SC0S.DE vs. IQSA.DE
SC0S.DE (Invesco European Industrials Sector UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - SC0S.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Optimised Industrial Goods & Services, while IQSA.DE is a Global Equities fund actively managed by Invesco. SC0S.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, SC0S.DE returned 11.43%/yr vs 15.45%/yr for IQSA.DE. A 0.76 correlation means they provide meaningful diversification when combined. SC0S.DE charges 0.20%/yr vs 0.30%/yr for IQSA.DE.
Performance
SC0S.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0S.DE achieves a 8.38% return, which is significantly lower than IQSA.DE's 14.81% return.
SC0S.DE
- 1D
- 0.58%
- 1M
- -1.80%
- YTD
- 8.38%
- 6M
- 10.55%
- 1Y
- 13.64%
- 3Y*
- 18.41%
- 5Y*
- 11.43%
- 10Y*
- 12.01%
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC0S.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SC0S.DE Invesco European Industrials Sector UCITS ETF Acc | 8.38% | 24.49% | 14.80% | 23.83% | -17.98% | 25.69% | 6.90% | 18.52% |
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 SC0S.DE and IQSA.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.76 |
The correlation between SC0S.DE and IQSA.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
SC0S.DE vs. IQSA.DE — Risk / Return Rank
SC0S.DE
IQSA.DE
SC0S.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Industrials Sector UCITS ETF Acc (SC0S.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.
| SC0S.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.43 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.60 | -3.49 |
| Martin ratioReturn relative to average drawdown | 3.85 | 18.23 | -14.38 |
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
| SC0S.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.34 | -1.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 1.04 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.94 | -0.34 |
Drawdowns
SC0S.DE vs. IQSA.DE - Drawdown Comparison
The maximum SC0S.DE drawdown since its inception was -41.83%, 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 SC0S.DE and IQSA.DE.
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Drawdown Indicators
| SC0S.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.83% | -34.11% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.63% | -6.20% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.20% | -21.35% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.80% | -21.35% | -9.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.83% | — | — |
Current DrawdownCurrent decline from peak | -1.80% | -0.33% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -4.38% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 1.57% | +2.06% |
Volatility
SC0S.DE vs. IQSA.DE - Volatility Comparison
Invesco European Industrials Sector UCITS ETF Acc (SC0S.DE) has a higher volatility of 6.45% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that SC0S.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
| SC0S.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 3.32% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 16.29% | 8.85% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 12.17% | +7.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 14.71% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.19% | 16.74% | +3.45% |
SC0S.DE vs. IQSA.DE - Expense Ratio Comparison
SC0S.DE has a 0.20% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
SC0S.DE vs. IQSA.DE - Dividend Comparison
Neither SC0S.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0S.DE and IQSA.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0S.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0S.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQSA.DE.
SC0S.DE is categorized as Industrials Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.20% for SC0S.DE and 0.30% for IQSA.DE.
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