EQQQ.DE vs. VWRL.AS
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VWRL.AS is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, EQQQ.DE returned 21.28%/yr vs 12.39%/yr for VWRL.AS. Their correlation of 0.87 suggests significant overlap in exposure. EQQQ.DE charges 0.30%/yr vs 0.19%/yr for VWRL.AS.
Performance
EQQQ.DE vs. VWRL.AS - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly higher than VWRL.AS's 12.89% return. Over the past 10 years, EQQQ.DE has outperformed VWRL.AS with an annualized return of 21.28%, while VWRL.AS has yielded a comparatively lower 12.39% annualized return.
EQQQ.DE
- 1D
- -0.85%
- 1M
- 5.88%
- YTD
- 20.52%
- 6M
- 18.79%
- 1Y
- 37.21%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
VWRL.AS
- 1D
- -0.19%
- 1M
- 3.61%
- YTD
- 12.89%
- 6M
- 13.12%
- 1Y
- 25.83%
- 3Y*
- 17.84%
- 5Y*
- 12.29%
- 10Y*
- 12.39%
EQQQ.DE vs. VWRL.AS - 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 12.89% | 8.40% | 25.57% | 18.07% | -13.65% | 28.52% | 6.31% | 27.76% | -4.68% | 8.95% |
Correlation
The correlation between EQQQ.DE and VWRL.AS is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.87 |
The correlation between EQQQ.DE and VWRL.AS has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
EQQQ.DE vs. VWRL.AS — Risk / Return Rank
EQQQ.DE
VWRL.AS
EQQQ.DE vs. VWRL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). 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 | VWRL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.44 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 4.00 | -0.26 |
| Martin ratioReturn relative to average drawdown | 11.10 | 16.48 | -5.39 |
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 | VWRL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.34 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.88 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.82 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.77 | +0.03 |
Drawdowns
EQQQ.DE vs. VWRL.AS - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than VWRL.AS's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and VWRL.AS.
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Drawdown Indicators
| EQQQ.DE | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.04% | -33.27% | -13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -6.53% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -21.00% | -5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -21.00% | -10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | -33.27% | +1.97% |
Current DrawdownCurrent decline from peak | -0.85% | -0.61% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -4.38% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 1.59% | +1.80% |
Volatility
EQQQ.DE vs. VWRL.AS - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 4.26% compared to Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) at 3.07%. This indicates that EQQQ.DE's price experiences larger fluctuations and is considered to be riskier than VWRL.AS 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 | VWRL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 3.07% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 8.03% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 11.16% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 13.70% | +6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 14.82% | +4.83% |
EQQQ.DE vs. VWRL.AS - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than VWRL.AS's 0.19% expense ratio.
Dividends
EQQQ.DE vs. VWRL.AS - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, less than VWRL.AS's 1.24% 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 1.24% | 1.42% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% |
Frequently Asked Questions
EQQQ.DE and VWRL.AS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while VWRL.AS is Global Equities. EQQQ.DE tracks NASDAQ-100 Index, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.30% for EQQQ.DE and 0.19% for VWRL.AS.
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