EQQS.L vs. VUAA.L
Compare and contrast key facts about Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
EQQS.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQS.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ - 100 Notional NTR Index. It was launched on Jun 21, 2021. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both EQQS.L and VUAA.L 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
EQQS.L vs. VUAA.L - Performance Comparison
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EQQS.L vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQS.L Invesco NASDAQ-100 Swap UCITS ETF Acc | -5.09% | 19.85% | 26.77% | 55.63% | -33.47% | 19.57% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -4.06% | 17.37% | 25.27% | 26.68% | -18.63% | 16.08% |
Returns By Period
In the year-to-date period, EQQS.L achieves a -5.09% return, which is significantly lower than VUAA.L's -4.06% return.
EQQS.L
- 1D
- 3.38%
- 1M
- -3.03%
- YTD
- -5.09%
- 6M
- -2.18%
- 1Y
- 24.74%
- 3Y*
- 23.31%
- 5Y*
- —
- 10Y*
- —
VUAA.L
- 1D
- 2.50%
- 1M
- -3.64%
- YTD
- -4.06%
- 6M
- -0.94%
- 1Y
- 18.29%
- 3Y*
- 18.65%
- 5Y*
- 11.80%
- 10Y*
- —
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EQQS.L vs. VUAA.L - Expense Ratio Comparison
EQQS.L has a 0.20% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EQQS.L vs. VUAA.L — Risk / Return Rank
EQQS.L
VUAA.L
EQQS.L vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.
| EQQS.L | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.14 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.65 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.13 | +0.02 |
Martin ratioReturn relative to average drawdown | 7.86 | 8.63 | -0.77 |
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
| EQQS.L | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.14 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.79 | -0.17 |
Correlation
The correlation between EQQS.L and VUAA.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EQQS.L vs. VUAA.L - Dividend Comparison
Neither EQQS.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
EQQS.L vs. VUAA.L - Drawdown Comparison
The maximum EQQS.L drawdown since its inception was -34.93%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for EQQS.L and VUAA.L.
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Drawdown Indicators
| EQQS.L | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.93% | -34.05% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.75% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.36% | — |
Current DrawdownCurrent decline from peak | -7.52% | -5.41% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -5.20% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.05% | +1.01% |
Volatility
EQQS.L vs. VUAA.L - Volatility Comparison
Invesco NASDAQ-100 Swap UCITS ETF Acc (EQQS.L) has a higher volatility of 6.06% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 4.87%. This indicates that EQQS.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQQS.L | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 4.87% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 8.72% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.63% | 16.07% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 15.97% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 17.88% | +4.75% |