SC01.DE vs. IQSA.DE
SC01.DE (Invesco European Construction Sector UCITS ETF) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC01.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Optimised Construction & Materials, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC01.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC01.DE returned 9.82%/yr vs 15.45%/yr for IQSA.DE. A 0.57 correlation means they provide meaningful diversification when combined. SC01.DE charges 0.20%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC01.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC01.DE achieves a 0.76% return, which is significantly lower than IQSA.DE's 14.81% return.
SC01.DE
- 1D
- 0.05%
- 1M
- -0.82%
- YTD
- 0.76%
- 6M
- 3.12%
- 1Y
- 6.72%
- 3Y*
- 15.53%
- 5Y*
- 9.82%
- 10Y*
- 10.20%
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC01.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC01.DE Invesco European Construction Sector UCITS ETF | 0.76% | 24.01% | 7.02% | 34.08% | -17.94% | 32.21% | -1.77% | 18.48% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between SC01.DE and IQSA.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.57 |
The correlation between SC01.DE and IQSA.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
SC01.DE vs. IQSA.DE — Risk / Return Rank
SC01.DE
IQSA.DE
SC01.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Construction Sector UCITS ETF (SC01.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.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.
| SC01.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 4.60 | -4.16 |
| Martin ratioReturn relative to average drawdown | 1.32 | 18.23 | -16.92 |
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
| SC01.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 2.34 | -2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.04 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.94 | -0.30 |
Drawdowns
SC01.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC01.DE drawdown since its inception was -37.00%, which is greater than IQSA.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SC01.DE and IQSA.DE.
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Drawdown Indicators
| SC01.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.00% | -34.11% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -15.23% | -6.20% | -9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -21.35% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.80% | -21.35% | -7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | — | — |
Current DrawdownCurrent decline from peak | -6.47% | -0.33% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -6.93% | -4.38% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.10% | 1.57% | +3.53% |
Volatility
SC01.DE vs. IQSA.DE - Volatility Comparison
Invesco European Construction Sector UCITS ETF (SC01.DE) has a higher volatility of 6.44% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that SC01.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC01.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.44% | 3.32% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 16.34% | 8.85% | +7.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 12.17% | +7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 14.71% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.03% | 16.74% | +8.29% |
SC01.DE vs. IQSA.DE - Expense Ratio Comparison
SC01.DE has a 0.20% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SC01.DE vs. IQSA.DE - Dividend Comparison
Neither SC01.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC01.DE and IQSA.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC01.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC01.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQSA.DE.
SC01.DE is categorized as Industrials Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.20% for SC01.DE and 0.30% for IQSA.DE.
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