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EQQX.DE vs. XAT1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQX.DE vs. XAT1.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 AT1 Capital Bond ETF EUR Hedged Dist (XAT1.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 21.61% return, which is significantly higher than XAT1.DE's 0.23% return.


EQQX.DE

1D
0.11%
1M
8.86%
YTD
21.61%
6M
19.72%
1Y
38.41%
3Y*
25.43%
5Y*
19.11%
10Y*

XAT1.DE

1D
-0.09%
1M
-1.42%
YTD
0.23%
6M
0.99%
1Y
5.49%
3Y*
8.79%
5Y*
0.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQX.DE vs. XAT1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
21.61%7.13%33.88%51.62%-29.90%26.11%
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
0.23%8.61%8.34%-0.02%-12.08%0.80%

Correlation

The correlation between EQQX.DE and XAT1.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.31

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

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.38

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Return for Risk

EQQX.DE vs. XAT1.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: 7474
Overall Rank
EQQX.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQQX.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EQQX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EQQX.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
EQQX.DE Martin Ratio Rank: 6565
Martin Ratio Rank

XAT1.DE
XAT1.DE Risk / Return Rank: 3535
Overall Rank
XAT1.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XAT1.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
XAT1.DE Omega Ratio Rank: 3636
Omega Ratio Rank
XAT1.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
XAT1.DE Martin Ratio Rank: 4141
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. XAT1.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 AT1 Capital Bond ETF EUR Hedged Dist (XAT1.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.


EQQX.DEXAT1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.63

Omega ratioGain probability vs. loss probability

1.44

1.24

+0.20

Calmar ratioReturn relative to maximum drawdown

3.91

1.55

+2.36

Martin ratioReturn relative to average drawdown

11.64

6.31

+5.34

EQQX.DE vs. XAT1.DE - Sharpe Ratio Comparison

The current EQQX.DE Sharpe Ratio is 2.49, which is higher than the XAT1.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EQQX.DE and XAT1.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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Sharpe Ratios by Period


EQQX.DEXAT1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.15

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.08

+0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.31

+0.59

Drawdowns

EQQX.DE vs. XAT1.DE - Drawdown Comparison

The maximum EQQX.DE drawdown since its inception was -31.17%, which is greater than XAT1.DE's maximum drawdown of -28.95%. Use the drawdown chart below to compare losses from any high point for EQQX.DE and XAT1.DE.


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Drawdown Indicators


EQQX.DEXAT1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-28.95%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-3.63%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-4.67%

-22.13%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-27.74%

-3.43%

Current Drawdown

Current decline from peak

0.00%

-1.42%

+1.42%

Average Drawdown

Average peak-to-trough decline

-7.99%

-6.38%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.89%

+2.47%

Volatility

EQQX.DE vs. XAT1.DE - Volatility Comparison

Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a higher volatility of 4.15% compared to Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) at 1.69%. This indicates that EQQX.DE's price experiences larger fluctuations and is considered to be riskier than XAT1.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.DEXAT1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

1.69%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

4.41%

+6.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

4.91%

+10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

8.18%

+11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.79%

10.25%

+9.54%

EQQX.DE vs. XAT1.DE - Expense Ratio Comparison

EQQX.DE has a 0.20% expense ratio, which is lower than XAT1.DE's 0.39% expense ratio.


Dividends

EQQX.DE vs. XAT1.DE - Dividend Comparison

EQQX.DE has not paid dividends to shareholders, while XAT1.DE's dividend yield for the trailing twelve months is around 5.94%.


PositionTTM20252024202320222021202020192018
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
5.94%5.95%6.40%6.17%6.02%4.42%5.23%5.59%2.63%

Frequently Asked Questions


EQQX.DE and XAT1.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQX.DE is cheaper with a 0.20% expense ratio, compared with 0.39% for XAT1.DE.

EQQX.DE is categorized as Nasdaq-100, while XAT1.DE is Corporate Bonds. EQQX.DE tracks Nasdaq 100®, while XAT1.DE tracks Markit iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) TR Index - USD. Their fees differ too: 0.20% for EQQX.DE and 0.39% for XAT1.DE.

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