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

Performance

EQQQ.DE vs. RDIV - 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 Ultra Dividend Revenue ETF (RDIV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQQQ.DE is traded in EUR, while RDIV is traded in USD. To make them comparable, the RDIV 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 RDIV's 15.18% return. Over the past 10 years, EQQQ.DE has outperformed RDIV with an annualized return of 21.28%, while RDIV has yielded a comparatively lower 10.65% 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%

RDIV

1D
0.66%
1M
4.47%
YTD
15.18%
6M
12.87%
1Y
28.37%
3Y*
16.47%
5Y*
11.44%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. RDIV - 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%
RDIV
Invesco S&P Ultra Dividend Revenue ETF
15.18%-0.97%22.77%1.52%13.81%38.77%-16.79%25.39%-0.31%-2.09%

Correlation

The correlation between EQQQ.DE and RDIV is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.12

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

0.19

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2013

0.29

Over the past year, the correlation between EQQQ.DE and RDIV has dropped to 0.03 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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Return for Risk

EQQQ.DE vs. RDIV — 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

RDIV
RDIV Risk / Return Rank: 7979
Overall Rank
RDIV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RDIV Sortino Ratio Rank: 7777
Sortino Ratio Rank
RDIV Omega Ratio Rank: 6767
Omega Ratio Rank
RDIV Calmar Ratio Rank: 9292
Calmar Ratio Rank
RDIV Martin Ratio Rank: 8787
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. RDIV - 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 Ultra Dividend Revenue ETF (RDIV). 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.DERDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

3.74

6.72

-2.98

Martin ratioReturn relative to average drawdown

11.10

17.53

-6.43

EQQQ.DE vs. RDIV - Sharpe Ratio Comparison

The current EQQQ.DE Sharpe Ratio is 2.40, which is comparable to the RDIV Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EQQQ.DE and RDIV, 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.DERDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.01

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.65

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.48

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.60

+0.21

Drawdowns

EQQQ.DE vs. RDIV - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, roughly equal to the maximum RDIV drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and RDIV.


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Drawdown Indicators


EQQQ.DERDIVDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-48.35%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-4.24%

-5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-22.74%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-23.47%

-7.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-48.35%

+17.05%

Current Drawdown

Current decline from peak

-0.85%

0.00%

-0.85%

Average Drawdown

Average peak-to-trough decline

-7.35%

-6.93%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.62%

+1.77%

Volatility

EQQQ.DE vs. RDIV - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.26% compared to Invesco S&P Ultra Dividend Revenue ETF (RDIV) at 3.52%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than RDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQQ.DERDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.52%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

9.69%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

14.15%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

17.55%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

22.31%

-2.66%

EQQQ.DE vs. RDIV - Expense Ratio Comparison

EQQQ.DE has a 0.30% expense ratio, which is lower than RDIV's 0.39% expense ratio.


Dividends

EQQQ.DE vs. RDIV - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than RDIV's 3.63% yield.


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%
RDIV
Invesco S&P Ultra Dividend Revenue ETF
3.63%3.94%4.08%3.93%3.44%3.31%4.93%3.84%4.32%4.26%2.20%4.49%

Frequently Asked Questions


EQQQ.DE and RDIV have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for RDIV.

EQQQ.DE is categorized as Nasdaq-100, while RDIV is Mid Cap Value Equities. EQQQ.DE tracks NASDAQ-100 Index, while RDIV tracks S&P 900 Dividend Revenue-Weighted Index. Their fees differ too: 0.30% for EQQQ.DE and 0.39% for RDIV.

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