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

Performance

EQQQ.DE vs. HDLV.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 S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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 15.17% return, which is significantly lower than HDLV.DE's 16.02% return. Over the past 10 years, EQQQ.DE has outperformed HDLV.DE with an annualized return of 20.13%, while HDLV.DE has yielded a comparatively lower 6.33% annualized return.


EQQQ.DE

1D
-2.26%
1M
-3.86%
6M
13.37%
YTD
15.17%
1Y
25.85%
3Y*
21.81%
5Y*
15.31%
10Y*
20.13%

HDLV.DE

1D
0.43%
1M
6.68%
6M
11.92%
YTD
16.02%
1Y
16.81%
3Y*
11.57%
5Y*
8.25%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
15.17%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.82%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
16.02%-8.06%23.32%-2.45%6.28%35.97%-19.13%21.77%-2.56%-2.34%

Correlation

The correlation between EQQQ.DE and HDLV.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

0.07

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

0.24

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 11, 2015

0.42

The correlation between EQQQ.DE and HDLV.DE shifts across timeframes, from -0.15 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EQQQ.DE vs. HDLV.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: 5656
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 5454
Martin Ratio Rank

HDLV.DE
HDLV.DE Risk / Return Rank: 5959
Overall Rank
HDLV.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HDLV.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
HDLV.DE Omega Ratio Rank: 5353
Omega Ratio Rank
HDLV.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
HDLV.DE Martin Ratio Rank: 5151
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. HDLV.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 S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.02

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.02

Calmar ratioReturn relative to maximum drawdown

2.56

2.55

+0.01

Martin ratioReturn relative to average drawdown

7.33

6.50

+0.83

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

The current EQQQ.DE Sharpe Ratio is 1.52, which is comparable to the HDLV.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EQQQ.DE and HDLV.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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Drawdowns

EQQQ.DE vs. HDLV.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -60.10%, which is greater than HDLV.DE's maximum drawdown of -39.21%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and HDLV.DE.


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Drawdown Indicators


EQQQ.DEHDLV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.10%

-39.21%

-20.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-6.56%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-19.09%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-19.99%

-11.31%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-39.21%

+7.91%

Current Drawdown

Current decline from peak

-5.73%

0.00%

-5.73%

Average Drawdown

Average peak-to-trough decline

-12.41%

-8.69%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

2.58%

+0.94%

Volatility

EQQQ.DE vs. HDLV.DE - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 5.99% compared to Invesco S&P 500 High Dividend Low Volatility UCITS ETF (HDLV.DE) at 3.81%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than HDLV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQQ.DEHDLV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

3.81%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

8.76%

+3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

11.20%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

13.64%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

17.12%

+3.36%

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

Both EQQQ.DE and HDLV.DE have an expense ratio of 0.30%.


Dividends

EQQQ.DE vs. HDLV.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.24%, less than HDLV.DE's 3.38% yield.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.24%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%
HDLV.DE
Invesco S&P 500 High Dividend Low Volatility UCITS ETF
3.38%4.01%3.43%4.14%3.60%3.24%4.64%3.68%3.70%3.22%2.93%1.86%

Frequently Asked Questions


EQQQ.DE and HDLV.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.DE and HDLV.DE have the same expense ratio: 0.30% per year.

EQQQ.DE is categorized as Nasdaq-100, while HDLV.DE is Dividend. EQQQ.DE tracks NASDAQ-100 Index, while HDLV.DE tracks S&P 500 Low Volatility High Dividend Net Total Return Index.

Portfolio Optimizer

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