SC05.DE vs. EQQB.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC05.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Retail, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC05.DE returned 9.76%/yr vs 24.52%/yr for EQQB.DE. At a 0.42 correlation, their price movements are largely independent. SC05.DE charges 0.20%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC05.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than EQQB.DE's 20.54% return.
SC05.DE
- 1D
- 1.07%
- 1M
- 8.22%
- YTD
- -2.73%
- 6M
- -1.05%
- 1Y
- -0.73%
- 3Y*
- 9.76%
- 5Y*
- -0.57%
- 10Y*
- 4.56%
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC05.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -24.12% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC05.DE and EQQB.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.42 |
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Return for Risk
SC05.DE vs. EQQB.DE — Risk / Return Rank
SC05.DE
EQQB.DE
SC05.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Retail Sector UCITS ETF (SC05.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.
| SC05.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.42 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.73 | -3.78 |
| Martin ratioReturn relative to average drawdown | -0.11 | 11.10 | -11.21 |
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
| SC05.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.39 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.97 | -0.66 |
Drawdowns
SC05.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, 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 SC05.DE and EQQB.DE.
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Drawdown Indicators
| SC05.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -26.59% | -24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -10.08% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -26.59% | +7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -0.82% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -6.77% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 3.39% | +3.02% |
Volatility
SC05.DE vs. EQQB.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that SC05.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
| SC05.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 4.38% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.99% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 15.73% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 19.97% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 19.97% | +0.27% |
SC05.DE vs. EQQB.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC05.DE vs. EQQB.DE - Dividend Comparison
Neither SC05.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and EQQB.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC05.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC05.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQB.DE.
SC05.DE is categorized as Consumer Staples Equities, while EQQB.DE is Nasdaq-100. SC05.DE tracks STOXX® Europe 600 Optimised Retail, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.20% for SC05.DE and 0.30% for EQQB.DE.
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