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IQQG.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQG.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQG.DE vs. SC0D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQG.DE
IQQG.DE Risk / Return Rank: 2525
Overall Rank
IQQG.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IQQG.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IQQG.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IQQG.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IQQG.DE Martin Ratio Rank: 2727
Martin Ratio Rank

SC0D.DE
SC0D.DE Risk / Return Rank: 2929
Overall Rank
SC0D.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SC0D.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SC0D.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SC0D.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SC0D.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESC0D.DEDifference
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

IQQG.DE vs. SC0D.DE - Sharpe Ratio Comparison

The current IQQG.DE Sharpe Ratio is 0.77, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IQQG.DE and SC0D.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IQQG.DESC0D.DEDifference

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.DESC0D.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.53%

+0.53%

Average Drawdown

Average peak-to-trough decline

-14.07%

-7.22%

-6.85%

Ulcer Index

Depth 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.DESC0D.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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