SC0I.DE vs. IQSA.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC0I.DE is a Japan Equities fund tracking the MSCI Japan, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC0I.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC0I.DE returned 9.37%/yr vs 15.02%/yr for IQSA.DE. A 0.67 correlation means they provide meaningful diversification when combined. SC0I.DE charges 0.19%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC0I.DE vs. IQSA.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 IQSA.DE's 16.91% 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%
IQSA.DE
- 1D
- -0.86%
- 1M
- 0.07%
- 6M
- 13.42%
- YTD
- 16.91%
- 1Y
- 30.22%
- 3Y*
- 21.55%
- 5Y*
- 15.02%
- 10Y*
- —
SC0I.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 5.13% | 9.44% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 16.91% | 9.64% | 29.92% | 20.23% | -9.31% | 35.68% | 0.13% | -2.66% |
Correlation
The correlation between SC0I.DE and IQSA.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.67 |
The correlation between SC0I.DE and IQSA.DE has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
SC0I.DE vs. IQSA.DE — Risk / Return Rank
SC0I.DE
IQSA.DE
SC0I.DE vs. IQSA.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 Global Active ESG Equity UCITS ETF USD Acc (IQSA.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 | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 4.85 | -1.74 |
| Martin ratioReturn relative to average drawdown | 9.87 | 19.96 | -10.08 |
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Drawdowns
SC0I.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than IQSA.DE's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and IQSA.DE.
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Drawdown Indicators
| SC0I.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -34.12% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -6.20% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -21.35% | +4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.35% | +2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | — | — |
Current DrawdownCurrent decline from peak | -7.18% | -1.71% | -5.47% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -4.74% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.51% | +1.72% |
Volatility
SC0I.DE vs. IQSA.DE - Volatility Comparison
Invesco MSCI Japan UCITS ETF (SC0I.DE) has a higher volatility of 6.75% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.35%. This indicates that SC0I.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.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 | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 3.35% | +3.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 9.01% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 12.43% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 14.77% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 17.19% | +0.16% |
SC0I.DE vs. IQSA.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SC0I.DE vs. IQSA.DE - Dividend Comparison
Neither SC0I.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and IQSA.DE have a correlation of 0.64, 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 IQSA.DE.
SC0I.DE is categorized as Japan Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.19% for SC0I.DE and 0.30% for IQSA.DE.
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