SC0U.DE vs. EGV1.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco European Banks Sector UCITS ETF (SC0U.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE).

SC0U.DE and EGV1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SC0U.DE is a passively managed fund by Invesco that tracks the performance of the STOXX® Europe 600 Optimised Banks. It was launched on Jul 7, 2009. EGV1.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600 Insurance. It was launched on Sep 3, 2020. Both SC0U.DE and EGV1.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SC0U.DE vs. EGV1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Banks Sector UCITS ETF (SC0U.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE). The values are adjusted to include any dividend payments, if applicable.

SC0U.DE vs. EGV1.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0U.DE Invesco European Banks Sector UCITS ETF	-3.93%	79.97%	32.49%	25.93%	-0.07%	37.72%	-22.62%	15.49%	-26.78%	10.92%
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist	-2.81%	23.89%	22.98%	12.79%	3.54%	19.62%	-10.07%	30.21%	-6.75%	11.48%

Returns By Period

In the year-to-date period, SC0U.DE achieves a -3.93% return, which is significantly lower than EGV1.DE's -2.81% return. Over the past 10 years, SC0U.DE has outperformed EGV1.DE with an annualized return of 13.28%, while EGV1.DE has yielded a comparatively lower 11.21% annualized return.

SC0U.DE

• 1D: 4.23%
• 1M: -3.60%
• YTD: -3.93%
• 6M: 9.73%
• 1Y: 36.13%
• 3Y*: 40.13%
• 5Y*: 27.22%
• 10Y*: 13.28%

EGV1.DE

• 1D: 1.97%
• 1M: -0.80%
• YTD: -2.81%
• 6M: -3.11%
• 1Y: 1.90%
• 3Y*: 18.31%
• 5Y*: 12.91%
• 10Y*: 11.21%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SC0U.DE vs. EGV1.DE - Expense Ratio Comparison

SC0U.DE has a 0.20% expense ratio, which is lower than EGV1.DE's 0.30% expense ratio.

EGV1.DE

Lyxor STOXX Europe 600 Insurance UCITS ETF Dist

SC0U.DE

Invesco European Banks Sector UCITS ETF

Return for Risk

SC0U.DE vs. EGV1.DE — Risk / Return Rank

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

SC0U.DE

SC0U.DE Risk / Return Rank: 71
SC0U.DE Sharpe Ratio Rank: 75
SC0U.DE Sortino Ratio Rank: 71
SC0U.DE Omega Ratio Rank: 67
SC0U.DE Calmar Ratio Rank: 74
SC0U.DE Martin Ratio Rank: 67

EGV1.DE

EGV1.DE Risk / Return Rank: 14
EGV1.DE Sharpe Ratio Rank: 14
EGV1.DE Sortino Ratio Rank: 13
EGV1.DE Omega Ratio Rank: 13
EGV1.DE Calmar Ratio Rank: 16
EGV1.DE Martin Ratio Rank: 15

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.

SC0U.DE vs. EGV1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (SC0U.DE) and Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.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.

	SC0U.DE	EGV1.DE	Difference
Sharpe ratio Return per unit of total volatility	1.44	0.10	+1.34
Sortino ratio Return per unit of downside risk	1.88	0.26	+1.62
Omega ratio Gain probability vs. loss probability	1.26	1.04	+0.22
Calmar ratio Return relative to maximum drawdown	2.17	0.25	+1.93
Martin ratio Return relative to average drawdown	7.57	0.57	+7.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SC0U.DE vs. EGV1.DE - Sharpe Ratio Comparison

The current SC0U.DE Sharpe Ratio is 1.44, which is higher than the EGV1.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SC0U.DE and EGV1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SC0U.DE	EGV1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	0.10	+1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.15	0.76	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.56	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.41	-0.16

Correlation

The correlation between SC0U.DE and EGV1.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SC0U.DE vs. EGV1.DE - Dividend Comparison

Neither SC0U.DE nor EGV1.DE has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
SC0U.DE Invesco European Banks Sector UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EGV1.DE Lyxor STOXX Europe 600 Insurance UCITS ETF Dist	0.00%	0.00%	4.77%	3.93%	5.03%	4.53%	4.35%	3.71%	4.26%	0.59%

Drawdowns

SC0U.DE vs. EGV1.DE - Drawdown Comparison

The maximum SC0U.DE drawdown since its inception was -60.69%, roughly equal to the maximum EGV1.DE drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for SC0U.DE and EGV1.DE.

Drawdown Indicators

	SC0U.DE	EGV1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-60.69%	-58.31%	-2.38%
Max Drawdown (1Y) Largest decline over 1 year	-16.70%	-11.89%	-4.81%
Max Drawdown (5Y) Largest decline over 5 years	-29.85%	-18.39%	-11.46%
Max Drawdown (10Y) Largest decline over 10 years	-56.61%	-47.02%	-9.59%
Current Drawdown Current decline from peak	-11.00%	-5.55%	-5.45%
Average Drawdown Average peak-to-trough decline	-20.56%	-7.92%	-12.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.79%	4.67%	+0.12%

Volatility

SC0U.DE vs. EGV1.DE - Volatility Comparison

Invesco European Banks Sector UCITS ETF (SC0U.DE) has a higher volatility of 9.66% compared to Lyxor STOXX Europe 600 Insurance UCITS ETF Dist (EGV1.DE) at 5.23%. This indicates that SC0U.DE's price experiences larger fluctuations and is considered to be riskier than EGV1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SC0U.DE	EGV1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.66%	5.23%	+4.43%
Volatility (6M) Calculated over the trailing 6-month period	16.76%	11.09%	+5.67%
Volatility (1Y) Calculated over the trailing 1-year period	25.08%	18.83%	+6.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.39%	16.85%	+6.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.69%	20.16%	+5.53%