SC0H.DE vs. EQQB.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC0H.DE returned 19.18%/yr vs 24.52%/yr for EQQB.DE. Their correlation of 0.93 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC0H.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0H.DE achieves a 11.30% return, which is significantly lower than EQQB.DE's 20.54% return.
SC0H.DE
- 1D
- -0.11%
- 1M
- 5.36%
- YTD
- 11.30%
- 6M
- 11.28%
- 1Y
- 25.34%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
EQQB.DE
- 1D
- -0.82%
- 1M
- 9.26%
- YTD
- 20.54%
- 6M
- 19.36%
- 1Y
- 37.75%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SC0H.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -6.55% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SC0H.DE and EQQB.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.93 |
The correlation between SC0H.DE and EQQB.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
SC0H.DE vs. EQQB.DE — Risk / Return Rank
SC0H.DE
EQQB.DE
SC0H.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (SC0H.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.
| SC0H.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.73 | -0.28 |
| Martin ratioReturn relative to average drawdown | 11.96 | 11.10 | +0.86 |
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
| SC0H.DE | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.39 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.97 | +0.01 |
Drawdowns
SC0H.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -34.20%, 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 SC0H.DE and EQQB.DE.
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Drawdown Indicators
| SC0H.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -26.59% | -7.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -10.08% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -26.59% | +2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.82% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -6.77% | +2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.39% | -1.28% |
Volatility
SC0H.DE vs. EQQB.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.38%. This indicates that SC0H.DE experiences smaller price fluctuations and is considered to be less risky 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
| SC0H.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 4.38% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 10.99% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 15.73% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 19.97% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 19.97% | -3.74% |
SC0H.DE vs. EQQB.DE - Expense Ratio Comparison
SC0H.DE has a 0.05% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC0H.DE vs. EQQB.DE - Dividend Comparison
Neither SC0H.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SC0H.DE and EQQB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for EQQB.DE.
SC0H.DE is categorized as Large Cap Blend Equities, while EQQB.DE is Nasdaq-100. SC0H.DE tracks MSCI USA, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.05% for SC0H.DE and 0.30% for EQQB.DE.
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