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6PSA.DE vs. EQQB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSA.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 6PSA.DE achieves a 16.30% return, which is significantly lower than EQQB.DE's 20.54% return.


6PSA.DE

1D
0.32%
1M
4.69%
YTD
16.30%
6M
16.81%
1Y
30.32%
3Y*
17.58%
5Y*
13.04%
10Y*
12.86%

EQQB.DE

1D
-0.82%
1M
7.97%
YTD
20.54%
6M
18.70%
1Y
36.95%
3Y*
24.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSA.DE vs. EQQB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
16.30%3.95%22.90%12.04%-0.12%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
20.54%6.93%33.67%51.27%-17.63%

Correlation

The correlation between 6PSA.DE and EQQB.DE is 0.61, 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

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.66

The correlation between 6PSA.DE and EQQB.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

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Return for Risk

6PSA.DE vs. EQQB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSA.DE
6PSA.DE Risk / Return Rank: 9191
Overall Rank
6PSA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
6PSA.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
6PSA.DE Omega Ratio Rank: 8989
Omega Ratio Rank
6PSA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
6PSA.DE Martin Ratio Rank: 9393
Martin Ratio Rank

EQQB.DE
EQQB.DE Risk / Return Rank: 7171
Overall Rank
EQQB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6PSA.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.


6PSA.DEEQQB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.55

1.42

+0.14

Calmar ratioReturn relative to maximum drawdown

8.20

3.73

+4.48

Martin ratioReturn relative to average drawdown

24.83

11.10

+13.73

6PSA.DE vs. EQQB.DE - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 2.99, which is comparable to the EQQB.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of 6PSA.DE and EQQB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


6PSA.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.99

2.39

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.97

-0.12

Drawdowns

6PSA.DE vs. EQQB.DE - Drawdown Comparison

The maximum 6PSA.DE drawdown since its inception was -41.53%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and EQQB.DE.


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Drawdown Indicators


6PSA.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.53%

-26.59%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-10.08%

+6.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-26.59%

+5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-5.00%

-6.77%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

3.39%

-2.17%

Volatility

6PSA.DE vs. EQQB.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 2.18%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.38%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSA.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

4.38%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.42%

10.99%

-4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.11%

15.73%

-5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

19.97%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

19.97%

-2.12%

6PSA.DE vs. EQQB.DE - Expense Ratio Comparison

6PSA.DE has a 0.39% expense ratio, which is higher than EQQB.DE's 0.30% expense ratio.


Dividends

6PSA.DE vs. EQQB.DE - Dividend Comparison

6PSA.DE's dividend yield for the trailing twelve months is around 1.20%, while EQQB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
1.20%1.39%1.45%1.60%1.75%1.27%1.77%1.62%1.83%1.62%1.54%1.65%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6PSA.DE and EQQB.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQB.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQB.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for 6PSA.DE.

6PSA.DE is categorized as Large Cap Value Equities, while EQQB.DE is Nasdaq-100. 6PSA.DE tracks FTSE RAFI US 1000, while EQQB.DE tracks Nasdaq 100®. Their fees differ too: 0.39% for 6PSA.DE and 0.30% for EQQB.DE.

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