SC0D.DE vs. EQQX.DE
SC0D.DE (Invesco EURO STOXX 50 UCITS ETF) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - SC0D.DE is a Europe Equities fund tracking the EURO STOXX® 50, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, SC0D.DE returned 11.35%/yr vs 19.11%/yr for EQQX.DE. A 0.60 correlation means they provide meaningful diversification when combined. SC0D.DE charges 0.05%/yr vs 0.20%/yr for EQQX.DE.
Performance
SC0D.DE vs. EQQX.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 EQQX.DE's 21.61% 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%
EQQX.DE
- 1D
- 0.11%
- 1M
- 10.15%
- YTD
- 21.61%
- 6M
- 20.44%
- 1Y
- 39.08%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
SC0D.DE vs. EQQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0D.DE Invesco EURO STOXX 50 UCITS ETF | 7.29% | 22.01% | 10.91% | 22.46% | -9.02% | 10.25% |
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 33.88% | 51.62% | -29.90% | 26.11% |
Correlation
The correlation between SC0D.DE and EQQX.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 (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.60 |
The correlation between SC0D.DE and EQQX.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
SC0D.DE vs. EQQX.DE — Risk / Return Rank
SC0D.DE
EQQX.DE
SC0D.DE vs. EQQX.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 Nasdaq-100 Swap UCITS ETF Acc (EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.91 | -2.49 |
| Martin ratioReturn relative to average drawdown | 4.87 | 11.64 | -6.78 |
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 | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.49 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.95 | -0.31 |
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 | 0.90 | -0.43 |
Drawdowns
SC0D.DE vs. EQQX.DE - Drawdown Comparison
The maximum SC0D.DE drawdown since its inception was -38.50%, which is greater than EQQX.DE's maximum drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for SC0D.DE and EQQX.DE.
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Drawdown Indicators
| SC0D.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -31.17% | -7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -9.97% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | -26.80% | +10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -31.17% | +7.79% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -7.99% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.36% | -0.15% |
Volatility
SC0D.DE vs. EQQX.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF (SC0D.DE) has a higher volatility of 4.94% compared to Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) at 4.15%. This indicates that SC0D.DE's price experiences larger fluctuations and is considered to be riskier than EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.15% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 10.89% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 15.75% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 19.86% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 19.79% | -1.52% |
SC0D.DE vs. EQQX.DE - Expense Ratio Comparison
SC0D.DE has a 0.05% expense ratio, which is lower than EQQX.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SC0D.DE vs. EQQX.DE - Dividend Comparison
Neither SC0D.DE nor EQQX.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0D.DE and EQQX.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 0.20% for EQQX.DE.
SC0D.DE is categorized as Europe Equities, while EQQX.DE is Nasdaq-100. SC0D.DE tracks EURO STOXX® 50, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.05% for SC0D.DE and 0.20% for EQQX.DE.
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