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EQQQ.DE vs. N1ES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQQ.DE vs. N1ES.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 ESG UCITS ETF Acc (N1ES.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EQQQ.DE having a 20.52% return and N1ES.DE slightly higher at 21.31%.


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%

N1ES.DE

1D
-0.74%
1M
8.84%
YTD
21.31%
6M
19.74%
1Y
39.34%
3Y*
25.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. N1ES.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%8.15%
N1ES.DE
Invesco Nasdaq-100 ESG UCITS ETF Acc
21.31%8.26%33.55%51.62%-29.13%9.35%

Correlation

The correlation between EQQQ.DE and N1ES.DE is 0.99 - 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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.99

The correlation between EQQQ.DE and N1ES.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

EQQQ.DE vs. N1ES.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

N1ES.DE
N1ES.DE Risk / Return Rank: 7171
Overall Rank
N1ES.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
N1ES.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
N1ES.DE Omega Ratio Rank: 7171
Omega Ratio Rank
N1ES.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
N1ES.DE Martin Ratio Rank: 6060
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. N1ES.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 ESG UCITS ETF Acc (N1ES.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.DEN1ES.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.42

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.74

3.69

+0.05

Martin ratioReturn relative to average drawdown

11.10

10.62

+0.48

EQQQ.DE vs. N1ES.DE - Sharpe Ratio Comparison

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the N1ES.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EQQQ.DE and N1ES.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.DEN1ES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.42

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

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

0.81

-0.01

Drawdowns

EQQQ.DE vs. N1ES.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than N1ES.DE's maximum drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and N1ES.DE.


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Drawdown Indicators


EQQQ.DEN1ES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-29.96%

-17.08%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-10.86%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-26.65%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-0.85%

-0.74%

-0.11%

Average Drawdown

Average peak-to-trough decline

-7.35%

-8.51%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.78%

-0.39%

Volatility

EQQQ.DE vs. N1ES.DE - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 4.26%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 4.64%. This indicates that EQQQ.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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.DEN1ES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.64%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

11.63%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

16.59%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

20.73%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

20.73%

-1.08%

EQQQ.DE vs. N1ES.DE - Expense Ratio Comparison

EQQQ.DE has a 0.30% expense ratio, which is higher than N1ES.DE's 0.25% expense ratio.


Dividends

EQQQ.DE vs. N1ES.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while N1ES.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%
N1ES.DE
Invesco Nasdaq-100 ESG 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 0.99, EQQQ.DE and N1ES.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, N1ES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

N1ES.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for EQQQ.DE.

EQQQ.DE tracks NASDAQ-100 Index, while N1ES.DE tracks Nasdaq 100® ESG. Their fees differ too: 0.30% for EQQQ.DE and 0.25% for N1ES.DE.

Portfolio Optimizer

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