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

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.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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6PSK.DE vs. EQQB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
3.35%16.65%20.37%8.16%-13.92%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
-4.26%6.93%33.67%51.27%-17.63%

Returns By Period

In the year-to-date period, 6PSK.DE achieves a 3.35% return, which is significantly higher than EQQB.DE's -4.26% return.


6PSK.DE

1D
3.65%
1M
-4.66%
YTD
3.35%
6M
7.08%
1Y
16.67%
3Y*
15.43%
5Y*
8.55%
10Y*
9.44%

EQQB.DE

1D
2.50%
1M
-2.46%
YTD
-4.26%
6M
-1.29%
1Y
16.12%
3Y*
20.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

6PSK.DE has a 0.49% expense ratio, which is higher than EQQB.DE's 0.30% expense ratio.


Return for Risk

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

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

6PSK.DE
6PSK.DE Risk / Return Rank: 5050
Overall Rank
6PSK.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
6PSK.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
6PSK.DE Omega Ratio Rank: 4545
Omega Ratio Rank
6PSK.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
6PSK.DE Martin Ratio Rank: 5555
Martin Ratio Rank

EQQB.DE
EQQB.DE Risk / Return Rank: 4545
Overall Rank
EQQB.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.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.


6PSK.DEEQQB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.78

+0.18

Sortino ratio

Return per unit of downside risk

1.37

1.19

+0.18

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.53

1.57

-0.04

Martin ratio

Return relative to average drawdown

5.99

4.62

+1.37

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

The current 6PSK.DE Sharpe Ratio is 0.97, which is comparable to the EQQB.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of 6PSK.DE and EQQB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6PSK.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.78

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.68

-0.32

Correlation

The correlation between 6PSK.DE and EQQB.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

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

6PSK.DE's dividend yield for the trailing twelve months is around 3.04%, while EQQB.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
3.04%3.08%3.41%4.28%5.89%3.33%2.70%2.64%2.97%2.46%1.89%3.16%
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%

Drawdowns

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

The maximum 6PSK.DE drawdown since its inception was -42.46%, 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 6PSK.DE and EQQB.DE.


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Drawdown Indicators


6PSK.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.46%

-26.59%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-13.28%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-6.57%

-7.62%

+1.05%

Average Drawdown

Average peak-to-trough decline

-10.46%

-6.99%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.42%

-0.53%

Volatility

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

Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) has a higher volatility of 6.53% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 5.05%. This indicates that 6PSK.DE's price experiences larger fluctuations and is considered to be riskier 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


6PSK.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

5.05%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

11.89%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

20.55%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

20.11%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

20.11%

-1.85%