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DRUP.DE vs. QQQM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRUP.DE vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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DRUP.DE vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRUP.DE
Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc
-6.60%9.46%20.09%21.03%-31.26%10.02%13.45%
QQQM
Invesco NASDAQ 100 ETF
-3.29%6.51%33.98%50.36%-28.34%36.98%2.53%
Different Trading Currencies

DRUP.DE is traded in EUR, while QQQM is traded in USD. To make them comparable, the QQQM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRUP.DE achieves a -6.60% return, which is significantly lower than QQQM's -4.43% return.


DRUP.DE

1D
3.01%
1M
-1.62%
YTD
-6.60%
6M
-6.89%
1Y
9.54%
3Y*
10.72%
5Y*
1.53%
10Y*

QQQM

1D
0.00%
1M
-3.91%
YTD
-4.43%
6M
-2.65%
1Y
14.59%
3Y*
19.81%
5Y*
13.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRUP.DE vs. QQQM - Expense Ratio Comparison

DRUP.DE has a 0.45% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Return for Risk

DRUP.DE vs. QQQM — Risk / Return Rank

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

DRUP.DE
DRUP.DE Risk / Return Rank: 2020
Overall Rank
DRUP.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DRUP.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
DRUP.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DRUP.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
DRUP.DE Martin Ratio Rank: 1717
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
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.

DRUP.DE vs. QQQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) and Invesco NASDAQ 100 ETF (QQQM). 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.


DRUP.DEQQQMDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.60

-0.34

Sortino ratio

Return per unit of downside risk

0.66

0.99

-0.33

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.04

Calmar ratio

Return relative to maximum drawdown

0.39

1.10

-0.71

Martin ratio

Return relative to average drawdown

0.77

3.70

-2.93

DRUP.DE vs. QQQM - Sharpe Ratio Comparison

The current DRUP.DE Sharpe Ratio is 0.26, which is lower than the QQQM Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of DRUP.DE and QQQM, 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


DRUP.DEQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.60

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.61

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.65

-0.28

Correlation

The correlation between DRUP.DE and QQQM is 0.50, 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

DRUP.DE vs. QQQM - Dividend Comparison

DRUP.DE has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.53%.


TTM202520242023202220212020
DRUP.DE
Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%

Drawdowns

DRUP.DE vs. QQQM - Drawdown Comparison

The maximum DRUP.DE drawdown since its inception was -37.97%, which is greater than QQQM's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for DRUP.DE and QQQM.


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Drawdown Indicators


DRUP.DEQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-35.04%

-2.93%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

-12.55%

-12.80%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-35.04%

-1.26%

Current Drawdown

Current decline from peak

-22.81%

-7.86%

-14.95%

Average Drawdown

Average peak-to-trough decline

-17.64%

-8.47%

-9.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.80%

3.44%

+9.36%

Volatility

DRUP.DE vs. QQQM - Volatility Comparison

Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) and Invesco NASDAQ 100 ETF (QQQM) have volatilities of 5.24% and 5.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRUP.DEQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

5.46%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.57%

12.97%

+12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

36.71%

24.58%

+12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.22%

21.89%

+2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

21.89%

+2.52%