EQAC.MI vs. I500.DE
EQAC.MI (Invesco EQQQ NASDAQ-100 UCITS ETF Acc) and I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) are both exchange-traded funds - EQAC.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while I500.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EQAC.MI returned 18.68%/yr vs 15.00%/yr for I500.DE. Their correlation of 0.90 suggests significant overlap in exposure. EQAC.MI charges 0.30%/yr vs 0.07%/yr for I500.DE.
Performance
EQAC.MI vs. I500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQAC.MI achieves a 20.38% return, which is significantly higher than I500.DE's 11.45% return.
EQAC.MI
- 1D
- -0.78%
- 1M
- 8.00%
- YTD
- 20.38%
- 6M
- 18.69%
- 1Y
- 37.05%
- 3Y*
- 24.54%
- 5Y*
- 18.68%
- 10Y*
- —
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
EQAC.MI vs. I500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EQAC.MI Invesco EQQQ NASDAQ-100 UCITS ETF Acc | 20.38% | 6.78% | 35.08% | 50.29% | -30.28% | 40.00% | 8.26% |
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
Correlation
The correlation between EQAC.MI and I500.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.90 |
The correlation between EQAC.MI and I500.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
EQAC.MI vs. I500.DE — Risk / Return Rank
EQAC.MI
I500.DE
EQAC.MI vs. I500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| EQAC.MI | I500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.60 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.32 | 12.82 | -1.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQAC.MI | I500.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 2.20 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.98 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 1.13 | -0.08 |
Drawdowns
EQAC.MI vs. I500.DE - Drawdown Comparison
The maximum EQAC.MI drawdown since its inception was -30.96%, which is greater than I500.DE's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for EQAC.MI and I500.DE.
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Drawdown Indicators
| EQAC.MI | I500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.96% | -23.24% | -7.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -7.12% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -23.24% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -23.24% | -7.72% |
Current DrawdownCurrent decline from peak | -0.78% | -0.46% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -4.06% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.01% | +1.33% |
Volatility
EQAC.MI vs. I500.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) has a higher volatility of 4.33% compared to iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) at 2.65%. This indicates that EQAC.MI's price experiences larger fluctuations and is considered to be riskier than I500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQAC.MI | I500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 2.65% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 7.60% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 11.65% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 15.19% | +4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.23% | 15.13% | +6.10% |
EQAC.MI vs. I500.DE - Expense Ratio Comparison
EQAC.MI has a 0.30% expense ratio, which is higher than I500.DE's 0.07% expense ratio.
Dividends
EQAC.MI vs. I500.DE - Dividend Comparison
Neither EQAC.MI nor I500.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, EQAC.MI and I500.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for EQAC.MI.
EQAC.MI is categorized as Nasdaq-100, while I500.DE is S&P 500. EQAC.MI tracks NASDAQ-100 Index, while I500.DE tracks S&P 500 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQAC.MI and 0.07% for I500.DE.
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