EQQQ.DE vs. BBDC
Compare and contrast key facts about Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Barings BDC, Inc. (BBDC).
EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQQQ.DE or BBDC.
Performance
EQQQ.DE vs. BBDC - Performance Comparison
Returns By Period
In the year-to-date period, EQQQ.DE achieves a 27.33% return, which is significantly higher than BBDC's 25.50% return. Over the past 10 years, EQQQ.DE has outperformed BBDC with an annualized return of 19.63%, while BBDC has yielded a comparatively lower 2.32% annualized return.
EQQQ.DE
27.33%
4.86%
13.87%
34.26%
21.09%
19.63%
BBDC
25.50%
0.91%
6.53%
25.28%
9.10%
2.32%
Key characteristics
| EQQQ.DE | BBDC | |
|---|---|---|
| Sharpe Ratio | 2.03 | 1.39 |
| Sortino Ratio | 2.70 | 2.05 |
| Omega Ratio | 1.38 | 1.26 |
| Calmar Ratio | 2.53 | 1.27 |
| Martin Ratio | 8.37 | 9.04 |
| Ulcer Index | 4.06% | 2.69% |
| Daily Std Dev | 16.62% | 17.44% |
| Max Drawdown | -47.04% | -64.64% |
| Current Drawdown | -2.52% | -0.10% |
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Correlation
The correlation between EQQQ.DE and BBDC is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
EQQQ.DE vs. BBDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Barings BDC, Inc. (BBDC). 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
EQQQ.DE vs. BBDC - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.39%, less than BBDC's 10.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
BBDC Barings BDC, Inc. | 10.45% | 11.89% | 11.66% | 7.44% | 7.07% | 5.25% | 24.57% | 17.39% | 10.31% | 12.35% | 12.62% | 7.81% |
Drawdowns
EQQQ.DE vs. BBDC - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -47.04%, smaller than the maximum BBDC drawdown of -64.64%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and BBDC. For additional features, visit the drawdowns tool.
Volatility
EQQQ.DE vs. BBDC - Volatility Comparison
The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 5.08%, while Barings BDC, Inc. (BBDC) has a volatility of 5.52%. This indicates that EQQQ.DE experiences smaller price fluctuations and is considered to be less risky than BBDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.