N1ES.DE vs. SC0V.DE
N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) and SC0V.DE (Invesco European Oil & Gas Sector UCITS ETF) are both exchange-traded funds - N1ES.DE is a Nasdaq-100 fund tracking the Nasdaq 100® ESG, while SC0V.DE is a Energy Equities fund tracking the STOXX® Europe 600 Optimised Oil & Gas. Both are passively managed. Over the past 3 years, N1ES.DE returned 23.76%/yr vs 20.38%/yr for SC0V.DE. At a 0.21 correlation, their price movements are largely independent. N1ES.DE charges 0.25%/yr vs 0.20%/yr for SC0V.DE.
Performance
N1ES.DE vs. SC0V.DE - Performance Comparison
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Returns By Period
In the year-to-date period, N1ES.DE achieves a 18.88% return, which is significantly lower than SC0V.DE's 29.35% return.
N1ES.DE
- 1D
- 0.00%
- 1M
- -1.30%
- 6M
- 17.13%
- YTD
- 18.88%
- 1Y
- 30.24%
- 3Y*
- 23.76%
- 5Y*
- —
- 10Y*
- —
SC0V.DE
- 1D
- 1.06%
- 1M
- 0.96%
- 6M
- 22.68%
- YTD
- 29.35%
- 1Y
- 45.30%
- 3Y*
- 20.38%
- 5Y*
- 20.24%
- 10Y*
- 10.18%
N1ES.DE vs. SC0V.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 18.88% | 8.26% | 33.55% | 51.62% | -29.13% | 10.00% |
SC0V.DE Invesco European Oil & Gas Sector UCITS ETF | 29.35% | 29.15% | -5.65% | 5.37% | 30.86% | -5.78% |
Correlation
The correlation between N1ES.DE and SC0V.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2021 | 0.21 |
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Return for Risk
N1ES.DE vs. SC0V.DE — Risk / Return Rank
N1ES.DE
SC0V.DE
N1ES.DE vs. SC0V.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Invesco European Oil & Gas Sector UCITS ETF (SC0V.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.
| N1ES.DE | SC0V.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.25 | -0.45 |
| Martin ratioReturn relative to average drawdown | 7.83 | 11.18 | -3.35 |
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Drawdowns
N1ES.DE vs. SC0V.DE - Drawdown Comparison
The maximum N1ES.DE drawdown since its inception was -29.96%, smaller than the maximum SC0V.DE drawdown of -57.15%. Use the drawdown chart below to compare losses from any high point for N1ES.DE and SC0V.DE.
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Drawdown Indicators
| N1ES.DE | SC0V.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.96% | -57.15% | +27.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.86% | -13.89% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -22.22% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.15% | — |
Current DrawdownCurrent decline from peak | -3.22% | -8.35% | +5.13% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -10.37% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 4.04% | -0.17% |
Volatility
N1ES.DE vs. SC0V.DE - Volatility Comparison
Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) and Invesco European Oil & Gas Sector UCITS ETF (SC0V.DE) have volatilities of 5.99% and 6.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| N1ES.DE | SC0V.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 6.28% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | 15.89% | -2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.05% | 19.34% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 21.80% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 23.76% | -2.96% |
N1ES.DE vs. SC0V.DE - Expense Ratio Comparison
N1ES.DE has a 0.25% expense ratio, which is higher than SC0V.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
N1ES.DE vs. SC0V.DE - Dividend Comparison
Neither N1ES.DE nor SC0V.DE has paid dividends to shareholders.
Frequently Asked Questions
N1ES.DE and SC0V.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0V.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0V.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for N1ES.DE.
N1ES.DE is categorized as Nasdaq-100, while SC0V.DE is Energy Equities. N1ES.DE tracks Nasdaq 100® ESG, while SC0V.DE tracks STOXX® Europe 600 Optimised Oil & Gas. Their fees differ too: 0.25% for N1ES.DE and 0.20% for SC0V.DE.
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