SC0H.DE vs. EQQX.DE
SC0H.DE (Invesco MSCI USA UCITS ETF) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - SC0H.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, SC0H.DE returned 14.59%/yr vs 19.11%/yr for EQQX.DE. Their correlation of 0.92 suggests significant overlap in exposure. SC0H.DE charges 0.05%/yr vs 0.20%/yr for EQQX.DE.
Performance
SC0H.DE vs. EQQX.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 EQQX.DE's 21.61% 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%
EQQX.DE
- 1D
- 0.11%
- 1M
- 10.15%
- YTD
- 21.61%
- 6M
- 20.44%
- 1Y
- 39.08%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
SC0H.DE vs. EQQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 23.60% | -15.55% | 22.40% |
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 SC0H.DE and EQQX.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 (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.92 |
The correlation between SC0H.DE and EQQX.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
SC0H.DE vs. EQQX.DE — Risk / Return Rank
SC0H.DE
EQQX.DE
SC0H.DE vs. EQQX.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 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.
| SC0H.DE | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.91 | -0.47 |
| Martin ratioReturn relative to average drawdown | 11.96 | 11.64 | +0.31 |
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 | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.49 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.95 | -0.02 |
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 | 0.90 | +0.08 |
Drawdowns
SC0H.DE vs. EQQX.DE - Drawdown Comparison
The maximum SC0H.DE drawdown since its inception was -34.20%, 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 SC0H.DE and EQQX.DE.
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Drawdown Indicators
| SC0H.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.20% | -31.17% | -3.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -9.97% | +2.65% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -26.80% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -31.17% | +7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -34.20% | — | — |
Current DrawdownCurrent decline from peak | -0.41% | 0.00% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -7.99% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.36% | -1.25% |
Volatility
SC0H.DE vs. EQQX.DE - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (SC0H.DE) is 2.68%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 4.15%. This indicates that SC0H.DE experiences smaller price fluctuations and is considered to be less risky 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
| SC0H.DE | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 4.15% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 10.89% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 15.75% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.41% | 19.86% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 19.79% | -3.56% |
SC0H.DE vs. EQQX.DE - Expense Ratio Comparison
SC0H.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
SC0H.DE vs. EQQX.DE - Dividend Comparison
Neither SC0H.DE nor EQQX.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SC0H.DE and EQQX.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 0.20% for EQQX.DE.
SC0H.DE is categorized as Large Cap Blend Equities, while EQQX.DE is Nasdaq-100. SC0H.DE tracks MSCI USA, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.05% for SC0H.DE and 0.20% for EQQX.DE.
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