EQQQ.DE vs. SC0Z.DE
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and SC0Z.DE (Invesco European Utilities Sector UCITS ETF) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SC0Z.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Optimised Utilities. Both are passively managed. Over the past 10 years, EQQQ.DE returned 21.64%/yr vs 10.93%/yr for SC0Z.DE. At a 0.35 correlation, their price movements are largely independent. EQQQ.DE charges 0.30%/yr vs 0.20%/yr for SC0Z.DE.
Performance
EQQQ.DE vs. SC0Z.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 18.89% return, which is significantly higher than SC0Z.DE's 16.58% return. Over the past 10 years, EQQQ.DE has outperformed SC0Z.DE with an annualized return of 21.64%, while SC0Z.DE has yielded a comparatively lower 10.93% annualized return.
EQQQ.DE
- 1D
- -0.82%
- 1M
- 0.08%
- YTD
- 18.89%
- 6M
- 18.93%
- 1Y
- 35.19%
- 3Y*
- 24.14%
- 5Y*
- 16.90%
- 10Y*
- 21.64%
SC0Z.DE
- 1D
- 1.86%
- 1M
- 0.30%
- YTD
- 16.58%
- 6M
- 17.47%
- 1Y
- 28.46%
- 3Y*
- 17.15%
- 5Y*
- 11.89%
- 10Y*
- 10.93%
EQQQ.DE vs. SC0Z.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 18.89% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 15.82% |
SC0Z.DE Invesco European Utilities Sector UCITS ETF | 16.58% | 32.73% | 0.20% | 13.45% | -9.07% | 8.96% | 9.52% | 29.64% | 0.81% | 8.10% |
Correlation
The correlation between EQQQ.DE and SC0Z.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2009 | 0.35 |
Over the past year, the correlation between EQQQ.DE and SC0Z.DE has dropped to 0.07 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
EQQQ.DE vs. SC0Z.DE — Risk / Return Rank
EQQQ.DE
SC0Z.DE
EQQQ.DE vs. SC0Z.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 European Utilities Sector UCITS ETF (SC0Z.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQQQ.DE | SC0Z.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 3.80 | -0.31 |
| Martin ratioReturn relative to average drawdown | 10.19 | 9.64 | +0.55 |
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Drawdowns
EQQQ.DE vs. SC0Z.DE - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -60.10%, which is greater than SC0Z.DE's maximum drawdown of -33.41%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SC0Z.DE.
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Drawdown Indicators
| EQQQ.DE | SC0Z.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -33.41% | -26.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -7.46% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -13.65% | -13.05% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -23.25% | -8.05% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -33.41% | +2.11% |
Current DrawdownCurrent decline from peak | -2.69% | -2.29% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -8.20% | -4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.95% | +0.50% |
Volatility
EQQQ.DE vs. SC0Z.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 6.02% compared to Invesco European Utilities Sector UCITS ETF (SC0Z.DE) at 3.25%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than SC0Z.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 | SC0Z.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 3.25% | +2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 13.08% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 15.01% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 16.22% | +3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 16.83% | +3.61% |
EQQQ.DE vs. SC0Z.DE - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than SC0Z.DE's 0.20% expense ratio.
Dividends
EQQQ.DE vs. SC0Z.DE - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while SC0Z.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% |
SC0Z.DE Invesco European Utilities Sector 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
EQQQ.DE and SC0Z.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0Z.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0Z.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while SC0Z.DE is Utilities Equities. EQQQ.DE tracks NASDAQ-100 Index, while SC0Z.DE tracks STOXX® Europe 600 Optimised Utilities. Their fees differ too: 0.30% for EQQQ.DE and 0.20% for SC0Z.DE.
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