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EBUY.DE vs. EQEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBUY.DE vs. EQEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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, EBUY.DE achieves a 20.16% return, which is significantly higher than EQEU.DE's 17.47% return.


EBUY.DE

1D
-0.91%
1M
10.57%
YTD
20.16%
6M
17.71%
1Y
30.92%
3Y*
22.83%
5Y*
9.52%
10Y*

EQEU.DE

1D
-0.76%
1M
6.59%
YTD
17.47%
6M
16.78%
1Y
35.29%
3Y*
25.32%
5Y*
14.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBUY.DE vs. EQEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBUY.DE
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
20.16%5.79%32.69%32.60%-35.09%12.02%45.12%
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
17.47%18.24%24.15%51.95%-36.56%27.85%42.07%

Correlation

The correlation between EBUY.DE and EQEU.DE is 0.71, 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

0.71

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

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since May 4, 2020

0.80

The correlation between EBUY.DE and EQEU.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.

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Return for Risk

EBUY.DE vs. EQEU.DE — Risk / Return Rank

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

EBUY.DE
EBUY.DE Risk / Return Rank: 2828
Overall Rank
EBUY.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EBUY.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EBUY.DE Omega Ratio Rank: 4141
Omega Ratio Rank
EBUY.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EBUY.DE Martin Ratio Rank: 1919
Martin Ratio Rank

EQEU.DE
EQEU.DE Risk / Return Rank: 6666
Overall Rank
EQEU.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 6060
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.

EBUY.DE vs. EQEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.


EBUY.DEEQEU.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

1.00

3.02

-2.01

Martin ratioReturn relative to average drawdown

1.94

10.63

-8.69

EBUY.DE vs. EQEU.DE - Sharpe Ratio Comparison

The current EBUY.DE Sharpe Ratio is 1.02, which is lower than the EQEU.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EBUY.DE and EQEU.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


EBUY.DEEQEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.27

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.70

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.86

-0.25

Drawdowns

EBUY.DE vs. EQEU.DE - Drawdown Comparison

The maximum EBUY.DE drawdown since its inception was -42.56%, which is greater than EQEU.DE's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for EBUY.DE and EQEU.DE.


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Drawdown Indicators


EBUY.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.56%

-37.97%

-4.59%

Max Drawdown (1Y)

Largest decline over 1 year

-29.99%

-12.02%

-17.97%

Max Drawdown (3Y)

Largest decline over 3 years

-29.99%

-22.08%

-7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-42.56%

-37.97%

-4.59%

Current Drawdown

Current decline from peak

-2.21%

-0.89%

-1.32%

Average Drawdown

Average peak-to-trough decline

-16.85%

-8.03%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.53%

3.42%

+12.11%

Volatility

EBUY.DE vs. EQEU.DE - Volatility Comparison

Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) has a higher volatility of 6.05% compared to Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) at 4.77%. This indicates that EBUY.DE's price experiences larger fluctuations and is considered to be riskier than EQEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBUY.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.77%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

11.98%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

29.60%

15.97%

+13.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.58%

20.79%

+3.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

21.03%

+3.44%

EBUY.DE vs. EQEU.DE - Expense Ratio Comparison

EBUY.DE has a 0.45% expense ratio, which is higher than EQEU.DE's 0.35% expense ratio.


Dividends

EBUY.DE vs. EQEU.DE - Dividend Comparison

Neither EBUY.DE nor EQEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EBUY.DE and EQEU.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQEU.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQEU.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for EBUY.DE.

EBUY.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. EBUY.DE tracks MSCI World/Information Tech NR USD, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.45% for EBUY.DE and 0.35% for EQEU.DE.

Portfolio Optimizer

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