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EQQX.DE vs. T1EU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQX.DE vs. T1EU.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 US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.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 T1EU.DE's 0.83% 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*

T1EU.DE

1D
0.02%
1M
0.18%
6M
0.74%
YTD
0.83%
1Y
1.84%
3Y*
2.74%
5Y*
1.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQX.DE vs. T1EU.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%
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.83%2.00%3.48%2.83%-1.53%-0.71%

Correlation

The correlation between EQQX.DE and T1EU.DE is -0.04, 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

-0.04

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

-0.08

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

-0.05

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

-0.05

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Return for Risk

EQQX.DE vs. T1EU.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

T1EU.DE
T1EU.DE Risk / Return Rank: 6666
Overall Rank
T1EU.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
T1EU.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
T1EU.DE Omega Ratio Rank: 7272
Omega Ratio Rank
T1EU.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
T1EU.DE Martin Ratio Rank: 9191
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. T1EU.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 US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.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.DET1EU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

1.66

3.62

-1.97

Martin ratioReturn relative to average drawdown

3.16

17.64

-14.48

EQQX.DE vs. T1EU.DE - Sharpe Ratio Comparison

The current EQQX.DE Sharpe Ratio is 1.22, which is comparable to the T1EU.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of EQQX.DE and T1EU.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. T1EU.DE - Drawdown Comparison

The maximum EQQX.DE drawdown since its inception was -31.17%, which is greater than T1EU.DE's maximum drawdown of -3.20%. Use the drawdown chart below to compare losses from any high point for EQQX.DE and T1EU.DE.


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Drawdown Indicators


EQQX.DET1EU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-3.20%

-27.97%

Max Drawdown (1Y)

Largest decline over 1 year

-20.09%

-0.51%

-19.58%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-0.51%

-26.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-2.36%

-28.81%

Current Drawdown

Current decline from peak

-2.51%

0.00%

-2.51%

Average Drawdown

Average peak-to-trough decline

-8.93%

-0.86%

-8.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.54%

0.10%

+10.44%

Volatility

EQQX.DE vs. T1EU.DE - Volatility Comparison

Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a higher volatility of 6.60% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc (T1EU.DE) at 0.10%. This indicates that EQQX.DE's price experiences larger fluctuations and is considered to be riskier than T1EU.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.DET1EU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

0.10%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

1.12%

+11.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.34%

1.45%

+25.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.18%

0.80%

+21.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

0.73%

+21.21%

EQQX.DE vs. T1EU.DE - Expense Ratio Comparison

EQQX.DE has a 0.20% expense ratio, which is higher than T1EU.DE's 0.10% 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. T1EU.DE - Dividend Comparison

Neither EQQX.DE nor T1EU.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
T1EU.DE
Invesco US Treasury Bond 0-1 Year UCITS ETF EUR Hdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.13%

Frequently Asked Questions


EQQX.DE and T1EU.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, T1EU.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

T1EU.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for EQQX.DE.

EQQX.DE is categorized as Nasdaq-100, while T1EU.DE is Government Bonds. EQQX.DE tracks Nasdaq 100®, while T1EU.DE tracks Bloomberg US Treasury Coupons Index. Their fees differ too: 0.20% for EQQX.DE and 0.10% for T1EU.DE.

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