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

Performance

EQQX.DE vs. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EQQX.DE having a 21.61% return and XNDX.DE slightly lower at 20.67%.


EQQX.DE

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

XNDX.DE

1D
-0.82%
1M
8.01%
YTD
20.67%
6M
18.86%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EQQX.DE and XNDX.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.90

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Return for Risk

EQQX.DE vs. XNDX.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

XNDX.DE
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. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.DEXNDX.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.91

Martin ratioReturn relative to average drawdown

11.64

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


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Sharpe Ratios by Period


EQQX.DEXNDX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.53

+0.37

Drawdowns

EQQX.DE vs. XNDX.DE - Drawdown Comparison

The maximum EQQX.DE drawdown since its inception was -31.17%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for EQQX.DE and XNDX.DE.


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Drawdown Indicators


EQQX.DEXNDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.17%

-20.11%

-11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-7.99%

-10.66%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

Volatility

EQQX.DE vs. XNDX.DE - Volatility Comparison


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Volatility by Period


EQQX.DEXNDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

31.84%

-16.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

31.84%

-11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.79%

31.84%

-12.05%

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

EQQX.DE has a 0.20% expense ratio, which is higher than XNDX.DE's 0.18% 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. XNDX.DE - Dividend Comparison

EQQX.DE has not paid dividends to shareholders, while XNDX.DE's dividend yield for the trailing twelve months is around 0.09%.


Frequently Asked Questions


With a correlation of 0.90, EQQX.DE and XNDX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XNDX.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNDX.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for EQQX.DE.

EQQX.DE tracks Nasdaq 100®, while XNDX.DE tracks Nasdaq 100 Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.20% for EQQX.DE and 0.18% for XNDX.DE.

Portfolio Optimizer

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