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SC0C.DE vs. LCUK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0C.DE vs. LCUK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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, SC0C.DE achieves a 7.46% return, which is significantly higher than LCUK.DE's 6.49% return.


SC0C.DE

1D
0.58%
1M
3.10%
YTD
7.46%
6M
10.04%
1Y
16.30%
3Y*
13.82%
5Y*
9.59%
10Y*
9.07%

LCUK.DE

1D
0.13%
1M
1.45%
YTD
6.49%
6M
9.10%
1Y
17.00%
3Y*
14.46%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0C.DE vs. LCUK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
7.46%20.66%8.31%15.54%-10.52%24.51%-1.98%28.32%-8.08%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
6.49%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%

Correlation

The correlation between SC0C.DE and LCUK.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

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

0.83

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.88

The correlation between SC0C.DE and LCUK.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

SC0C.DE vs. LCUK.DE — Risk / Return Rank

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

SC0C.DE
SC0C.DE Risk / Return Rank: 3737
Overall Rank
SC0C.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SC0C.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SC0C.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SC0C.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SC0C.DE Martin Ratio Rank: 4242
Martin Ratio Rank

LCUK.DE
LCUK.DE Risk / Return Rank: 4141
Overall Rank
LCUK.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 4545
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.

SC0C.DE vs. LCUK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.


SC0C.DELCUK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratioReturn relative to maximum drawdown

1.75

2.04

-0.29

Martin ratioReturn relative to average drawdown

6.54

7.27

-0.73

SC0C.DE vs. LCUK.DE - Sharpe Ratio Comparison

The current SC0C.DE Sharpe Ratio is 1.27, which is comparable to the LCUK.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of SC0C.DE and LCUK.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


SC0C.DELCUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.39

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.74

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.13

Drawdowns

SC0C.DE vs. LCUK.DE - Drawdown Comparison

The maximum SC0C.DE drawdown since its inception was -35.89%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for SC0C.DE and LCUK.DE.


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Drawdown Indicators


SC0C.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.89%

-41.10%

+5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-8.31%

-0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-16.30%

-16.69%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.52%

-16.69%

-3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

-1.69%

-2.84%

+1.15%

Average Drawdown

Average peak-to-trough decline

-5.32%

-5.66%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.33%

+0.16%

Volatility

SC0C.DE vs. LCUK.DE - Volatility Comparison

Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) have volatilities of 4.41% and 4.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0C.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

4.62%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

10.28%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.80%

12.17%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

14.12%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

17.10%

-1.11%

SC0C.DE vs. LCUK.DE - Expense Ratio Comparison

SC0C.DE has a 0.19% expense ratio, which is higher than LCUK.DE's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SC0C.DE vs. LCUK.DE - Dividend Comparison

SC0C.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM2025202420232022202120202019
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.84%3.03%3.73%3.09%4.08%3.76%2.95%3.36%
SC0C.DE
Invesco STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC0C.DE and LCUK.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.19% for SC0C.DE.

SC0C.DE tracks STOXX® Europe 600, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for SC0C.DE and 0.04% for LCUK.DE.

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