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SC00.DE vs. EQQQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SC00.DE vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco European Chemicals Sector UCITS ETF (SC00.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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SC00.DE vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SC00.DE
Invesco European Chemicals Sector UCITS ETF
4.92%-5.68%-7.91%14.24%-15.93%20.69%10.10%32.92%-15.65%14.07%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
-4.18%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.81%

Returns By Period

In the year-to-date period, SC00.DE achieves a 4.92% return, which is significantly higher than EQQQ.DE's -4.18% return. Over the past 10 years, SC00.DE has underperformed EQQQ.DE with an annualized return of 5.60%, while EQQQ.DE has yielded a comparatively higher 18.60% annualized return.


SC00.DE

1D
-0.26%
1M
1.70%
YTD
4.92%
6M
1.77%
1Y
-4.17%
3Y*
-0.50%
5Y*
-0.25%
10Y*
5.60%

EQQQ.DE

1D
0.16%
1M
-2.02%
YTD
-4.18%
6M
-1.98%
1Y
15.87%
3Y*
20.53%
5Y*
13.39%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SC00.DE vs. EQQQ.DE - Expense Ratio Comparison

SC00.DE has a 0.20% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.


Return for Risk

SC00.DE vs. EQQQ.DE — Risk / Return Rank

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

SC00.DE
SC00.DE Risk / Return Rank: 88
Overall Rank
SC00.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SC00.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SC00.DE Omega Ratio Rank: 77
Omega Ratio Rank
SC00.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SC00.DE Martin Ratio Rank: 99
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 4949
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6060
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.

SC00.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco European Chemicals Sector UCITS ETF (SC00.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.


SC00.DEEQQQ.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.24

0.77

-1.01

Sortino ratio

Return per unit of downside risk

-0.22

1.18

-1.39

Omega ratio

Gain probability vs. loss probability

0.97

1.16

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.11

2.31

-2.42

Martin ratio

Return relative to average drawdown

-0.18

6.92

-7.10

SC00.DE vs. EQQQ.DE - Sharpe Ratio Comparison

The current SC00.DE Sharpe Ratio is -0.24, which is lower than the EQQQ.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SC00.DE and EQQQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SC00.DEEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

0.77

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.67

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.94

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.75

-0.19

Correlation

The correlation between SC00.DE and EQQQ.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SC00.DE vs. EQQQ.DE - Dividend Comparison

SC00.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.29%.


TTM20252024202320222021202020192018201720162015
SC00.DE
Invesco European Chemicals 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%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.29%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%

Drawdowns

SC00.DE vs. EQQQ.DE - Drawdown Comparison

The maximum SC00.DE drawdown since its inception was -30.50%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for SC00.DE and EQQQ.DE.


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Drawdown Indicators


SC00.DEEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.50%

-47.04%

+16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-10.05%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

-31.30%

+4.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.50%

-31.30%

+0.80%

Current Drawdown

Current decline from peak

-14.34%

-7.53%

-6.81%

Average Drawdown

Average peak-to-trough decline

-8.38%

-7.40%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.41%

3.36%

+6.05%

Volatility

SC00.DE vs. EQQQ.DE - Volatility Comparison

Invesco European Chemicals Sector UCITS ETF (SC00.DE) has a higher volatility of 6.61% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.70%. This indicates that SC00.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SC00.DEEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.70%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

11.85%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.60%

20.51%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

19.85%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.93%

19.67%

+0.26%