The phase diagram of five-dimensional SU(2) gauge theories with one compactified dimension on anisotropic lattices has a rich structure. In this contribution we show how to control non-perturbatively the scale hierarchy between the cut-off and the compactification scale in the bare parameter space. There exists a set of strong bare couplings where the the five-dimensional lattice theory can be described by an effective four-dimensional theory with a scalar field in the adjoint representation. We present a detailed study of the light scalar spectrum as it arises from the non-perturbative dynamics of the full five-dimensional lattice theory. We also investigate the mixing with scalar glueball states in the attempt to further establish the extra-dimensional nature of light scalar states.