IQQG.DE vs. SC0D.DE
IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) and SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - IQQG.DE tracks the EURO STOXX® Total Market (TMI) Growth Large while SC0D.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IQQG.DE returned 10.04%/yr vs 10.37%/yr for SC0D.DE. Their correlation of 0.88 suggests significant overlap in exposure. IQQG.DE charges 0.40%/yr vs 0.05%/yr for SC0D.DE.
Performance
IQQG.DE vs. SC0D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQG.DE achieves a 11.22% return, which is significantly higher than SC0D.DE's 7.29% return. Both investments have delivered pretty close results over the past 10 years, with IQQG.DE having a 10.04% annualized return and SC0D.DE not far ahead at 10.37%.
IQQG.DE
- 1D
- 0.60%
- 1M
- 4.08%
- YTD
- 11.22%
- 6M
- 11.01%
- 1Y
- 14.28%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
SC0D.DE
- 1D
- 0.74%
- 1M
- 1.96%
- YTD
- 7.29%
- 6M
- 8.66%
- 1Y
- 15.55%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
IQQG.DE vs. SC0D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 37.01% | -12.14% | 12.69% |
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 23.19% | -3.03% | 30.01% | -12.05% | 10.07% |
Correlation
The correlation between IQQG.DE and SC0D.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.88 |
The correlation between IQQG.DE and SC0D.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
IQQG.DE vs. SC0D.DE — Risk / Return Rank
IQQG.DE
SC0D.DE
IQQG.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| IQQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.43 | -0.28 |
| Martin ratioReturn relative to average drawdown | 3.72 | 4.87 | -1.14 |
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
| IQQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.98 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.64 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.46 | -0.16 |
Drawdowns
IQQG.DE vs. SC0D.DE - Drawdown Comparison
The maximum IQQG.DE drawdown since its inception was -57.23%, which is greater than SC0D.DE's maximum drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for IQQG.DE and SC0D.DE.
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Drawdown Indicators
| IQQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -38.50% | -18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -10.93% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -16.54% | -3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -23.38% | -4.78% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -38.50% | +3.99% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -7.22% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.21% | +0.66% |
Volatility
IQQG.DE vs. SC0D.DE - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) at 4.94%. This indicates that IQQG.DE's price experiences larger fluctuations and is considered to be riskier than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQG.DE | SC0D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 4.94% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 12.94% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 15.95% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 17.53% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 18.27% | +0.44% |
IQQG.DE vs. SC0D.DE - Expense Ratio Comparison
IQQG.DE has a 0.40% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.
Dividends
IQQG.DE vs. SC0D.DE - Dividend Comparison
IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, while SC0D.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
SC0D.DE Invesco EURO STOXX 50 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 0.93, IQQG.DE and SC0D.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, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.40% for IQQG.DE.
IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IQQG.DE and 0.05% for SC0D.DE.
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