SC0P.DE vs. EQQX.DE
SC0P.DE (Invesco European Autos Sector UCITS ETF) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - SC0P.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Automobiles & Parts, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, SC0P.DE returned -4.61%/yr vs 19.11%/yr for EQQX.DE. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SC0P.DE vs. EQQX.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 EQQX.DE's 21.61% 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%
EQQX.DE
- 1D
- 0.11%
- 1M
- 10.15%
- YTD
- 21.61%
- 6M
- 20.44%
- 1Y
- 39.08%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
SC0P.DE vs. EQQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0P.DE Invesco European Autos Sector UCITS ETF | -11.55% | 2.03% | -10.79% | 24.20% | -16.71% | 1.36% |
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 33.88% | 51.62% | -29.90% | 26.11% |
Correlation
The correlation between SC0P.DE and EQQX.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 | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.40 |
The correlation between SC0P.DE and EQQX.DE shifts across timeframes, from 0.27 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SC0P.DE vs. EQQX.DE — Risk / Return Rank
SC0P.DE
EQQX.DE
SC0P.DE vs. EQQX.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 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.
| SC0P.DE | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.91 | -4.33 |
| Martin ratioReturn relative to average drawdown | -0.97 | 11.64 | -12.61 |
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 | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.49 | -2.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.95 | -1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.90 | -0.64 |
Drawdowns
SC0P.DE vs. EQQX.DE - Drawdown Comparison
The maximum SC0P.DE drawdown since its inception was -60.05%, 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 SC0P.DE and EQQX.DE.
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Drawdown Indicators
| SC0P.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.05% | -31.17% | -28.88% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -9.97% | -10.77% |
Max Drawdown (3Y)Largest decline over 3 years | -35.82% | -26.80% | -9.02% |
Max Drawdown (5Y)Largest decline over 5 years | -35.82% | -31.17% | -4.65% |
Max Drawdown (10Y)Largest decline over 10 years | -60.05% | — | — |
Current DrawdownCurrent decline from peak | -30.84% | 0.00% | -30.84% |
Average DrawdownAverage peak-to-trough decline | -15.57% | -7.99% | -7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.99% | 3.36% | +5.63% |
Volatility
SC0P.DE vs. EQQX.DE - Volatility Comparison
Invesco European Autos Sector UCITS ETF (SC0P.DE) has a higher volatility of 5.49% compared to Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) at 4.15%. This indicates that SC0P.DE's price experiences larger fluctuations and is considered to be riskier than EQQX.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 | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 4.15% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 17.30% | 10.89% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 15.75% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 19.86% | +4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.09% | 19.79% | +6.30% |
SC0P.DE vs. EQQX.DE - Expense Ratio Comparison
Both SC0P.DE and EQQX.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SC0P.DE vs. EQQX.DE - Dividend Comparison
Neither SC0P.DE nor EQQX.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0P.DE and EQQX.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SC0P.DE and EQQX.DE have the same expense ratio: 0.20% per year.
SC0P.DE is categorized as Consumer Staples Equities, while EQQX.DE is Nasdaq-100. SC0P.DE tracks STOXX® Europe 600 Optimised Automobiles & Parts, while EQQX.DE tracks Nasdaq 100®.
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