EQGB.L vs. ETH-USD
EQGB.L (Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc) is Nasdaq-100 fund tracking the NASDAQ-100 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, EQGB.L returned 15.56%/yr vs -7.61%/yr for ETH-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
EQGB.L vs. ETH-USD - Performance Comparison
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Different Trading Currencies
EQGB.L is traded in GBp, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, EQGB.L achieves a 15.56% return, which is significantly higher than ETH-USD's -43.44% return.
EQGB.L
- 1D
- -0.39%
- 1M
- 1.58%
- YTD
- 15.56%
- 6M
- 14.80%
- 1Y
- 34.98%
- 3Y*
- 26.37%
- 5Y*
- 15.56%
- 10Y*
- —
ETH-USD
- 1D
- -1.66%
- 1M
- -26.41%
- YTD
- -43.44%
- 6M
- -46.90%
- 1Y
- -32.84%
- 3Y*
- -5.24%
- 5Y*
- -7.61%
- 10Y*
- 62.41%
EQGB.L vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQGB.L Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc | 15.56% | 19.59% | 26.12% | 53.92% | -35.07% | 27.68% | 45.43% | 41.84% | -2.42% | 5.20% |
ETH-USD Ethereum | -43.44% | -17.26% | 47.37% | 82.17% | -63.50% | 403.02% | 457.03% | -5.27% | -81.54% | 119.65% |
Correlation
The correlation between EQGB.L and ETH-USD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2017 | 0.15 |
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Return for Risk
EQGB.L vs. ETH-USD — Risk / Return Rank
EQGB.L
ETH-USD
EQGB.L vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and Ethereum (ETH-USD). 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.
| EQGB.L | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.96 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | -0.49 | +3.57 |
| Martin ratioReturn relative to average drawdown | 10.97 | -0.86 | +11.83 |
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
| EQGB.L | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | -0.49 | +2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.11 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.76 | +0.16 |
Drawdowns
EQGB.L vs. ETH-USD - Drawdown Comparison
The maximum EQGB.L drawdown since its inception was -36.77%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for EQGB.L and ETH-USD.
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Drawdown Indicators
| EQGB.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.77% | -93.08% | +56.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -66.80% | +55.47% |
Max Drawdown (3Y)Largest decline over 3 years | -22.76% | -66.80% | +44.04% |
Max Drawdown (5Y)Largest decline over 5 years | -36.77% | -75.89% | +39.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.08% | — |
Current DrawdownCurrent decline from peak | -3.57% | -65.15% | +61.58% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -48.54% | +41.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 44.32% | -41.14% |
Volatility
EQGB.L vs. ETH-USD - Volatility Comparison
The current volatility for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) is 5.45%, while Ethereum (ETH-USD) has a volatility of 16.35%. This indicates that EQGB.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQGB.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 16.35% | -10.90% |
Volatility (6M)Calculated over the trailing 6-month period | 12.15% | 46.86% | -34.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 55.63% | -39.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 58.85% | -37.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 78.69% | -57.45% |
Frequently Asked Questions
EQGB.L and ETH-USD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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