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

Performance

EQQQ.DE vs. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EQQQ.DE achieves a 20.52% return, which is significantly lower than WDEE.DE's 33.31% 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%

WDEE.DE

1D
2.19%
1M
3.35%
YTD
33.31%
6M
28.18%
1Y
39.15%
3Y*
16.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.DE vs. WDEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
20.52%6.94%33.67%28.71%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF Acc
33.31%-2.96%9.29%6.37%

Correlation

The correlation between EQQQ.DE and WDEE.DE is -0.08, 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

-0.08

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

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2023

0.13

The correlation between EQQQ.DE and WDEE.DE shifts across timeframes, from -0.08 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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. WDEE.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

WDEE.DE
WDEE.DE Risk / Return Rank: 5353
Overall Rank
WDEE.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WDEE.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
WDEE.DE Omega Ratio Rank: 5050
Omega Ratio Rank
WDEE.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WDEE.DE Martin Ratio Rank: 5555
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. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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.DEWDEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.42

1.31

+0.11

Calmar ratioReturn relative to maximum drawdown

3.74

2.94

+0.80

Martin ratioReturn relative to average drawdown

11.10

9.51

+1.59

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

The current EQQQ.DE Sharpe Ratio is 2.40, which is higher than the WDEE.DE Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of EQQQ.DE and WDEE.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.DEWDEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.75

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.69

+0.11

Drawdowns

EQQQ.DE vs. WDEE.DE - Drawdown Comparison

The maximum EQQQ.DE drawdown since its inception was -47.04%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and WDEE.DE.


Loading charts...

Drawdown Indicators


EQQQ.DEWDEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.04%

-23.77%

-23.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-12.42%

+2.37%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-23.77%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-31.30%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-0.85%

-4.37%

+3.52%

Average Drawdown

Average peak-to-trough decline

-7.35%

-7.19%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.85%

-0.46%

Volatility

EQQQ.DE vs. WDEE.DE - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) is 4.26%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that EQQQ.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EQQQ.DEWDEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

7.54%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

17.53%

-6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

20.89%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

19.94%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

19.94%

-0.29%

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

EQQQ.DE has a 0.30% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.


Dividends

EQQQ.DE vs. WDEE.DE - Dividend Comparison

EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while WDEE.DE has not paid dividends to shareholders.


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%
WDEE.DE
Invesco S&P World Energy ESG UCITS ETF 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


EQQQ.DE and WDEE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for EQQQ.DE.

EQQQ.DE is categorized as Nasdaq-100, while WDEE.DE is Energy Equities. EQQQ.DE tracks NASDAQ-100 Index, while WDEE.DE tracks S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. Their fees differ too: 0.30% for EQQQ.DE and 0.18% for WDEE.DE.

Portfolio Optimizer

Find the right allocation for EQQQ.DE and WDEE.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