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ESIT.DE vs. EQEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIT.DE vs. EQEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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, ESIT.DE achieves a 31.64% return, which is significantly higher than EQEU.DE's 10.29% return.


ESIT.DE

1D
-2.54%
1M
-12.45%
6M
17.82%
YTD
31.64%
1Y
40.46%
3Y*
18.66%
5Y*
10.61%
10Y*

EQEU.DE

1D
-2.27%
1M
-5.16%
6M
10.35%
YTD
10.29%
1Y
20.89%
3Y*
20.16%
5Y*
11.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIT.DE vs. EQEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
31.64%10.04%7.42%34.97%-28.99%36.95%8.15%
EQEU.DE
Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged
10.29%18.24%24.15%51.95%-36.56%27.85%7.25%

Correlation

The correlation between ESIT.DE and EQEU.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.72

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

0.78

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2020

0.77

The correlation between ESIT.DE and EQEU.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

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Return for Risk

ESIT.DE vs. EQEU.DE — Risk / Return Rank

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

ESIT.DE
ESIT.DE Risk / Return Rank: 5959
Overall Rank
ESIT.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ESIT.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESIT.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ESIT.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ESIT.DE Martin Ratio Rank: 6363
Martin Ratio Rank

EQEU.DE
EQEU.DE Risk / Return Rank: 4242
Overall Rank
EQEU.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EQEU.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQEU.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EQEU.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EQEU.DE Martin Ratio Rank: 4444
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.

ESIT.DE vs. EQEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.


ESIT.DEEQEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.03

Calmar ratioReturn relative to maximum drawdown

2.93

1.73

+1.20

Martin ratioReturn relative to average drawdown

8.48

5.66

+2.82

ESIT.DE vs. EQEU.DE - Sharpe Ratio Comparison

The current ESIT.DE Sharpe Ratio is 1.44, which is comparable to the EQEU.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ESIT.DE and EQEU.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

ESIT.DE vs. EQEU.DE - Drawdown Comparison

The maximum ESIT.DE drawdown since its inception was -38.29%, roughly equal to the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and EQEU.DE.


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Drawdown Indicators


ESIT.DEEQEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-37.97%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-12.02%

-1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

-22.08%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-38.29%

-37.97%

-0.32%

Current Drawdown

Current decline from peak

-13.74%

-6.95%

-6.79%

Average Drawdown

Average peak-to-trough decline

-11.86%

-7.91%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.68%

+0.97%

Volatility

ESIT.DE vs. EQEU.DE - Volatility Comparison

iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 10.46% compared to Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) at 6.21%. This indicates that ESIT.DE's price experiences larger fluctuations and is considered to be riskier than EQEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIT.DEEQEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.46%

6.21%

+4.25%

Volatility (6M)

Calculated over the trailing 6-month period

22.98%

13.90%

+9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

27.98%

17.56%

+10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.24%

21.05%

+5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

20.98%

+4.59%

ESIT.DE vs. EQEU.DE - Expense Ratio Comparison

ESIT.DE has a 0.18% expense ratio, which is lower than EQEU.DE's 0.35% expense ratio.


Dividends

ESIT.DE vs. EQEU.DE - Dividend Comparison

Neither ESIT.DE nor EQEU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ESIT.DE and EQEU.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

ESIT.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for EQEU.DE.

ESIT.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. ESIT.DE tracks MSCI World/Information Tech NR USD, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for ESIT.DE and 0.35% for EQEU.DE.

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