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

Performance

EQEU.DE vs. DRUP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
-6.22%18.24%24.15%51.95%-36.56%27.85%42.07%
DRUP.DE
Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc
-6.60%9.46%20.09%21.03%-31.26%10.02%48.77%

Returns By Period

In the year-to-date period, EQEU.DE achieves a -6.22% return, which is significantly higher than DRUP.DE's -6.60% return.


EQEU.DE

1D
3.40%
1M
-3.39%
YTD
-6.22%
6M
-3.50%
1Y
21.84%
3Y*
20.65%
5Y*
10.46%
10Y*

DRUP.DE

1D
3.01%
1M
-1.62%
YTD
-6.60%
6M
-6.89%
1Y
9.54%
3Y*
10.72%
5Y*
1.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

EQEU.DE
EQEU.DE Risk / Return Rank: 5858
Overall Rank
EQEU.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 5656
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 5656
Martin Ratio Rank

DRUP.DE
DRUP.DE Risk / Return Rank: 2020
Overall Rank
DRUP.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
DRUP.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
DRUP.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DRUP.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
DRUP.DE Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) and Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.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.


EQEU.DEDRUP.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.26

+0.85

Sortino ratio

Return per unit of downside risk

1.66

0.66

+1.00

Omega ratio

Gain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratio

Return relative to maximum drawdown

1.74

0.39

+1.35

Martin ratio

Return relative to average drawdown

6.24

0.77

+5.46

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

The current EQEU.DE Sharpe Ratio is 1.11, which is higher than the DRUP.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of EQEU.DE and DRUP.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


EQEU.DEDRUP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.26

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.06

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.37

+0.36

Correlation

The correlation between EQEU.DE and DRUP.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EQEU.DE vs. DRUP.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EQEU.DE vs. DRUP.DE - Drawdown Comparison

The maximum EQEU.DE drawdown since its inception was -37.97%, roughly equal to the maximum DRUP.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for EQEU.DE and DRUP.DE.


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Drawdown Indicators


EQEU.DEDRUP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-37.97%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-25.35%

+13.33%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-36.30%

-1.67%

Current Drawdown

Current decline from peak

-8.58%

-22.81%

+14.23%

Average Drawdown

Average peak-to-trough decline

-8.16%

-17.64%

+9.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

12.80%

-9.44%

Volatility

EQEU.DE vs. DRUP.DE - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) has a higher volatility of 6.24% compared to Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) at 5.24%. This indicates that EQEU.DE's price experiences larger fluctuations and is considered to be riskier than DRUP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQEU.DEDRUP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

5.24%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

25.57%

-13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

19.62%

36.71%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.77%

24.22%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

24.41%

-3.33%