SC0J.DE vs. EQQQ.DE
SC0J.DE (Invesco MSCI World UCITS ETF Acc) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - SC0J.DE is a Global Equities fund tracking the MSCI World, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SC0J.DE returned 12.86%/yr vs 21.28%/yr for EQQQ.DE. Their correlation of 0.83 suggests significant overlap in exposure. SC0J.DE charges 0.19%/yr vs 0.30%/yr for EQQQ.DE.
Performance
SC0J.DE vs. EQQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0J.DE achieves a 10.95% return, which is significantly lower than EQQQ.DE's 20.52% return. Over the past 10 years, SC0J.DE has underperformed EQQQ.DE with an annualized return of 12.86%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.
SC0J.DE
- 1D
- -0.02%
- 1M
- 4.89%
- YTD
- 10.95%
- 6M
- 11.36%
- 1Y
- 23.93%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
EQQQ.DE
- 1D
- -0.85%
- 1M
- 9.27%
- YTD
- 20.52%
- 6M
- 19.39%
- 1Y
- 37.72%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
SC0J.DE vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 31.45% | -5.00% | 7.71% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 20.52% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 15.81% |
Correlation
The correlation between SC0J.DE and EQQQ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2009 | 0.83 |
The correlation between SC0J.DE and EQQQ.DE has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.
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Return for Risk
SC0J.DE vs. EQQQ.DE — Risk / Return Rank
SC0J.DE
EQQQ.DE
SC0J.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
| SC0J.DE | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.74 | -0.08 |
| Martin ratioReturn relative to average drawdown | 14.66 | 11.10 | +3.56 |
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
| SC0J.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.40 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.93 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 1.08 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.80 | +0.07 |
Drawdowns
SC0J.DE vs. EQQQ.DE - Drawdown Comparison
The maximum SC0J.DE drawdown since its inception was -33.91%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for SC0J.DE and EQQQ.DE.
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Drawdown Indicators
| SC0J.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -47.04% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.52% | -10.05% | +3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -26.70% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -31.30% | +9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -31.30% | -2.61% |
Current DrawdownCurrent decline from peak | -0.33% | -0.85% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -7.35% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 3.39% | -1.76% |
Volatility
SC0J.DE vs. EQQQ.DE - Volatility Comparison
The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 2.62%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a volatility of 4.26%. This indicates that SC0J.DE experiences smaller price fluctuations and is considered to be less risky than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0J.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.26% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | 10.90% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.15% | 15.64% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 19.84% | -5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 19.65% | -4.56% |
SC0J.DE vs. EQQQ.DE - Expense Ratio Comparison
SC0J.DE has a 0.19% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Dividends
SC0J.DE vs. EQQQ.DE - Dividend Comparison
SC0J.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
SC0J.DE Invesco MSCI World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SC0J.DE and EQQQ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0J.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0J.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for EQQQ.DE.
SC0J.DE is categorized as Global Equities, while EQQQ.DE is Nasdaq-100. SC0J.DE tracks MSCI World, while EQQQ.DE tracks NASDAQ-100 Index. Their fees differ too: 0.19% for SC0J.DE and 0.30% for EQQQ.DE.
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