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EQQJ.DE vs. QQQJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQQJ.DE vs. QQQJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) and Invesco NASDAQ Next Gen 100 ETF (QQQJ). The values are adjusted to include any dividend payments, if applicable.

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EQQJ.DE vs. QQQJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQQJ.DE
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
0.41%7.46%21.88%10.68%-24.39%12.20%
QQQJ
Invesco NASDAQ Next Gen 100 ETF
1.39%6.15%22.97%10.28%-23.80%11.80%
Different Trading Currencies

EQQJ.DE is traded in EUR, while QQQJ is traded in USD. To make them comparable, the QQQJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQQJ.DE achieves a 0.41% return, which is significantly lower than QQQJ's 1.39% return.


EQQJ.DE

1D
3.65%
1M
-1.32%
YTD
0.41%
6M
4.19%
1Y
18.84%
3Y*
11.46%
5Y*
3.67%
10Y*

QQQJ

1D
0.00%
1M
-0.92%
YTD
1.39%
6M
2.71%
1Y
17.79%
3Y*
11.84%
5Y*
3.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQQJ.DE vs. QQQJ - Expense Ratio Comparison

EQQJ.DE has a 0.25% expense ratio, which is higher than QQQJ's 0.15% 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%.


Return for Risk

EQQJ.DE vs. QQQJ — Risk / Return Rank

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

EQQJ.DE
EQQJ.DE Risk / Return Rank: 5050
Overall Rank
EQQJ.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQQJ.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
EQQJ.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EQQJ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQQJ.DE Martin Ratio Rank: 5454
Martin Ratio Rank

QQQJ
QQQJ Risk / Return Rank: 6767
Overall Rank
QQQJ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQJ Sortino Ratio Rank: 6666
Sortino Ratio Rank
QQQJ Omega Ratio Rank: 6262
Omega Ratio Rank
QQQJ Calmar Ratio Rank: 7171
Calmar Ratio Rank
QQQJ Martin Ratio Rank: 7272
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.

EQQJ.DE vs. QQQJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) and Invesco NASDAQ Next Gen 100 ETF (QQQJ). 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.


EQQJ.DEQQQJDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.75

+0.15

Sortino ratio

Return per unit of downside risk

1.31

1.15

+0.16

Omega ratio

Gain probability vs. loss probability

1.19

1.17

+0.02

Calmar ratio

Return relative to maximum drawdown

1.79

1.31

+0.48

Martin ratio

Return relative to average drawdown

6.02

4.74

+1.27

EQQJ.DE vs. QQQJ - Sharpe Ratio Comparison

The current EQQJ.DE Sharpe Ratio is 0.90, which is comparable to the QQQJ Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EQQJ.DE and QQQJ, 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


EQQJ.DEQQQJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.75

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.18

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.33

-0.12

Correlation

The correlation between EQQJ.DE and QQQJ is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EQQJ.DE vs. QQQJ - Dividend Comparison

EQQJ.DE has not paid dividends to shareholders, while QQQJ's dividend yield for the trailing twelve months is around 0.87%.


TTM202520242023202220212020
EQQJ.DE
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQJ
Invesco NASDAQ Next Gen 100 ETF
0.87%0.85%0.77%0.67%0.76%0.91%0.09%

Drawdowns

EQQJ.DE vs. QQQJ - Drawdown Comparison

The maximum EQQJ.DE drawdown since its inception was -32.64%, roughly equal to the maximum QQQJ drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for EQQJ.DE and QQQJ.


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Drawdown Indicators


EQQJ.DEQQQJDifference

Max Drawdown

Largest peak-to-trough decline

-32.64%

-39.57%

+6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.97%

-11.84%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-32.64%

-39.57%

+6.93%

Current Drawdown

Current decline from peak

-6.07%

-5.82%

-0.25%

Average Drawdown

Average peak-to-trough decline

-14.62%

-16.19%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

3.32%

-0.23%

Volatility

EQQJ.DE vs. QQQJ - Volatility Comparison

The current volatility for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) is 6.24%, while Invesco NASDAQ Next Gen 100 ETF (QQQJ) has a volatility of 7.40%. This indicates that EQQJ.DE experiences smaller price fluctuations and is considered to be less risky than QQQJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQJ.DEQQQJDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

7.40%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

14.38%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.94%

23.96%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

21.20%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

21.33%

-1.49%