SC02.DE vs. EQQB.DE
SC02.DE (Invesco European Financials Sector UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC02.DE is a Financials Equities fund tracking the STOXX® Europe 600 Optimised Financial Services, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC02.DE returned 16.32%/yr vs 24.52%/yr for EQQB.DE. A 0.54 correlation means they provide meaningful diversification when combined. SC02.DE charges 0.20%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC02.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC02.DE achieves a 1.67% return, which is significantly lower than EQQB.DE's 20.54% return.
SC02.DE
- 1D
- 1.84%
- 1M
- -0.82%
- YTD
- 1.67%
- 6M
- 7.23%
- 1Y
- 3.87%
- 3Y*
- 16.32%
- 5Y*
- 8.30%
- 10Y*
- 10.49%
EQQB.DE
- 1D
- -0.82%
- 1M
- 7.97%
- YTD
- 20.54%
- 6M
- 18.70%
- 1Y
- 36.95%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC02.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC02.DE Invesco European Financials Sector UCITS ETF | 1.67% | 9.93% | 19.25% | 27.60% | -13.78% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC02.DE and EQQB.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.54 |
The correlation between SC02.DE and EQQB.DE has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
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Return for Risk
SC02.DE vs. EQQB.DE — Risk / Return Rank
SC02.DE
EQQB.DE
SC02.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Financials Sector UCITS ETF (SC02.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.
| SC02.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.42 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 3.73 | -3.41 |
| Martin ratioReturn relative to average drawdown | 0.86 | 11.10 | -10.24 |
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
| SC02.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 2.39 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.97 | -0.42 |
Drawdowns
SC02.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC02.DE drawdown since its inception was -42.86%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for SC02.DE and EQQB.DE.
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Drawdown Indicators
| SC02.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.86% | -26.59% | -16.27% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -10.08% | -2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -26.59% | +7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | — | — |
Current DrawdownCurrent decline from peak | -3.42% | -0.82% | -2.60% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -6.77% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 3.39% | +1.07% |
Volatility
SC02.DE vs. EQQB.DE - Volatility Comparison
Invesco European Financials Sector UCITS ETF (SC02.DE) has a higher volatility of 4.93% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that SC02.DE's price experiences larger fluctuations and is considered to be riskier than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC02.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 4.38% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 10.99% | +1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 15.73% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 19.97% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 19.97% | +0.68% |
SC02.DE vs. EQQB.DE - Expense Ratio Comparison
SC02.DE has a 0.20% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC02.DE vs. EQQB.DE - Dividend Comparison
Neither SC02.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC02.DE and EQQB.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC02.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC02.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQB.DE.
SC02.DE is categorized as Financials Equities, while EQQB.DE is Nasdaq-100. SC02.DE tracks STOXX® Europe 600 Optimised Financial Services, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for SC02.DE and 0.30% for EQQB.DE.
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