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Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) Sharpe Ratio: 1.94

ETF · Currency in USD · Last updated Jun 26, 2026

EQQD.L is a passive ETF by Invesco tracking the investment results of the Russell 1000 Growth TR USD. EQQD.L launched on Jun 21, 2021 and has a 0.20% expense ratio.

EQQD.L's Sharpe Ratio of 1.94 indicates that for each unit of volatility, it generates 1.94 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EQQD.L Sharpe Ratio Rank

EQQD.L Sharpe Ratio Rank: 68.468
Above Average

EQQD.L ranks above 68.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

EQQD.L Sharpe Ratio Market Positioning

The chart shows EQQD.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.86+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco Nasdaq-100 Swap UCITS ETF Dist's Sharpe Ratio with other ETFs in the Nasdaq-100 category across multiple time periods, showing how EQQD.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QYLP.LGlobal X NASDAQ 100 Covered Call UCITS ETF Dis GBP2.57
NESP.LInvesco Nasdaq-100 ESG UCITS ETF Acc2.37
EQSG.LInvesco Nasdaq-100 Swap UCITS ETF Acc2.32
EQQQ.LInvesco EQQQ NASDAQ-100 UCITS ETF2.31
XNAQ.LXtrackers Nasdaq 100 UCITS ETF 1C2.31
CNX1.LiShares NASDAQ 100 UCITS ETF USD (Acc)2.31
NASL.LLyxor UCITS Nasdaq-100 D-EUR2.30
ANXG.LAmundi Nasdaq-100 UCITS USD2.30
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP2.27
EQQS.LInvesco NASDAQ-100 Swap UCITS ETF Acc1.95
EQQD.LInvesco Nasdaq-100 Swap UCITS ETF Dist1.94

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EQQD.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EQQD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EQQD.L fit in your portfolio?

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