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SC0J.DE vs. EQQX.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SC0J.DE and EQQX.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SC0J.DE vs. EQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI World UCITS ETF Acc (SC0J.DE) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
40.25%
60.35%
SC0J.DE
EQQX.DE

Key characteristics

Sharpe Ratio

SC0J.DE:

2.17

EQQX.DE:

1.62

Sortino Ratio

SC0J.DE:

2.96

EQQX.DE:

2.19

Omega Ratio

SC0J.DE:

1.43

EQQX.DE:

1.30

Calmar Ratio

SC0J.DE:

3.07

EQQX.DE:

2.09

Martin Ratio

SC0J.DE:

14.44

EQQX.DE:

6.92

Ulcer Index

SC0J.DE:

1.72%

EQQX.DE:

4.08%

Daily Std Dev

SC0J.DE:

11.51%

EQQX.DE:

17.45%

Max Drawdown

SC0J.DE:

-33.91%

EQQX.DE:

-31.17%

Current Drawdown

SC0J.DE:

-0.29%

EQQX.DE:

-0.41%

Returns By Period

In the year-to-date period, SC0J.DE achieves a 4.42% return, which is significantly higher than EQQX.DE's 3.31% return.


SC0J.DE

YTD

4.42%

1M

1.40%

6M

15.12%

1Y

23.58%

5Y*

12.50%

10Y*

11.74%

EQQX.DE

YTD

3.31%

1M

0.91%

6M

19.08%

1Y

27.95%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SC0J.DE vs. EQQX.DE - Expense Ratio Comparison

SC0J.DE has a 0.19% 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%.


EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
Expense ratio chart for EQQX.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SC0J.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

SC0J.DE vs. EQQX.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SC0J.DE
The Risk-Adjusted Performance Rank of SC0J.DE is 8585
Overall Rank
The Sharpe Ratio Rank of SC0J.DE is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SC0J.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SC0J.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SC0J.DE is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SC0J.DE is 8888
Martin Ratio Rank

EQQX.DE
The Risk-Adjusted Performance Rank of EQQX.DE is 6464
Overall Rank
The Sharpe Ratio Rank of EQQX.DE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of EQQX.DE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of EQQX.DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EQQX.DE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EQQX.DE is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SC0J.DE vs. EQQX.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World UCITS ETF Acc (SC0J.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.


Sharpe ratio
The chart of Sharpe ratio for SC0J.DE, currently valued at 1.85, compared to the broader market0.002.004.001.851.43
The chart of Sortino ratio for SC0J.DE, currently valued at 2.57, compared to the broader market0.005.0010.002.571.97
The chart of Omega ratio for SC0J.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.26
The chart of Calmar ratio for SC0J.DE, currently valued at 2.73, compared to the broader market0.005.0010.0015.0020.002.731.92
The chart of Martin ratio for SC0J.DE, currently valued at 10.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.696.58
SC0J.DE
EQQX.DE

The current SC0J.DE Sharpe Ratio is 2.17, which is higher than the EQQX.DE Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SC0J.DE and EQQX.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.85
1.43
SC0J.DE
EQQX.DE

Dividends

SC0J.DE vs. EQQX.DE - Dividend Comparison

Neither SC0J.DE nor EQQX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SC0J.DE vs. EQQX.DE - Drawdown Comparison

The maximum SC0J.DE drawdown since its inception was -33.91%, 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 SC0J.DE and EQQX.DE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-1.15%
SC0J.DE
EQQX.DE

Volatility

SC0J.DE vs. EQQX.DE - Volatility Comparison

The current volatility for Invesco MSCI World UCITS ETF Acc (SC0J.DE) is 3.24%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 5.63%. This indicates that SC0J.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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.24%
5.63%
SC0J.DE
EQQX.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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