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EHDV.DE vs. EQQB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EHDV.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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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EHDV.DE vs. EQQB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
7.70%36.57%9.85%13.76%-9.42%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
-4.15%6.93%33.67%51.27%-17.63%

Returns By Period

In the year-to-date period, EHDV.DE achieves a 7.70% return, which is significantly higher than EQQB.DE's -4.15% return.


EHDV.DE

1D
0.57%
1M
2.99%
YTD
7.70%
6M
13.28%
1Y
26.93%
3Y*
20.17%
5Y*
12.96%
10Y*
6.41%

EQQB.DE

1D
0.11%
1M
-2.01%
YTD
-4.15%
6M
-1.94%
1Y
15.93%
3Y*
20.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EHDV.DE vs. EQQB.DE - Expense Ratio Comparison

Both EHDV.DE and EQQB.DE have an expense ratio of 0.30%.


Return for Risk

EHDV.DE vs. EQQB.DE — Risk / Return Rank

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

EHDV.DE
EHDV.DE Risk / Return Rank: 9191
Overall Rank
EHDV.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EHDV.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
EHDV.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EHDV.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EHDV.DE Martin Ratio Rank: 9393
Martin Ratio Rank

EQQB.DE
EQQB.DE Risk / Return Rank: 4949
Overall Rank
EQQB.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.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.

EHDV.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.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.


EHDV.DEEQQB.DEDifference

Sharpe ratio

Return per unit of total volatility

2.04

0.77

+1.27

Sortino ratio

Return per unit of downside risk

2.50

1.18

+1.32

Omega ratio

Gain probability vs. loss probability

1.42

1.16

+0.25

Calmar ratio

Return relative to maximum drawdown

4.70

2.31

+2.39

Martin ratio

Return relative to average drawdown

15.17

6.93

+8.24

EHDV.DE vs. EQQB.DE - Sharpe Ratio Comparison

The current EHDV.DE Sharpe Ratio is 2.04, which is higher than the EQQB.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EHDV.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


EHDV.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

0.77

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.68

-0.25

Correlation

The correlation between EHDV.DE and EQQB.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EHDV.DE vs. EQQB.DE - Dividend Comparison

EHDV.DE's dividend yield for the trailing twelve months is around 4.08%, while EQQB.DE has not paid dividends to shareholders.


TTM202520242023202220212020
EHDV.DE
Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist
4.08%4.70%5.79%5.57%5.62%4.18%1.36%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EHDV.DE vs. EQQB.DE - Drawdown Comparison

The maximum EHDV.DE drawdown since its inception was -41.47%, 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 EHDV.DE and EQQB.DE.


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Drawdown Indicators


EHDV.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.47%

-26.59%

-14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-10.08%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.47%

Current Drawdown

Current decline from peak

-0.70%

-7.52%

+6.82%

Average Drawdown

Average peak-to-trough decline

-8.42%

-6.99%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

3.36%

-1.47%

Volatility

EHDV.DE vs. EQQB.DE - Volatility Comparison

Invesco EURO STOXX High Dividend Low Volatility UCITS ETF Dist (EHDV.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) have volatilities of 4.68% and 4.75%, 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


EHDV.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.75%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

11.88%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

20.47%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

20.10%

-6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.00%

20.10%

-4.10%