SC0P.DE vs. EQQQ.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - SC0P.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Automobiles & Parts, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SC0P.DE returned 2.37%/yr vs 21.28%/yr for EQQQ.DE. At a 0.46 correlation, their price movements are largely independent. SC0P.DE charges 0.20%/yr vs 0.30%/yr for EQQQ.DE.
Performance
SC0P.DE vs. EQQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0P.DE achieves a -11.55% return, which is significantly lower than EQQQ.DE's 20.52% return. Over the past 10 years, SC0P.DE has underperformed EQQQ.DE with an annualized return of 2.37%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.
SC0P.DE
- 1D
- -0.56%
- 1M
- 3.76%
- YTD
- -11.55%
- 6M
- -13.18%
- 1Y
- -8.72%
- 3Y*
- -6.25%
- 5Y*
- -4.61%
- 10Y*
- 2.37%
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%
SC0P.DE vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0P.DE Invesco European Autos Sector UCITS ETF | -11.55% | 2.03% | -10.79% | 24.20% | -16.71% | 23.96% | 4.85% | 19.08% | -26.00% | 16.92% |
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 SC0P.DE and EQQQ.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2009 | 0.46 |
The correlation between SC0P.DE and EQQQ.DE shifts across timeframes, from 0.27 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0P.DE vs. EQQQ.DE — Risk / Return Rank
SC0P.DE
EQQQ.DE
SC0P.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Autos Sector UCITS ETF (SC0P.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.
| SC0P.DE | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.78 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.42 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.74 | -4.16 |
| Martin ratioReturn relative to average drawdown | -0.97 | 11.10 | -12.07 |
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
| SC0P.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.40 | -2.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.93 | -1.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 1.08 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.80 | -0.55 |
Drawdowns
SC0P.DE vs. EQQQ.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for SC0P.DE and EQQQ.DE.
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Drawdown Indicators
| SC0P.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -47.04% | -13.01% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -10.05% | -10.69% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -26.70% | -9.12% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -31.30% | -4.52% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | -31.30% | -28.75% |
Current DrawdownCurrent decline from peak | -30.84% | -0.85% | -29.99% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -7.35% | -8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.99% | 3.39% | +5.60% |
Volatility
SC0P.DE vs. EQQQ.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 5.49% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.26%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier 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
| SC0P.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.26% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 10.90% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 15.64% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 19.84% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 19.65% | +6.44% |
SC0P.DE vs. EQQQ.DE - Expense Ratio Comparison
SC0P.DE has a 0.20% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Dividends
SC0P.DE vs. EQQQ.DE - Dividend Comparison
SC0P.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% |
SC0P.DE Invesco European Autos Sector UCITS ETF | 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
SC0P.DE and EQQQ.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0P.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0P.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQQ.DE.
SC0P.DE is categorized as Consumer Staples Equities, while EQQQ.DE is Nasdaq-100. SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while EQQQ.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for SC0P.DE and 0.30% for EQQQ.DE.
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