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EQQB.DE vs. ETL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQB.DE vs. ETL2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) and L&G Longer Dated All Commodities UCITS ETF (ETL2.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, EQQB.DE achieves a 19.81% return, which is significantly higher than ETL2.DE's 11.73% return.


EQQB.DE

1D
0.00%
1M
0.86%
YTD
19.81%
6M
19.97%
1Y
36.14%
3Y*
24.46%
5Y*
10Y*

ETL2.DE

1D
0.43%
1M
-6.25%
YTD
11.73%
6M
13.66%
1Y
23.04%
3Y*
8.87%
5Y*
11.81%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQB.DE vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
19.81%6.93%33.67%51.27%-18.68%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
11.73%4.89%11.58%-9.47%13.53%

Correlation

The correlation between EQQB.DE and ETL2.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.11

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Return for Risk

EQQB.DE vs. ETL2.DE — Risk / Return Rank

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

EQQB.DE
EQQB.DE Risk / Return Rank: 7575
Overall Rank
EQQB.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6767
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 5252
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 5757
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.

EQQB.DE vs. ETL2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) and L&G Longer Dated All Commodities UCITS ETF (ETL2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EQQB.DEETL2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.38

1.28

+0.11

Calmar ratioReturn relative to maximum drawdown

3.60

2.48

+1.12

Martin ratioReturn relative to average drawdown

10.54

8.80

+1.74

EQQB.DE vs. ETL2.DE - Sharpe Ratio Comparison

The current EQQB.DE Sharpe Ratio is 2.17, which is higher than the ETL2.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EQQB.DE and ETL2.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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Drawdowns

EQQB.DE vs. ETL2.DE - Drawdown Comparison

The maximum EQQB.DE drawdown since its inception was -26.59%, smaller than the maximum ETL2.DE drawdown of -47.05%. Use the drawdown chart below to compare losses from any high point for EQQB.DE and ETL2.DE.


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Drawdown Indicators


EQQB.DEETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-47.05%

+20.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

-9.25%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.59%

-15.06%

-11.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

Max Drawdown (10Y)

Largest decline over 10 years

-26.52%

Current Drawdown

Current decline from peak

-1.91%

-8.85%

+6.94%

Average Drawdown

Average peak-to-trough decline

-6.71%

-22.24%

+15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

2.61%

+0.83%

Volatility

EQQB.DE vs. ETL2.DE - Volatility Comparison

Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a higher volatility of 5.92% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 3.35%. This indicates that EQQB.DE's price experiences larger fluctuations and is considered to be riskier than ETL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQB.DEETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

3.35%

+2.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

12.90%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

14.79%

+1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

15.45%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.05%

13.68%

+6.37%

EQQB.DE vs. ETL2.DE - Expense Ratio Comparison

Both EQQB.DE and ETL2.DE have an expense ratio of 0.30%.


Dividends

EQQB.DE vs. ETL2.DE - Dividend Comparison

Neither EQQB.DE nor ETL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EQQB.DE and ETL2.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EQQB.DE and ETL2.DE have the same expense ratio: 0.30% per year.

EQQB.DE is categorized as Nasdaq-100, while ETL2.DE is Commodities. EQQB.DE tracks Nasdaq 100®, while ETL2.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: Invesco and Legal & General.

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