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EQQQ.DE vs. EQQX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQQ.DE vs. EQQX.DE - 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 Nasdaq-100 Swap UCITS ETF Acc (EQQX.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, EQQQ.DE achieves a 20.52% return, which is significantly lower than EQQX.DE's 21.61% 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%

EQQX.DE

1D
0.11%
1M
8.86%
YTD
21.61%
6M
19.72%
1Y
38.41%
3Y*
25.43%
5Y*
19.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. EQQX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
20.52%6.94%33.67%51.32%-30.10%25.98%
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
21.61%7.13%33.88%51.62%-29.90%26.11%

Correlation

The correlation between EQQQ.DE and EQQX.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

1.00

The correlation between EQQQ.DE and EQQX.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

EQQQ.DE vs. EQQX.DE — 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

EQQX.DE
EQQX.DE Risk / Return Rank: 7474
Overall Rank
EQQX.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQQX.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EQQX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EQQX.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
EQQX.DE Martin Ratio Rank: 6565
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. EQQX.DE - 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 Nasdaq-100 Swap UCITS ETF Acc (EQQX.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.


EQQQ.DEEQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.74

3.91

-0.17

Martin ratioReturn relative to average drawdown

11.10

11.64

-0.55

EQQQ.DE vs. EQQX.DE - Sharpe Ratio Comparison

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the EQQX.DE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EQQQ.DE and EQQX.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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Sharpe Ratios by Period


EQQQ.DEEQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.49

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.95

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.90

-0.09

Drawdowns

EQQQ.DE vs. EQQX.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than EQQX.DE's maximum drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and EQQX.DE.


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Drawdown Indicators


EQQQ.DEEQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-31.17%

-15.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-9.97%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-26.80%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-31.17%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-0.85%

0.00%

-0.85%

Average Drawdown

Average peak-to-trough decline

-7.35%

-7.99%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.36%

+0.03%

Volatility

EQQQ.DE vs. EQQX.DE - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) have volatilities of 4.26% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQQ.DEEQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.15%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

10.89%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

15.75%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

19.86%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

19.79%

-0.14%

EQQQ.DE vs. EQQX.DE - Expense Ratio Comparison

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


Dividends

EQQQ.DE vs. EQQX.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while EQQX.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 1.00, EQQQ.DE and EQQX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

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

EQQQ.DE tracks NASDAQ-100 Index, while EQQX.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for EQQQ.DE and 0.20% for EQQX.DE.

Portfolio Optimizer

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