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EQQX.DE vs. PJEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQX.DE vs. PJEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) and Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EQQX.DE achieves a 19.18% return, which is significantly higher than PJEU.DE's 0.88% return.


EQQX.DE

1D
0.00%
1M
-2.00%
6M
20.51%
YTD
19.18%
1Y
33.29%
3Y*
23.42%
5Y*
16.51%
10Y*

PJEU.DE

1D
-0.01%
1M
0.14%
6M
0.79%
YTD
0.88%
1Y
1.99%
3Y*
2.87%
5Y*
1.77%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQX.DE vs. PJEU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
19.18%7.13%33.88%51.62%-29.90%24.77%
PJEU.DE
Invesco Euro Cash 3 Months UCITS ETF Acc
0.88%2.33%3.61%2.91%-0.44%-0.53%

Correlation

The correlation between EQQX.DE and PJEU.DE is 0.05, 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

0.05

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

0.02

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.03

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Return for Risk

EQQX.DE vs. PJEU.DE — Risk / Return Rank

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

EQQX.DE
EQQX.DE Risk / Return Rank: 4343
Overall Rank
EQQX.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EQQX.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
EQQX.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EQQX.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
EQQX.DE Martin Ratio Rank: 2626
Martin Ratio Rank

PJEU.DE
PJEU.DE Risk / Return Rank: 5555
Overall Rank
PJEU.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PJEU.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PJEU.DE Omega Ratio Rank: 5353
Omega Ratio Rank
PJEU.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
PJEU.DE Martin Ratio Rank: 7070
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.

EQQX.DE vs. PJEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) and Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.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.

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.


EQQX.DEPJEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.33

1.28

+0.05

Calmar ratioReturn relative to maximum drawdown

1.66

3.70

-2.04

Martin ratioReturn relative to average drawdown

3.16

10.42

-7.26

EQQX.DE vs. PJEU.DE - Sharpe Ratio Comparison

The current EQQX.DE Sharpe Ratio is 1.22, which is comparable to the PJEU.DE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of EQQX.DE and PJEU.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.


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Drawdowns

EQQX.DE vs. PJEU.DE - Drawdown Comparison

The maximum EQQX.DE drawdown since its inception was -31.17%, which is greater than PJEU.DE's maximum drawdown of -4.67%. Use the drawdown chart below to compare losses from any high point for EQQX.DE and PJEU.DE.


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Drawdown Indicators


EQQX.DEPJEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-4.67%

-26.50%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-0.54%

-19.55%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-0.54%

-26.26%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-1.04%

-30.13%

Max Drawdown (10Y)

Largest decline over 10 years

-4.17%

Current Drawdown

Current decline from peak

-2.51%

-0.08%

-2.43%

Average Drawdown

Average peak-to-trough decline

-8.93%

-1.21%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

0.19%

+10.35%

Volatility

EQQX.DE vs. PJEU.DE - Volatility Comparison

Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a higher volatility of 6.60% compared to Invesco Euro Cash 3 Months UCITS ETF Acc (PJEU.DE) at 0.24%. This indicates that EQQX.DE's price experiences larger fluctuations and is considered to be riskier than PJEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQQX.DEPJEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

0.24%

+6.36%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

1.43%

+10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

27.34%

1.86%

+25.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.18%

0.88%

+21.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

0.67%

+21.27%

EQQX.DE vs. PJEU.DE - Expense Ratio Comparison

EQQX.DE has a 0.20% expense ratio, which is higher than PJEU.DE's 0.09% 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%.


Dividends

EQQX.DE vs. PJEU.DE - Dividend Comparison

Neither EQQX.DE nor PJEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EQQX.DE and PJEU.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PJEU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PJEU.DE is cheaper with a 0.09% expense ratio, compared with 0.20% for EQQX.DE.

EQQX.DE is categorized as Nasdaq-100, while PJEU.DE is Money Market. EQQX.DE tracks Nasdaq 100®, while PJEU.DE tracks FTSE Eurozone Government Bill 0-6 Month Capped Index. Their fees differ too: 0.20% for EQQX.DE and 0.09% for PJEU.DE.

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