EQQD.L vs. VUSA.AS
Compare and contrast key facts about Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
EQQD.L and VUSA.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jun 21, 2021. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both EQQD.L and VUSA.AS 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: EQQD.L or VUSA.AS.
Key characteristics
| EQQD.L | VUSA.AS | |
|---|---|---|
| YTD Return | 10.08% | 13.71% |
| 1Y Return | 35.72% | 27.21% |
| Sharpe Ratio | 2.17 | 2.63 |
| Daily Std Dev | 16.33% | 10.40% |
| Max Drawdown | -34.95% | -33.64% |
| Current Drawdown | -0.45% | -0.43% |
Correlation
The correlation between EQQD.L and VUSA.AS is 0.85, 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.
Performance
EQQD.L vs. VUSA.AS - Performance Comparison
In the year-to-date period, EQQD.L achieves a 10.08% return, which is significantly lower than VUSA.AS's 13.71% 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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EQQD.L vs. VUSA.AS - Expense Ratio Comparison
EQQD.L has a 0.20% expense ratio, which is higher than VUSA.AS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EQQD.L vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
EQQD.L vs. VUSA.AS - Dividend Comparison
EQQD.L's dividend yield for the trailing twelve months is around 0.74%, less than VUSA.AS's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQD.L Invesco Nasdaq-100 Swap UCITS ETF Dist | 0.74% | 0.75% | 0.95% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.12% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
EQQD.L vs. VUSA.AS - Drawdown Comparison
The maximum EQQD.L drawdown since its inception was -34.95%, roughly equal to the maximum VUSA.AS drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for EQQD.L and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
EQQD.L vs. VUSA.AS - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) has a higher volatility of 5.84% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.60%. This indicates that EQQD.L's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.