EQQQ.DE vs. SOXX
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, EQQQ.DE returned 21.28%/yr vs 35.11%/yr for SOXX. At a 0.49 correlation, their price movements are largely independent. EQQQ.DE charges 0.30%/yr vs 0.34%/yr for SOXX.
Performance
EQQQ.DE vs. SOXX - Performance Comparison
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Different Trading Currencies
EQQQ.DE is traded in EUR, while SOXX is traded in USD. To make them comparable, the SOXX 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 lower than SOXX's 102.55% return. Over the past 10 years, EQQQ.DE has underperformed SOXX with an annualized return of 21.28%, while SOXX has yielded a comparatively higher 35.11% 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%
SOXX
- 1D
- 0.00%
- 1M
- 20.28%
- YTD
- 102.55%
- 6M
- 95.66%
- 1Y
- 176.85%
- 3Y*
- 52.21%
- 5Y*
- 35.17%
- 10Y*
- 35.11%
EQQQ.DE vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares Semiconductor ETF | 82.87% | 24.04% | 20.38% | 62.11% | -31.06% | 54.87% | 40.13% | 66.09% | -2.10% | 22.61% |
Correlation
The correlation between EQQQ.DE and SOXX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007 | 0.49 |
The correlation between EQQQ.DE and SOXX shifts across timeframes, from 0.49 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EQQQ.DE vs. SOXX — Risk / Return Rank
EQQQ.DE
SOXX
EQQQ.DE vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and iShares Semiconductor ETF (SOXX). 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.DE | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.70 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 13.47 | -9.74 |
| Martin ratioReturn relative to average drawdown | 11.10 | 47.02 | -35.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQQQ.DE | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 5.26 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.00 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 1.06 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.70 | +0.11 |
Drawdowns
EQQQ.DE vs. SOXX - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -47.04%, smaller than the maximum SOXX drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SOXX.
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Drawdown Indicators
| EQQQ.DE | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.04% | -62.20% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -13.21% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -42.03% | +15.33% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -42.03% | +10.73% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -42.03% | +10.73% |
Current DrawdownCurrent decline from peak | -0.85% | -2.24% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -13.44% | +6.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.78% | -0.39% |
Volatility
EQQQ.DE vs. SOXX - Volatility Comparison
The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 4.26%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.05%. This indicates that EQQQ.DE experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQQQ.DE | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 13.05% | -8.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 26.52% | -15.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 33.83% | -18.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 35.33% | -15.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 33.33% | -13.68% |
EQQQ.DE vs. SOXX - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
EQQQ.DE vs. SOXX - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than SOXX's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SOXX iShares Semiconductor ETF | 0.31% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
EQQQ.DE and SOXX have a correlation of 0.60, 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 0.34% for SOXX.
EQQQ.DE is categorized as Nasdaq-100, while SOXX is Semiconductors. EQQQ.DE tracks NASDAQ-100 Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQQQ.DE and 0.34% for SOXX.
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