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

Performance

EQQQ.DE vs. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with EQQQ.DE having a 20.52% return and SMLD.DE slightly higher at 20.75%. Over the past 10 years, EQQQ.DE has outperformed SMLD.DE with an annualized return of 21.28%, while SMLD.DE has yielded a comparatively lower 15.33% 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%

SMLD.DE

1D
-0.66%
1M
3.73%
YTD
20.75%
6M
13.95%
1Y
14.71%
3Y*
20.56%
5Y*
25.24%
10Y*
15.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. SMLD.DE - 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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
20.75%-8.86%35.22%27.59%49.18%62.11%-27.45%24.27%-4.73%-12.47%

Correlation

The correlation between EQQQ.DE and SMLD.DE is 0.04, 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

0.04

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

0.20

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

0.23

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

0.27

Correlation (All Time)
Calculated using the full available price history since May 17, 2013

0.29

Over the past year, the correlation between EQQQ.DE and SMLD.DE has dropped to 0.04 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

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. SMLD.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

SMLD.DE
SMLD.DE Risk / Return Rank: 2020
Overall Rank
SMLD.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SMLD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SMLD.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SMLD.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMLD.DE Martin Ratio Rank: 1919
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. SMLD.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 Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.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.DESMLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.89

Sortino ratioReturn per unit of downside risk

+2.28

Omega ratioGain probability vs. loss probability

1.42

1.15

+0.27

Calmar ratioReturn relative to maximum drawdown

3.74

0.92

+2.81

Martin ratioReturn relative to average drawdown

11.10

1.91

+9.19

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

The current EQQQ.DE Sharpe Ratio is 2.40, which is higher than the SMLD.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of EQQQ.DE and SMLD.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.


Loading charts...

Sharpe Ratios by Period


EQQQ.DESMLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

0.51

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.10

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.44

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.29

+0.52

Drawdowns

EQQQ.DE vs. SMLD.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, smaller than the maximum SMLD.DE drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SMLD.DE.


Loading charts...

Drawdown Indicators


EQQQ.DESMLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-73.78%

+26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-14.77%

+4.72%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-22.99%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

-22.99%

-8.31%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

-70.79%

+39.49%

Current Drawdown

Current decline from peak

-0.85%

-3.47%

+2.62%

Average Drawdown

Average peak-to-trough decline

-7.35%

-17.76%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

7.16%

-3.77%

Volatility

EQQQ.DE vs. SMLD.DE - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 4.26%, while Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist (SMLD.DE) has a volatility of 5.38%. This indicates that EQQQ.DE experiences smaller price fluctuations and is considered to be less risky than SMLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EQQQ.DESMLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

5.38%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

12.79%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

26.64%

-11.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

22.60%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

34.70%

-15.05%

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

EQQQ.DE has a 0.30% expense ratio, which is lower than SMLD.DE's 0.50% expense ratio.


Dividends

EQQQ.DE vs. SMLD.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than SMLD.DE's 7.55% 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%
SMLD.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist
7.55%8.45%12.45%18.33%14.40%17.94%25.01%18.21%21.61%18.39%14.39%20.63%

Frequently Asked Questions


EQQQ.DE and SMLD.DE have a correlation of 0.04, 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 0.50% for SMLD.DE.

EQQQ.DE is categorized as Nasdaq-100, while SMLD.DE is Energy Equities. EQQQ.DE tracks NASDAQ-100 Index, while SMLD.DE tracks Morningstar MLP Composite. Their fees differ too: 0.30% for EQQQ.DE and 0.50% for SMLD.DE.

Portfolio Optimizer

Find the right allocation for EQQQ.DE and SMLD.DE

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