SC0D.DE vs. EQQB.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC0D.DE is a Europe Equities fund tracking the EURO STOXX® 50, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC0D.DE returned 15.50%/yr vs 24.52%/yr for EQQB.DE. A 0.58 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC0D.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0D.DE achieves a 7.29% return, which is significantly lower than EQQB.DE's 20.54% return.
SC0D.DE
- 1D
- 0.74%
- 1M
- 4.75%
- YTD
- 7.29%
- 6M
- 8.67%
- 1Y
- 15.66%
- 3Y*
- 15.50%
- 5Y*
- 11.35%
- 10Y*
- 10.37%
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC0D.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -3.98% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC0D.DE and EQQB.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.58 |
The correlation between SC0D.DE and EQQB.DE has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. EQQB.DE — Risk / Return Rank
SC0D.DE
EQQB.DE
SC0D.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF (SC0D.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.
| SC0D.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.73 | -2.30 |
| Martin ratioReturn relative to average drawdown | 4.87 | 11.10 | -6.23 |
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
| SC0D.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.39 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.97 | -0.50 |
Drawdowns
SC0D.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, 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 SC0D.DE and EQQB.DE.
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Drawdown Indicators
| SC0D.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -26.59% | -11.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.08% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -26.59% | +10.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -0.82% | +0.29% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -6.77% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.39% | -0.18% |
Volatility
SC0D.DE vs. EQQB.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that SC0D.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
| SC0D.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.38% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 10.99% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 15.73% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 19.97% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 19.97% | -1.70% |
SC0D.DE vs. EQQB.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC0D.DE vs. EQQB.DE - Dividend Comparison
Neither SC0D.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and EQQB.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0D.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0D.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EQQB.DE.
SC0D.DE is categorized as Europe Equities, while EQQB.DE is Nasdaq-100. SC0D.DE tracks EURO STOXX® 50, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.05% for SC0D.DE and 0.30% for EQQB.DE.
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