividend Comparison
Neither SC02.DE nor LYPD.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and LYPD.DE have a correlation of 0.66, 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 LYPD.DE.
SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while LYPD.DE tracks MSCI World Financials. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC02.DE and 0.30% for LYPD.DE.
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