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SC0S.DE vs. LBRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SC0S.DE vs. LBRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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, SC0S.DE achieves a 8.38% return, which is significantly lower than LBRE.DE's 32.03% return. Over the past 10 years, SC0S.DE has underperformed LBRE.DE with an annualized return of 12.01%, while LBRE.DE has yielded a comparatively higher 16.21% annualized return.


SC0S.DE

1D
0.58%
1M
1.35%
YTD
8.38%
6M
10.69%
1Y
14.05%
3Y*
18.41%
5Y*
11.43%
10Y*
12.01%

LBRE.DE

1D
-0.97%
1M
10.22%
YTD
32.03%
6M
41.45%
1Y
81.06%
3Y*
19.81%
5Y*
11.64%
10Y*
16.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0S.DE vs. LBRE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC0S.DE
Invesco European Industrials Sector UCITS ETF Acc
8.38%24.49%14.80%23.83%-17.98%25.69%6.90%36.37%-14.66%16.39%
LBRE.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc
32.03%33.09%-8.87%-2.42%9.41%26.55%13.06%22.34%-12.39%22.13%

Correlation

The correlation between SC0S.DE and LBRE.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

0.53

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

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2009

0.57

The correlation between SC0S.DE and LBRE.DE has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

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Return for Risk

SC0S.DE vs. LBRE.DE — Risk / Return Rank

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

SC0S.DE
SC0S.DE Risk / Return Rank: 2424
Overall Rank
SC0S.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SC0S.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SC0S.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SC0S.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
SC0S.DE Martin Ratio Rank: 2828
Martin Ratio Rank

LBRE.DE
LBRE.DE Risk / Return Rank: 8787
Overall Rank
LBRE.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LBRE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
LBRE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
LBRE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
LBRE.DE Martin Ratio Rank: 8787
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.

SC0S.DE vs. LBRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) and Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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.


SC0S.DELBRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

1.14

1.50

-0.35

Calmar ratioReturn relative to maximum drawdown

1.11

4.71

-3.60

Martin ratioReturn relative to average drawdown

3.85

18.65

-14.80

SC0S.DE vs. LBRE.DE - Sharpe Ratio Comparison

The current SC0S.DE Sharpe Ratio is 0.72, which is lower than the LBRE.DE Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of SC0S.DE and LBRE.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


SC0S.DELBRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

3.15

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.44

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.62

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.17

+0.43

Drawdowns

SC0S.DE vs. LBRE.DE - Drawdown Comparison

The maximum SC0S.DE drawdown since its inception was -41.83%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for SC0S.DE and LBRE.DE.


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Drawdown Indicators


SC0S.DELBRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.83%

-74.21%

+32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-17.12%

+4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.20%

-33.23%

+14.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.80%

-37.22%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

-45.32%

+3.49%

Current Drawdown

Current decline from peak

-1.80%

-2.86%

+1.06%

Average Drawdown

Average peak-to-trough decline

-6.77%

-31.35%

+24.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.26%

-0.63%

Volatility

SC0S.DE vs. LBRE.DE - Volatility Comparison

The current volatility for Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) is 6.45%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 9.86%. This indicates that SC0S.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC0S.DELBRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

9.86%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.29%

21.55%

-5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

25.64%

-6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

26.23%

-6.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

28.67%

-8.48%

SC0S.DE vs. LBRE.DE - Expense Ratio Comparison

SC0S.DE has a 0.20% expense ratio, which is lower than LBRE.DE's 0.30% expense ratio.


Dividends

SC0S.DE vs. LBRE.DE - Dividend Comparison

Neither SC0S.DE nor LBRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SC0S.DE and LBRE.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, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SC0S.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LBRE.DE.

SC0S.DE tracks STOXX® Europe 600 Optimised Industrial Goods & Services, while LBRE.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC0S.DE and 0.30% for LBRE.DE.

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