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Classical results by Poincaré and Denjoy show that two orientation-preserving diffeomorphisms of the circle are topologically conjugate if and only if they have the same rotation number. We show that there is no possibility of getting such a complete numerical Borel invariant for the conjugacy relation of orientation-preserving circle diffeomorphisms by homeomorphisms with higher degree of regularity. For instance, we consider conjugacy by Hölder homeomorphisms or by -diffeomorphisms with . The proof combines techniques from Descriptive Set Theory and a quantitative version of the Approximation by Conjugation method for circle diffeomorphisms.

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