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EQQQ.L vs. VUG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EQQQ.L vs. VUG

Last updated Apr 5, 2026

Compare and contrast key facts about Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and Vanguard Growth ETF (VUG).

EQQQ.L and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000. Both EQQQ.L and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EQQQ.L vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQQQ.L is traded in GBp, while VUG is traded in USD. To make them comparable, the VUG values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQQQ.L achieves a -4.03% return, which is significantly higher than VUG's -7.57% return. Over the past 10 years, EQQQ.L has outperformed VUG with an annualized return of 19.68%, while VUG has yielded a comparatively lower 17.09% annualized return.

EQQQ.L

1D
0.18%
1M
-3.41%
YTD
-4.03%
6M
-1.92%
1Y
31.85%
3Y*
20.18%
5Y*
13.93%
10Y*
19.68%

VUG

1D
0.74%
1M
-3.72%
YTD
-7.57%
6M
-6.22%
1Y
29.57%
3Y*
19.15%
5Y*
12.70%
10Y*
17.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQQ.L vs. VUG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		-4.03%11.54%28.55%47.79%-25.54%29.59%43.32%33.69%4.64%20.12%
VUG
Vanguard Growth ETF		-7.57%10.90%35.01%39.49%-25.21%28.55%36.13%31.82%2.41%16.68%

Correlation

The correlation between EQQQ.L and VUG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.

EQQQ.L vs. VUG - Expense Ratio Comparison

EQQQ.L has a 0.30% expense ratio, which is higher than VUG's 0.03% expense ratio.

EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
VUG
Vanguard Growth ETF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco EQQQ NASDAQ-100 UCITS ETF

Vanguard Growth ETF

Often compared with EQQQ.L:
EQQQ.L vs. QQQEQQQ.L vs. QQQMEQQQ.L vs. EQGB.LEQQQ.L vs. CNX1.LEQQQ.L vs. EQQU.LEQQQ.L vs. CSPX.LEQQQ.L vs. XNAQ.L
Often compared with VUG:
VUG vs. QQQVUG vs. SCHGVUG vs. VOOVUG vs. VGTVUG vs. VTIVUG vs. FSPGXVUG vs. VOOG

Return for Risk

EQQQ.L vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQQQ.L
EQQQ.L Risk / Return Rank: 6161
Overall Rank
EQQQ.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 5555
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6060
Martin Ratio Rank
VUG
VUG Risk / Return Rank: 3838
Overall Rank
VUG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4242
Sortino Ratio Rank
VUG Omega Ratio Rank: 4242
Omega Ratio Rank
VUG Calmar Ratio Rank: 3333
Calmar Ratio Rank
VUG Martin Ratio Rank: 3232
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.L vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and Vanguard Growth ETF (VUG). 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.LVUGDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.69

+0.41

Sortino ratio

Return per unit of downside risk

1.62

1.12

+0.49

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

2.49

0.97

+1.53

Martin ratio

Return relative to average drawdown

7.48

2.84

+4.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EQQQ.L vs. VUG - Sharpe Ratio Comparison

The current EQQQ.L Sharpe Ratio is 1.09, which is higher than the VUG Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EQQQ.L and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EQQQ.LVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.69

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.61

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.80

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.71

+0.15

Drawdowns

EQQQ.L vs. VUG - Drawdown Comparison

The maximum EQQQ.L drawdown since its inception was -33.75%, which is greater than VUG's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for EQQQ.L and VUG.

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Drawdown Indicators

EQQQ.LVUGDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-50.68%

+16.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.97%

-16.53%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-35.61%

+7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-27.76%

-35.61%

+7.85%

Current Drawdown

Current decline from peak

-8.04%

-12.15%

+4.11%

Average Drawdown

Average peak-to-trough decline

-5.64%

-7.13%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

4.78%

-1.12%

Volatility

EQQQ.L vs. VUG - Volatility Comparison

The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) is 4.52%, while Vanguard Growth ETF (VUG) has a volatility of 6.07%. This indicates that EQQQ.L experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQQQ.LVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

6.07%

-1.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.45%

12.37%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

22.99%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.26%

20.99%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.37%

21.28%

-1.91%

Dividends

EQQQ.L vs. VUG - Dividend Comparison

EQQQ.L's dividend yield for the trailing twelve months is around 0.29%, less than VUG's 0.45% yield.

TTM20252024202320222021202020192018201720162015
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		0.29%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%
VUG
Vanguard Growth ETF		0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%