EQQQ.DE vs. SC0H.DE
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA. Both are passively managed. Over the past 10 years, EQQQ.DE returned 21.28%/yr vs 15.07%/yr for SC0H.DE. Their correlation of 0.88 suggests significant overlap in exposure. EQQQ.DE charges 0.30%/yr vs 0.05%/yr for SC0H.DE.
Performance
EQQQ.DE vs. SC0H.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than SC0H.DE's 11.30% return. Over the past 10 years, EQQQ.DE has outperformed SC0H.DE with an annualized return of 21.28%, while SC0H.DE has yielded a comparatively lower 15.07% annualized return.
EQQQ.DE
- 1D
- -0.85%
- 1M
- 7.99%
- YTD
- 20.52%
- 6M
- 18.72%
- 1Y
- 37.03%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
SC0H.DE
- 1D
- -0.11%
- 1M
- 4.53%
- YTD
- 11.30%
- 6M
- 10.69%
- 1Y
- 25.27%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
EQQQ.DE vs. SC0H.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 20.52% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 15.81% |
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -15.55% | 38.99% | 9.76% | 35.08% | -1.12% | 6.55% |
Correlation
The correlation between EQQQ.DE and SC0H.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2009 | 0.88 |
The correlation between EQQQ.DE and SC0H.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
EQQQ.DE vs. SC0H.DE — Risk / Return Rank
EQQQ.DE
SC0H.DE
EQQQ.DE vs. SC0H.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Invesco MSCI USA UCITS ETF (SC0H.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.
| EQQQ.DE | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 3.45 | +0.29 |
| Martin ratioReturn relative to average drawdown | 11.10 | 11.96 | -0.86 |
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
| EQQQ.DE | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.16 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.94 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.92 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.98 | -0.17 |
Drawdowns
EQQQ.DE vs. SC0H.DE - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than SC0H.DE's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SC0H.DE.
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Drawdown Indicators
| EQQQ.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.04% | -34.20% | -12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -7.32% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -23.66% | -3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -23.66% | -7.64% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -34.20% | +2.90% |
Current DrawdownCurrent decline from peak | -0.85% | -0.41% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -4.13% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.11% | +1.28% |
Volatility
EQQQ.DE vs. SC0H.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.26% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 2.68%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQQQ.DE | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.68% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 7.66% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 11.67% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.41% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 16.23% | +3.42% |
EQQQ.DE vs. SC0H.DE - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio.
Dividends
EQQQ.DE vs. SC0H.DE - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while SC0H.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, EQQQ.DE and SC0H.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while SC0H.DE is Large Cap Blend Equities. EQQQ.DE tracks NASDAQ-100 Index, while SC0H.DE tracks MSCI USA. Their fees differ too: 0.30% for EQQQ.DE and 0.05% for SC0H.DE.
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