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EIBB.DE vs. EQQX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIBB.DE vs. EQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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, EIBB.DE achieves a -0.32% return, which is significantly lower than EQQX.DE's 21.61% return.


EIBB.DE

1D
0.00%
1M
-0.01%
YTD
-0.32%
6M
0.02%
1Y
0.38%
3Y*
2.34%
5Y*
-2.28%
10Y*

EQQX.DE

1D
0.11%
1M
8.86%
YTD
21.61%
6M
19.72%
1Y
38.41%
3Y*
25.43%
5Y*
19.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIBB.DE vs. EQQX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
-0.32%1.15%1.43%6.77%-18.35%-0.46%
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
21.61%7.13%33.88%51.62%-29.90%26.11%

Correlation

The correlation between EIBB.DE and EQQX.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

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

0.08

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

0.08

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.08

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Return for Risk

EIBB.DE vs. EQQX.DE — Risk / Return Rank

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

EIBB.DE
EIBB.DE Risk / Return Rank: 99
Overall Rank
EIBB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EIBB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EIBB.DE Omega Ratio Rank: 88
Omega Ratio Rank
EIBB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EIBB.DE Martin Ratio Rank: 99
Martin Ratio Rank

EQQX.DE
EQQX.DE Risk / Return Rank: 7474
Overall Rank
EQQX.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQQX.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EQQX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EQQX.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
EQQX.DE Martin Ratio Rank: 6565
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.

EIBB.DE vs. EQQX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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.


EIBB.DEEQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.50

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

1.00

1.44

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.01

3.91

-3.92

Martin ratioReturn relative to average drawdown

-0.02

11.64

-11.66

EIBB.DE vs. EQQX.DE - Sharpe Ratio Comparison

The current EIBB.DE Sharpe Ratio is -0.01, which is lower than the EQQX.DE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EIBB.DE and EQQX.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


EIBB.DEEQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.49

-2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.95

-1.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.90

-1.22

Drawdowns

EIBB.DE vs. EQQX.DE - Drawdown Comparison

The maximum EIBB.DE drawdown since its inception was -22.55%, smaller than the maximum EQQX.DE drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for EIBB.DE and EQQX.DE.


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Drawdown Indicators


EIBB.DEEQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.55%

-31.17%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-9.97%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

-26.80%

+22.74%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

-31.17%

+9.52%

Current Drawdown

Current decline from peak

-14.15%

0.00%

-14.15%

Average Drawdown

Average peak-to-trough decline

-11.22%

-7.99%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

3.36%

-2.04%

Volatility

EIBB.DE vs. EQQX.DE - Volatility Comparison

The current volatility for Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) is 1.64%, while Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a volatility of 4.15%. This indicates that EIBB.DE experiences smaller price fluctuations and is considered to be less risky than EQQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBB.DEEQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

4.15%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

10.89%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

15.75%

-11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

19.86%

-13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%

19.79%

-13.77%

EIBB.DE vs. EQQX.DE - Expense Ratio Comparison

EIBB.DE has a 0.10% expense ratio, which is lower than EQQX.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EIBB.DE vs. EQQX.DE - Dividend Comparison

EIBB.DE's dividend yield for the trailing twelve months is around 3.00%, while EQQX.DE has not paid dividends to shareholders.


PositionTTM202520242023
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
3.00%2.95%2.88%1.56%
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIBB.DE and EQQX.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIBB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIBB.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for EQQX.DE.

EIBB.DE is categorized as European Government Bonds, while EQQX.DE is Nasdaq-100. EIBB.DE tracks Bloomberg Euro Treasury Majors Bond, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.10% for EIBB.DE and 0.20% for EQQX.DE.

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