SC0I.DE vs. EQQB.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SC0I.DE is a Japan Equities fund tracking the MSCI Japan, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SC0I.DE returned 15.32%/yr vs 22.75%/yr for EQQB.DE. At a 0.49 correlation, their price movements are largely independent. SC0I.DE charges 0.19%/yr vs 0.30%/yr for EQQB.DE.
Performance
SC0I.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly lower than EQQB.DE's 17.83% return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
EQQB.DE
- 1D
- 0.00%
- 1M
- -1.61%
- 6M
- 15.99%
- YTD
- 17.83%
- 1Y
- 28.69%
- 3Y*
- 22.75%
- 5Y*
- —
- 10Y*
- —
SC0I.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -8.18% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 17.83% | 6.93% | 33.67% | 51.27% | -18.68% |
Correlation
The correlation between SC0I.DE and EQQB.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2022 | 0.49 |
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Return for Risk
SC0I.DE vs. EQQB.DE — Risk / Return Rank
SC0I.DE
EQQB.DE
SC0I.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SC0I.DE | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.30 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.86 | +0.25 |
| Martin ratioReturn relative to average drawdown | 9.87 | 8.22 | +1.65 |
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Drawdowns
SC0I.DE vs. EQQB.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, 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 SC0I.DE and EQQB.DE.
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Drawdown Indicators
| SC0I.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -26.59% | -15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.08% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -26.59% | +9.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -3.53% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -6.65% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.50% | -0.27% |
Volatility
SC0I.DE vs. EQQB.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 5.59%. This indicates that SC0I.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
| SC0I.DE | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 5.59% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 12.54% | +3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 17.14% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 20.05% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 20.05% | -2.70% |
SC0I.DE vs. EQQB.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SC0I.DE vs. EQQB.DE - Dividend Comparison
Neither SC0I.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and EQQB.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0I.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0I.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for EQQB.DE.
SC0I.DE is categorized as Japan Equities, while EQQB.DE is Nasdaq-100. SC0I.DE tracks MSCI Japan, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.19% for SC0I.DE and 0.30% for EQQB.DE.
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