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EQQU.L vs. EUHD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQU.L vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EQQU.L achieves a 15.52% return, which is significantly higher than EUHD.L's 8.83% return. Over the past 10 years, EQQU.L has outperformed EUHD.L with an annualized return of 22.05%, while EUHD.L has yielded a comparatively lower 9.93% annualized return.


EQQU.L

1D
-0.43%
1M
-1.88%
YTD
15.52%
6M
14.82%
1Y
32.45%
3Y*
25.93%
5Y*
15.78%
10Y*
22.05%

EUHD.L

1D
0.53%
1M
-2.43%
YTD
8.83%
6M
9.31%
1Y
21.81%
3Y*
23.74%
5Y*
12.12%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQU.L vs. EUHD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
15.52%19.75%26.54%56.26%-33.45%27.95%48.32%38.02%-1.06%31.89%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
8.83%53.66%3.48%17.25%-13.62%12.27%-10.74%16.00%-12.52%24.58%

Correlation

The correlation between EQQU.L and EUHD.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2016

0.44

The correlation between EQQU.L and EUHD.L shifts across timeframes, from 0.33 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

EQQU.L vs. EUHD.L - Sectors Allocation Comparison


Sectors
EQQU.L
EUHD.L

Technology

59.0%

-

Communication Services

13.7%
5.9%

Consumer Cyclical

10.9%
9.7%

Consumer Defensive

6.8%
3.6%

Healthcare

3.8%
0.0%

Industrials

2.9%
4.0%

Utilities

1.2%
12.2%

Basic Materials

1.1%
9.7%

Energy

0.5%
6.5%

Financial Services

0.2%
37.2%

Real Estate

0.1%
11.3%

Technology

EQQU.L
59.0%
EUHD.L

-

Communication Services

EQQU.L
13.7%
EUHD.L
5.9%

Consumer Cyclical

EQQU.L
10.9%
EUHD.L
9.7%

Consumer Defensive

EQQU.L
6.8%
EUHD.L
3.6%

Healthcare

EQQU.L
3.8%
EUHD.L
0.0%

Industrials

EQQU.L
2.9%
EUHD.L
4.0%

Utilities

EQQU.L
1.2%
EUHD.L
12.2%

Basic Materials

EQQU.L
1.1%
EUHD.L
9.7%

Energy

EQQU.L
0.5%
EUHD.L
6.5%

Financial Services

EQQU.L
0.2%
EUHD.L
37.2%

Real Estate

EQQU.L
0.1%
EUHD.L
11.3%

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Return for Risk

EQQU.L vs. EUHD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQQU.L
EQQU.L Risk / Return Rank: 6767
Overall Rank
EQQU.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EQQU.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
EQQU.L Omega Ratio Rank: 6565
Omega Ratio Rank
EQQU.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
EQQU.L Martin Ratio Rank: 6464
Martin Ratio Rank

EUHD.L
EUHD.L Risk / Return Rank: 8181
Overall Rank
EUHD.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EUHD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EUHD.L Omega Ratio Rank: 8383
Omega Ratio Rank
EUHD.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
EUHD.L Martin Ratio Rank: 7676
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.

EQQU.L vs. EUHD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EQQU.LEUHD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.34

1.30

+0.04

Calmar ratioReturn relative to maximum drawdown

2.94

2.80

+0.13

Martin ratioReturn relative to average drawdown

10.15

8.71

+1.44

EQQU.L vs. EUHD.L - Sharpe Ratio Comparison

The current EQQU.L Sharpe Ratio is 1.93, which is comparable to the EUHD.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EQQU.L and EUHD.L, 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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Drawdowns

EQQU.L vs. EUHD.L - Drawdown Comparison

The maximum EQQU.L drawdown since its inception was -35.17%, smaller than the maximum EUHD.L drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for EQQU.L and EUHD.L.


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Drawdown Indicators


EQQU.LEUHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.17%

-43.68%

+8.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-7.74%

-3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-13.02%

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-34.26%

-0.91%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

-43.68%

+8.51%

Current Drawdown

Current decline from peak

-4.11%

-2.43%

-1.68%

Average Drawdown

Average peak-to-trough decline

-6.04%

-8.77%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.50%

+0.69%

Volatility

EQQU.L vs. EUHD.L - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) has a higher volatility of 6.43% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 3.15%. This indicates that EQQU.L's price experiences larger fluctuations and is considered to be riskier than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQU.LEUHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

3.15%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

10.12%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

12.86%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

17.05%

+3.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

17.69%

+2.32%

EQQU.L vs. EUHD.L - Expense Ratio Comparison

Both EQQU.L and EUHD.L have an expense ratio of 0.30%.


Dividends

EQQU.L vs. EUHD.L - Dividend Comparison

EQQU.L's dividend yield for the trailing twelve months is around 0.23%, less than EUHD.L's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
EQQU.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.26%0.39%0.55%0.65%0.64%0.82%0.74%
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
3.76%4.61%5.86%5.50%5.43%4.28%3.06%4.66%4.33%3.41%3.51%0.00%

Frequently Asked Questions


EQQU.L and EUHD.L have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EQQU.L and EUHD.L have the same expense ratio: 0.30% per year.

EQQU.L is categorized as Nasdaq-100, while EUHD.L is Europe Equities. EQQU.L tracks NASDAQ-100 Index, while EUHD.L tracks MSCI EMU NR EUR.

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