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SC0H.DE vs. LCUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0H.DE vs. LCUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco MSCI USA UCITS ETF (SC0H.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SC0H.DE

1D
-0.11%
1M
5.36%
YTD
11.30%
6M
11.28%
1Y
25.34%
3Y*
19.18%
5Y*
14.59%
10Y*
15.07%

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0H.DE vs. LCUS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SC0H.DE
Invesco MSCI USA UCITS ETF
11.30%4.77%32.56%23.60%-15.55%38.99%9.76%35.08%-0.64%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%9.09%34.14%-0.91%

Correlation

The correlation between SC0H.DE and LCUS.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.65

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

0.83

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

0.90

The correlation between SC0H.DE and LCUS.DE shifts across timeframes, from 0.65 (3 years) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SC0H.DE vs. LCUS.DE — Risk / Return Rank

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

SC0H.DE
SC0H.DE Risk / Return Rank: 6767
Overall Rank
SC0H.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SC0H.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SC0H.DE Omega Ratio Rank: 6868
Omega Ratio Rank
SC0H.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SC0H.DE Martin Ratio Rank: 6666
Martin Ratio Rank

LCUS.DE
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.

SC0H.DE vs. LCUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.


SC0H.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.45

Martin ratioReturn relative to average drawdown

11.96

SC0H.DE vs. LCUS.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SC0H.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

Drawdowns

SC0H.DE vs. LCUS.DE - Drawdown Comparison


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Drawdown Indicators


SC0H.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

Max Drawdown (1Y)

Largest decline over 1 year

-7.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.66%

Max Drawdown (5Y)

Largest decline over 5 years

-23.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-0.41%

Average Drawdown

Average peak-to-trough decline

-4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

Volatility

SC0H.DE vs. LCUS.DE - Volatility Comparison


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Volatility by Period


SC0H.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

SC0H.DE vs. LCUS.DE - Expense Ratio Comparison

SC0H.DE has a 0.05% expense ratio, which is higher than LCUS.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

SC0H.DE vs. LCUS.DE - Dividend Comparison

Neither SC0H.DE nor LCUS.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%
SC0H.DE
Invesco MSCI USA UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SC0H.DE and LCUS.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.05% for SC0H.DE.

SC0H.DE tracks MSCI USA, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.05% for SC0H.DE and 0.04% for LCUS.DE.

Portfolio Optimizer

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