EQAC.MI vs. VUKE.DE
Compare and contrast key facts about Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE).
EQAC.MI and VUKE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQAC.MI is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Sep 24, 2018. VUKE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both EQAC.MI and VUKE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQAC.MI or VUKE.DE.
Key characteristics
| EQAC.MI | VUKE.DE | |
|---|---|---|
| YTD Return | 31.27% | 8.38% |
| 1Y Return | 37.54% | 13.02% |
| 3Y Return (Ann) | 12.30% | 5.05% |
| 5Y Return (Ann) | 21.93% | 4.50% |
| Sharpe Ratio | 2.19 | 1.25 |
| Sortino Ratio | 2.91 | 1.74 |
| Omega Ratio | 1.41 | 1.23 |
| Calmar Ratio | 2.71 | 2.05 |
| Martin Ratio | 9.02 | 7.43 |
| Ulcer Index | 4.02% | 1.81% |
| Daily Std Dev | 16.44% | 10.76% |
| Max Drawdown | -38.46% | -40.16% |
| Current Drawdown | 0.00% | -4.07% |
Correlation
The correlation between EQAC.MI and VUKE.DE is 0.53, 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.
Performance
EQAC.MI vs. VUKE.DE - Performance Comparison
In the year-to-date period, EQAC.MI achieves a 31.27% return, which is significantly higher than VUKE.DE's 8.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EQAC.MI vs. VUKE.DE - Expense Ratio Comparison
EQAC.MI has a 0.30% expense ratio, which is higher than VUKE.DE's 0.09% expense ratio.
Risk-Adjusted Performance
EQAC.MI vs. VUKE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.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.
Dividends
EQAC.MI vs. VUKE.DE - Dividend Comparison
Neither EQAC.MI nor VUKE.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EQAC.MI Invesco EQQQ NASDAQ-100 UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 0.00% | 0.00% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% |
Drawdowns
EQAC.MI vs. VUKE.DE - Drawdown Comparison
The maximum EQAC.MI drawdown since its inception was -38.46%, roughly equal to the maximum VUKE.DE drawdown of -40.16%. Use the drawdown chart below to compare losses from any high point for EQAC.MI and VUKE.DE. For additional features, visit the drawdowns tool.
Volatility
EQAC.MI vs. VUKE.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) has a higher volatility of 4.56% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) at 4.03%. This indicates that EQAC.MI's price experiences larger fluctuations and is considered to be riskier than VUKE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.