PortfoliosLab logoPortfoliosLab logo
EQQQ.DE vs. EQAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQQ.DE vs. EQAL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Invesco Russell 1000 Equal Weight ETF (EQAL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than EQAL's 13.21% return. Over the past 10 years, EQQQ.DE has outperformed EQAL with an annualized return of 21.28%, while EQAL has yielded a comparatively lower 10.18% annualized return.


EQQQ.DE

1D
-0.85%
1M
7.99%
YTD
20.52%
6M
18.72%
1Y
37.03%
3Y*
24.54%
5Y*
18.69%
10Y*
21.28%

EQAL

1D
-0.82%
1M
1.64%
YTD
13.21%
6M
12.23%
1Y
22.68%
3Y*
11.95%
5Y*
7.77%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. EQAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
20.52%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.81%
EQAL
Invesco Russell 1000 Equal Weight ETF
13.21%-2.13%18.73%8.62%-8.13%32.35%6.97%27.35%-4.96%2.94%

Correlation

The correlation between EQQQ.DE and EQAL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2014

0.47

The correlation between EQQQ.DE and EQAL shifts across timeframes, from 0.28 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EQQQ.DE vs. EQAL — Risk / Return Rank

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

EQQQ.DE
EQQQ.DE Risk / Return Rank: 7171
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6262
Martin Ratio Rank

EQAL
EQAL Risk / Return Rank: 6363
Overall Rank
EQAL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EQAL Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQAL Omega Ratio Rank: 5656
Omega Ratio Rank
EQAL Calmar Ratio Rank: 7373
Calmar Ratio Rank
EQAL Martin Ratio Rank: 6969
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.

EQQQ.DE vs. EQAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Invesco Russell 1000 Equal Weight ETF (EQAL). 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.


EQQQ.DEEQALDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.42

1.32

+0.10

Calmar ratioReturn relative to maximum drawdown

3.74

3.99

-0.26

Martin ratioReturn relative to average drawdown

11.10

13.81

-2.71

EQQQ.DE vs. EQAL - Sharpe Ratio Comparison

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the EQAL Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of EQQQ.DE and EQAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EQQQ.DEEQALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.86

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.46

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.53

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.51

+0.29

Drawdowns

EQQQ.DE vs. EQAL - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than EQAL's maximum drawdown of -39.89%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and EQAL.


Loading charts...

Drawdown Indicators


EQQQ.DEEQALDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-39.89%

-7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-5.70%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-23.22%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-23.22%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-39.89%

+8.59%

Current Drawdown

Current decline from peak

-0.85%

-0.95%

+0.10%

Average Drawdown

Average peak-to-trough decline

-7.35%

-6.24%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.65%

+1.74%

Volatility

EQQQ.DE vs. EQAL - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.26% compared to Invesco Russell 1000 Equal Weight ETF (EQAL) at 2.75%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than EQAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EQQQ.DEEQALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

2.75%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

8.46%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

12.27%

+3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

16.83%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

19.16%

+0.49%

EQQQ.DE vs. EQAL - Expense Ratio Comparison

EQQQ.DE has a 0.30% expense ratio, which is higher than EQAL's 0.20% expense ratio.


Dividends

EQQQ.DE vs. EQAL - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than EQAL's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
EQAL
Invesco Russell 1000 Equal Weight ETF
1.66%1.79%1.62%1.88%1.95%1.32%1.63%1.61%1.62%1.18%1.57%1.64%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%

Frequently Asked Questions


EQQQ.DE and EQAL have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQAL is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQAL is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQQ.DE.

EQQQ.DE is categorized as Nasdaq-100, while EQAL is Mid Cap Blend Equities. EQQQ.DE tracks NASDAQ-100 Index, while EQAL tracks Russell 1000 Equal Weight Index. Their fees differ too: 0.30% for EQQQ.DE and 0.20% for EQAL.

Portfolio Optimizer

Find the right allocation for EQQQ.DE and EQAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer