SC0W.DE vs. LIGS.DE
SC0W.DE (Invesco European Basic Resources Sector UCITS ETF) and LIGS.DE (Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc) are both Industrials Equities funds - SC0W.DE tracks the STOXX® Europe 600 Optimised Basic Resources while LIGS.DE tracks the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past 10 years, SC0W.DE returned 17.03%/yr vs 12.01%/yr for LIGS.DE. A 0.62 correlation means they provide meaningful diversification when combined. SC0W.DE charges 0.20%/yr vs 0.30%/yr for LIGS.DE.
Performance
SC0W.DE vs. LIGS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0W.DE achieves a 32.91% return, which is significantly higher than LIGS.DE's 7.15% return. Over the past 10 years, SC0W.DE has outperformed LIGS.DE with an annualized return of 17.03%, while LIGS.DE has yielded a comparatively lower 12.01% annualized return.
SC0W.DE
- 1D
- -0.81%
- 1M
- 6.29%
- YTD
- 32.91%
- 6M
- 42.19%
- 1Y
- 81.16%
- 3Y*
- 20.41%
- 5Y*
- 12.13%
- 10Y*
- 17.03%
LIGS.DE
- 1D
- 0.61%
- 1M
- -1.92%
- YTD
- 7.15%
- 6M
- 8.55%
- 1Y
- 12.37%
- 3Y*
- 17.48%
- 5Y*
- 10.99%
- 10Y*
- 12.01%
SC0W.DE vs. LIGS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0W.DE Invesco European Basic Resources Sector UCITS ETF | 32.91% | 33.79% | -7.95% | -3.82% | 9.72% | 27.53% | 12.84% | 22.79% | -10.57% | 24.44% |
LIGS.DE Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc | 7.15% | 23.89% | 14.58% | 23.36% | -18.76% | 27.50% | 6.13% | 25.42% | -5.77% | 16.96% |
Correlation
The correlation between SC0W.DE and LIGS.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2009 | 0.62 |
The correlation between SC0W.DE and LIGS.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
SC0W.DE vs. LIGS.DE — Risk / Return Rank
SC0W.DE
LIGS.DE
SC0W.DE vs. LIGS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.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.
| SC0W.DE | LIGS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.13 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | 0.99 | +3.75 |
| Martin ratioReturn relative to average drawdown | 18.77 | 3.50 | +15.26 |
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
| SC0W.DE | LIGS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.13 | 0.68 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.56 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.61 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.43 | -0.15 |
Drawdowns
SC0W.DE vs. LIGS.DE - Drawdown Comparison
The maximum SC0W.DE drawdown since its inception was -68.06%, which is greater than LIGS.DE's maximum drawdown of -60.31%. Use the drawdown chart below to compare losses from any high point for SC0W.DE and LIGS.DE.
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Drawdown Indicators
| SC0W.DE | LIGS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.06% | -60.31% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.64% | -13.09% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -34.35% | -18.40% | -15.95% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -30.95% | -7.14% |
Max Drawdown (10Y)Largest decline over 10 years | -45.64% | -42.19% | -3.45% |
Current DrawdownCurrent decline from peak | -2.54% | -2.26% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -21.96% | -9.87% | -12.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 3.70% | +0.68% |
Volatility
SC0W.DE vs. LIGS.DE - Volatility Comparison
Invesco European Basic Resources Sector UCITS ETF (SC0W.DE) has a higher volatility of 10.17% compared to Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Acc (LIGS.DE) at 6.08%. This indicates that SC0W.DE's price experiences larger fluctuations and is considered to be riskier than LIGS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0W.DE | LIGS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.17% | 6.08% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 22.56% | 16.09% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.72% | 19.23% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.37% | 19.43% | +7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.35% | 19.83% | +8.52% |
SC0W.DE vs. LIGS.DE - Expense Ratio Comparison
SC0W.DE has a 0.20% expense ratio, which is lower than LIGS.DE's 0.30% expense ratio.
Dividends
SC0W.DE vs. LIGS.DE - Dividend Comparison
Neither SC0W.DE nor LIGS.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0W.DE and LIGS.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0W.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0W.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LIGS.DE.
SC0W.DE tracks STOXX® Europe 600 Optimised Basic Resources, while LIGS.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.20% for SC0W.DE and 0.30% for LIGS.DE.
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