EQQQ.DE vs. SXR8.DE
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EQQQ.DE returned 21.08%/yr vs 14.76%/yr for SXR8.DE. Their correlation of 0.86 suggests significant overlap in exposure. EQQQ.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
EQQQ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 18.09% return, which is significantly higher than SXR8.DE's 9.96% return. Over the past 10 years, EQQQ.DE has outperformed SXR8.DE with an annualized return of 21.08%, while SXR8.DE has yielded a comparatively lower 14.76% annualized return.
EQQQ.DE
- 1D
- 0.02%
- 1M
- 3.74%
- YTD
- 18.09%
- 6M
- 16.37%
- 1Y
- 34.44%
- 3Y*
- 24.13%
- 5Y*
- 17.93%
- 10Y*
- 21.08%
SXR8.DE
- 1D
- -0.20%
- 1M
- 2.54%
- YTD
- 9.96%
- 6M
- 10.04%
- 1Y
- 23.52%
- 3Y*
- 18.44%
- 5Y*
- 14.39%
- 10Y*
- 14.76%
EQQQ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 18.09% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 15.82% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EQQQ.DE and SXR8.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.86 |
The correlation between EQQQ.DE and SXR8.DE has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
EQQQ.DE vs. SXR8.DE — Risk / Return Rank
EQQQ.DE
SXR8.DE
EQQQ.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.37 | +0.04 |
| Martin ratioReturn relative to average drawdown | 10.11 | 12.07 | -1.96 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.02 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.94 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.91 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.77 | -0.60 |
Drawdowns
EQQQ.DE vs. SXR8.DE - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -60.10%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SXR8.DE.
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Drawdown Indicators
| EQQQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -33.78% | -26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -6.94% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -23.32% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -23.32% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -33.78% | +2.48% |
Current DrawdownCurrent decline from peak | -2.85% | -1.71% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -12.41% | -5.22% | -7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.94% | +1.45% |
Volatility
EQQQ.DE vs. SXR8.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.63% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.86%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.86% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.04% | 7.58% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 11.57% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 15.16% | +4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 16.08% | +4.31% |
EQQQ.DE vs. SXR8.DE - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
EQQQ.DE vs. SXR8.DE - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while SXR8.DE has not paid dividends to shareholders.
| 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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (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 0.93, EQQQ.DE and SXR8.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, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while SXR8.DE is S&P 500. EQQQ.DE tracks NASDAQ-100 Index, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQQQ.DE and 0.07% for SXR8.DE.
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