PortfoliosLab logoPortfoliosLab logo
IQQU.DE vs. SC0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQU.DE vs. SC0D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) and Invesco EURO STOXX 50 UCITS ETF (SC0D.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IQQU.DE having a 7.54% return and SC0D.DE slightly lower at 7.29%. Over the past 10 years, IQQU.DE has underperformed SC0D.DE with an annualized return of 9.38%, while SC0D.DE has yielded a comparatively higher 10.37% annualized return.


IQQU.DE

1D
0.78%
1M
1.64%
YTD
7.54%
6M
9.86%
1Y
15.14%
3Y*
13.15%
5Y*
9.03%
10Y*
9.38%

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)

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


2026 (YTD)202520242023202220212020201920182017
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
7.54%20.11%6.36%17.27%-12.23%24.46%1.53%28.71%-11.38%11.87%
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 IQQU.DE and SC0D.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2009

0.93

The correlation between IQQU.DE and SC0D.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQQU.DE vs. SC0D.DE — Risk / Return Rank

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

IQQU.DE
IQQU.DE Risk / Return Rank: 3333
Overall Rank
IQQU.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IQQU.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IQQU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
IQQU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IQQU.DE Martin Ratio Rank: 3737
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.

IQQU.DE vs. SC0D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IQQU.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.


IQQU.DESC0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.54

1.43

+0.11

Martin ratioReturn relative to average drawdown

5.62

4.87

+0.76

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

The current IQQU.DE Sharpe Ratio is 1.13, which is comparable to the SC0D.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IQQU.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.


Loading charts...

Sharpe Ratios by Period


IQQU.DESC0D.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.98

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.64

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.56

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.46

-0.18

Drawdowns

IQQU.DE vs. SC0D.DE - Drawdown Comparison

The maximum IQQU.DE drawdown since its inception was -59.97%, 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 IQQU.DE and SC0D.DE.


Loading charts...

Drawdown Indicators


IQQU.DESC0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.97%

-38.50%

-21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-10.93%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-16.54%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-23.38%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

-38.50%

+3.89%

Current Drawdown

Current decline from peak

-1.21%

-0.53%

-0.68%

Average Drawdown

Average peak-to-trough decline

-15.28%

-7.22%

-8.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.21%

-0.48%

Volatility

IQQU.DE vs. SC0D.DE - Volatility Comparison

The current volatility for iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) is 4.32%, while Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a volatility of 4.94%. This indicates that IQQU.DE experiences smaller price fluctuations and is considered to be less risky than SC0D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IQQU.DESC0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.94%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

12.94%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

15.95%

-2.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

17.53%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

18.27%

-2.58%

IQQU.DE vs. SC0D.DE - Expense Ratio Comparison

IQQU.DE has a 0.40% expense ratio, which is higher than SC0D.DE's 0.05% expense ratio.


Dividends

IQQU.DE vs. SC0D.DE - Dividend Comparison

IQQU.DE's dividend yield for the trailing twelve months is around 1.98%, while SC0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
1.98%2.16%2.38%2.36%2.33%1.62%1.43%2.31%2.67%2.26%2.31%2.14%
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 0.96, IQQU.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 IQQU.DE.

IQQU.DE tracks MSCI Europe ex UK, while SC0D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IQQU.DE and 0.05% for SC0D.DE.

Portfolio Optimizer

Find the right allocation for IQQU.DE and SC0D.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer