SC0C.DE vs. EQQB.DE
SC0C.DE (Invesco STOXX Europe 600 UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC0C.DE is a Europe Equities fund tracking the STOXX® Europe 600, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC0C.DE returned 13.82%/yr vs 24.52%/yr for EQQB.DE. A 0.55 correlation means they provide meaningful diversification when combined. SC0C.DE charges 0.19%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC0C.DE vs. EQQB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SC0C.DE achieves a 7.46% return, which is significantly lower than EQQB.DE's 20.54% return.
SC0C.DE
- 1D
- 0.58%
- 1M
- 3.10%
- YTD
- 7.46%
- 6M
- 10.04%
- 1Y
- 16.30%
- 3Y*
- 13.82%
- 5Y*
- 9.59%
- 10Y*
- 9.07%
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC0C.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0C.DE Invesco STOXX Europe 600 UCITS ETF | 7.46% | 20.66% | 8.31% | 15.54% | -5.04% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC0C.DE and EQQB.DE is 0.51, 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 | 0.51 |
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 | 0.55 |
The correlation between SC0C.DE and EQQB.DE has been stable across timeframes, ranging from 0.49 to 0.55 - 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
SC0C.DE vs. EQQB.DE — Risk / Return Rank
SC0C.DE
EQQB.DE
SC0C.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco STOXX Europe 600 UCITS ETF (SC0C.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.
| SC0C.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.73 | -1.98 |
| Martin ratioReturn relative to average drawdown | 6.54 | 11.10 | -4.55 |
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
| SC0C.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 2.39 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.97 | -0.36 |
Drawdowns
SC0C.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC0C.DE drawdown since its inception was -35.89%, 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 SC0C.DE and EQQB.DE.
Loading charts...
Drawdown Indicators
| SC0C.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -26.59% | -9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.08% | +0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.30% | -26.59% | +10.29% |
Max Drawdown (5Y)Largest decline over 5 years | -20.52% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | — | — |
Current DrawdownCurrent decline from peak | -1.69% | -0.82% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -6.77% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.39% | -0.90% |
Volatility
SC0C.DE vs. EQQB.DE - Volatility Comparison
Invesco STOXX Europe 600 UCITS ETF (SC0C.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) have volatilities of 4.41% and 4.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SC0C.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 4.38% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.55% | 10.99% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.80% | 15.73% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 19.97% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 19.97% | -3.98% |
SC0C.DE vs. EQQB.DE - Expense Ratio Comparison
SC0C.DE has a 0.19% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC0C.DE vs. EQQB.DE - Dividend Comparison
Neither SC0C.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0C.DE and EQQB.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0C.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0C.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for EQQB.DE.
SC0C.DE is categorized as Europe Equities, while EQQB.DE is Nasdaq-100. SC0C.DE tracks STOXX® Europe 600, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.19% for SC0C.DE and 0.30% for EQQB.DE.
Find the right allocation for SC0C.DE and EQQB.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