SC05.DE vs. IQSA.DE
SC05.DE (Invesco European Retail Sector UCITS ETF) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC05.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Retail, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC05.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC05.DE returned -0.57%/yr vs 15.45%/yr for IQSA.DE. A 0.62 correlation means they provide meaningful diversification when combined. SC05.DE charges 0.20%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC05.DE vs. IQSA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC05.DE achieves a -2.73% return, which is significantly lower than IQSA.DE's 14.81% 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%
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC05.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC05.DE Invesco European Retail Sector UCITS ETF | -2.73% | 8.95% | 8.15% | 35.71% | -33.09% | 12.03% | 11.17% | 23.18% |
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 SC05.DE and IQSA.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.62 |
The correlation between SC05.DE and IQSA.DE has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SC05.DE vs. IQSA.DE — Risk / Return Rank
SC05.DE
IQSA.DE
SC05.DE vs. IQSA.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 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.
| SC05.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.60 | -4.65 |
| Martin ratioReturn relative to average drawdown | -0.11 | 18.23 | -18.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SC05.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.34 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 1.04 | -1.06 |
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 | 0.94 | -0.64 |
Drawdowns
SC05.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC05.DE drawdown since its inception was -51.51%, 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 SC05.DE and IQSA.DE.
Loading charts...
Drawdown Indicators
| SC05.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.51% | -34.11% | -17.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.81% | -6.20% | -8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -21.35% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -51.51% | -21.35% | -30.16% |
Max Drawdown (10Y)Largest decline over 10 years | -51.51% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -0.33% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -4.38% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.41% | 1.57% | +4.84% |
Volatility
SC05.DE vs. IQSA.DE - Volatility Comparison
Invesco European Retail Sector UCITS ETF (SC05.DE) has a higher volatility of 6.40% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that SC05.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.
Loading charts...
Volatility by Period
| SC05.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.32% | +3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 8.85% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 12.17% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 14.71% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 16.74% | +3.50% |
SC05.DE vs. IQSA.DE - Expense Ratio Comparison
SC05.DE has a 0.20% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SC05.DE vs. IQSA.DE - Dividend Comparison
Neither SC05.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC05.DE and IQSA.DE have a correlation of 0.53, 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 IQSA.DE.
SC05.DE is categorized as Consumer Staples Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.20% for SC05.DE and 0.30% for IQSA.DE.
Find the right allocation for SC05.DE and IQSA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer