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

Performance

EQEU.DE vs. IEVD.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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, EQEU.DE achieves a 17.47% return, which is significantly lower than IEVD.DE's 58.66% return.


EQEU.DE

1D
-0.76%
1M
6.59%
YTD
17.47%
6M
16.78%
1Y
35.29%
3Y*
25.32%
5Y*
14.74%
10Y*

IEVD.DE

1D
-1.86%
1M
18.11%
YTD
58.66%
6M
57.41%
1Y
88.40%
3Y*
23.68%
5Y*
13.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
17.47%18.24%24.15%51.95%-36.56%27.85%45.20%20.30%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.66%10.81%5.27%23.03%-23.20%26.64%20.44%6.55%

Correlation

The correlation between EQEU.DE and IEVD.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.71

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

0.76

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.73

The correlation between EQEU.DE and IEVD.DE has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.

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Return for Risk

EQEU.DE vs. IEVD.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: 6666
Overall Rank
EQEU.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IEVD.DE
IEVD.DE Risk / Return Rank: 7878
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 5656
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. IEVD.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 iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.DEIEVD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.44

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.39

1.53

-0.13

Calmar ratioReturn relative to maximum drawdown

3.02

4.17

-1.16

Martin ratioReturn relative to average drawdown

10.63

9.74

+0.88

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

The current EQEU.DE Sharpe Ratio is 2.27, which is comparable to the IEVD.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of EQEU.DE and IEVD.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


EQEU.DEIEVD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.71

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.55

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.61

+0.26

Drawdowns

EQEU.DE vs. IEVD.DE - Drawdown Comparison

The maximum EQEU.DE drawdown since its inception was -37.97%, smaller than the maximum IEVD.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for EQEU.DE and IEVD.DE.


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Drawdown Indicators


EQEU.DEIEVD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.97%

-42.37%

+4.40%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-21.18%

+9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.08%

-30.23%

+8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-30.39%

-7.58%

Current Drawdown

Current decline from peak

-0.89%

-1.86%

+0.97%

Average Drawdown

Average peak-to-trough decline

-8.03%

-10.27%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

9.09%

-5.67%

Volatility

EQEU.DE vs. IEVD.DE - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) is 4.77%, while iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a volatility of 11.17%. This indicates that EQEU.DE experiences smaller price fluctuations and is considered to be less risky than IEVD.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.DEIEVD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

11.17%

-6.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

19.50%

-7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

32.58%

-16.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

24.27%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

25.27%

-4.24%

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

EQEU.DE has a 0.35% expense ratio, which is lower than IEVD.DE's 0.40% expense ratio.


Dividends

EQEU.DE vs. IEVD.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EQEU.DE and IEVD.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQEU.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQEU.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for IEVD.DE.

EQEU.DE is categorized as Nasdaq-100, while IEVD.DE is Technology Equities. EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index, while IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for EQEU.DE and 0.40% for IEVD.DE.

Portfolio Optimizer

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