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ESGP.DE vs. EQQB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGP.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

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ESGP.DE vs. EQQB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESGP.DE
HANetf AuAg ESG Gold Mining UCITS ETF
5.32%5.79%12.94%2.10%-0.60%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
-4.15%6.93%33.67%51.27%-17.63%

Returns By Period

In the year-to-date period, ESGP.DE achieves a 5.32% return, which is significantly higher than EQQB.DE's -4.15% return.


ESGP.DE

1D
2.12%
1M
-1.23%
YTD
5.32%
6M
5.34%
1Y
14.56%
3Y*
8.18%
5Y*
10Y*

EQQB.DE

1D
0.11%
1M
-2.01%
YTD
-4.15%
6M
-1.94%
1Y
15.93%
3Y*
20.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGP.DE vs. EQQB.DE - Expense Ratio Comparison

ESGP.DE has a 0.60% expense ratio, which is higher than EQQB.DE's 0.30% expense ratio.


Return for Risk

ESGP.DE vs. EQQB.DE — Risk / Return Rank

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

ESGP.DE
ESGP.DE Risk / Return Rank: 5959
Overall Rank
ESGP.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 7272
Martin Ratio Rank

EQQB.DE
EQQB.DE Risk / Return Rank: 4949
Overall Rank
EQQB.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6060
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.

ESGP.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.


ESGP.DEEQQB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.77

+0.15

Sortino ratio

Return per unit of downside risk

1.26

1.18

+0.08

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

2.90

2.31

+0.60

Martin ratio

Return relative to average drawdown

9.13

6.93

+2.21

ESGP.DE vs. EQQB.DE - Sharpe Ratio Comparison

The current ESGP.DE Sharpe Ratio is 0.93, which is comparable to the EQQB.DE Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ESGP.DE and EQQB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESGP.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.77

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.68

-0.30

Correlation

The correlation between ESGP.DE and EQQB.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ESGP.DE vs. EQQB.DE - Dividend Comparison

Neither ESGP.DE nor EQQB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ESGP.DE vs. EQQB.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum EQQB.DE drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and EQQB.DE.


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Drawdown Indicators


ESGP.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-26.59%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-10.08%

-1.06%

Current Drawdown

Current decline from peak

-3.99%

-7.52%

+3.53%

Average Drawdown

Average peak-to-trough decline

-5.43%

-6.99%

+1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.36%

-1.35%

Volatility

ESGP.DE vs. EQQB.DE - Volatility Comparison

The current volatility for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) is 4.39%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.75%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGP.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.75%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

11.88%

-3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

20.47%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

20.10%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

20.10%

-5.53%