SC0K.DE vs. IQSA.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC0K.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC0K.DE returned 7.16%/yr vs 15.45%/yr for IQSA.DE. A 0.80 correlation means they provide meaningful diversification when combined. SC0K.DE charges 0.45%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC0K.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly higher than IQSA.DE's 14.81% return.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC0K.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 8.14% | 12.28% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between SC0K.DE and IQSA.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.80 |
The correlation between SC0K.DE and IQSA.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. IQSA.DE — Risk / Return Rank
SC0K.DE
IQSA.DE
SC0K.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.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.
| SC0K.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 4.60 | -0.03 |
| Martin ratioReturn relative to average drawdown | 13.31 | 18.23 | -4.92 |
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
| SC0K.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.34 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.04 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.94 | -0.30 |
Drawdowns
SC0K.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, which is greater than IQSA.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and IQSA.DE.
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Drawdown Indicators
| SC0K.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -34.11% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -6.20% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -21.35% | -11.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -21.35% | -11.15% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -4.38% | -3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.57% | +1.32% |
Volatility
SC0K.DE vs. IQSA.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that SC0K.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
| SC0K.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 3.32% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 8.85% | +3.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 12.17% | +5.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 14.71% | +6.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.74% | +4.86% |
SC0K.DE vs. IQSA.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.
Dividends
SC0K.DE vs. IQSA.DE - Dividend Comparison
Neither SC0K.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and IQSA.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.45% for SC0K.DE and 0.30% for IQSA.DE.
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