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Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) Sharpe Ratio: 2.89

ETF · Currency in GBp · Last updated Jun 4, 2026

The investment objective of the Fund is to provide investors with investment results which, before expenses, generally correspond to the price and yield performance of the Index.

EQQQ.L's Sharpe Ratio of 2.89 indicates that for each unit of volatility, it generates 2.89 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 4, 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.

EQQQ.L Sharpe Ratio Rank

EQQQ.L Sharpe Ratio Rank: 85.886
Exceptional

EQQQ.L ranks above 85.8% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

EQQQ.L Sharpe Ratio Market Positioning

The chart shows EQQQ.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 2.42
  • Green zone (top 25%): 2.42 or higher
  • Top 1%: 7.90+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco EQQQ NASDAQ-100 UCITS ETF's Sharpe Ratio with other ETFs in the Nasdaq-100 category across multiple time periods, showing how EQQQ.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 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
5QQE.LLeverage Shares 5x Long Nasdaq 100 ETP Securities EUR3.16
NESP.LInvesco Nasdaq-100 ESG UCITS ETF Acc2.94
LQQ3.LWisdomTree NASDAQ 100 3x Daily Leveraged2.94
NASL.LLyxor UCITS Nasdaq-100 D-EUR2.93
ANXG.LAmundi Nasdaq-100 UCITS USD2.92
XNAQ.LXtrackers Nasdaq 100 UCITS ETF 1C2.90
CNX1.LiShares NASDAQ 100 UCITS ETF USD (Acc)2.89
EQQQ.LInvesco EQQQ NASDAQ-100 UCITS ETF2.89
QQQ5.LLeverage Shares 5x Long Nasdaq 100 ETP Securities2.86
QQQ3.LWisdomTree NASDAQ 100 3x Daily Leveraged2.81

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EQQQ.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 EQQQ.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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