SC0T.DE vs. EQQX.DE
SC0T.DE (Invesco European Health Care Sector UCITS ETF) and EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) are both exchange-traded funds - SC0T.DE is a Health & Biotech Equities fund tracking the STOXX® Europe 600 Optimised Health Care, while EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, SC0T.DE returned 4.81%/yr vs 19.11%/yr for EQQX.DE. At a 0.36 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
SC0T.DE vs. EQQX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0T.DE achieves a -3.57% return, which is significantly lower than EQQX.DE's 21.61% return.
SC0T.DE
- 1D
- 2.93%
- 1M
- 0.25%
- YTD
- -3.57%
- 6M
- -2.50%
- 1Y
- 2.66%
- 3Y*
- 2.80%
- 5Y*
- 4.81%
- 10Y*
- 5.80%
EQQX.DE
- 1D
- 0.11%
- 1M
- 8.86%
- YTD
- 21.61%
- 6M
- 19.72%
- 1Y
- 38.41%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 10Y*
- —
SC0T.DE vs. EQQX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SC0T.DE Invesco European Health Care Sector UCITS ETF | -3.57% | 8.45% | 6.96% | 5.35% | -7.56% | 21.51% |
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 SC0T.DE and EQQX.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.36 |
Over the past year, the correlation between SC0T.DE and EQQX.DE has dropped to 0.15 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
SC0T.DE vs. EQQX.DE — Risk / Return Rank
SC0T.DE
EQQX.DE
SC0T.DE vs. EQQX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Health Care Sector UCITS ETF (SC0T.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.
| SC0T.DE | EQQX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.44 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 3.91 | -3.67 |
| Martin ratioReturn relative to average drawdown | 0.56 | 11.64 | -11.08 |
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
| SC0T.DE | EQQX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 2.49 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.95 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.90 | -0.27 |
Drawdowns
SC0T.DE vs. EQQX.DE - Drawdown Comparison
The maximum SC0T.DE drawdown since its inception was -26.52%, smaller than the maximum EQQX.DE drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for SC0T.DE and EQQX.DE.
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Drawdown Indicators
| SC0T.DE | EQQX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.52% | -31.17% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -9.97% | -2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.67% | -26.80% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.67% | -31.17% | +9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -26.52% | — | — |
Current DrawdownCurrent decline from peak | -9.59% | 0.00% | -9.59% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -7.99% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 3.36% | +2.22% |
Volatility
SC0T.DE vs. EQQX.DE - Volatility Comparison
Invesco European Health Care Sector UCITS ETF (SC0T.DE) has a higher volatility of 5.31% compared to Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) at 4.15%. This indicates that SC0T.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
| SC0T.DE | EQQX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.15% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 10.89% | +0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 15.75% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 19.86% | -5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 19.79% | -4.40% |
SC0T.DE vs. EQQX.DE - Expense Ratio Comparison
Both SC0T.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
SC0T.DE vs. EQQX.DE - Dividend Comparison
Neither SC0T.DE nor EQQX.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0T.DE and EQQX.DE have a correlation of 0.15, 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.
SC0T.DE and EQQX.DE have the same expense ratio: 0.20% per year.
SC0T.DE is categorized as Health & Biotech Equities, while EQQX.DE is Nasdaq-100. SC0T.DE tracks STOXX® Europe 600 Optimised Health Care, while EQQX.DE tracks Nasdaq 100®.
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