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EUHD.L vs. EQQQ.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EUHD.L and EQQQ.L is 0.48, 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.


-0.50.00.51.00.5

Performance

EUHD.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%SeptemberOctoberNovemberDecember2025February
58.57%
437.24%
EUHD.L
EQQQ.L

Key characteristics

Sharpe Ratio

EUHD.L:

1.54

EQQQ.L:

1.46

Sortino Ratio

EUHD.L:

2.16

EQQQ.L:

2.01

Omega Ratio

EUHD.L:

1.27

EQQQ.L:

1.27

Calmar Ratio

EUHD.L:

2.50

EQQQ.L:

1.98

Martin Ratio

EUHD.L:

5.35

EQQQ.L:

5.93

Ulcer Index

EUHD.L:

3.26%

EQQQ.L:

4.07%

Daily Std Dev

EUHD.L:

11.28%

EQQQ.L:

16.47%

Max Drawdown

EUHD.L:

-35.97%

EQQQ.L:

-33.75%

Current Drawdown

EUHD.L:

-0.11%

EQQQ.L:

-1.65%

Returns By Period

In the year-to-date period, EUHD.L achieves a 9.21% return, which is significantly higher than EQQQ.L's 2.95% return.


EUHD.L

YTD

9.21%

1M

4.84%

6M

6.83%

1Y

17.94%

5Y*

4.14%

10Y*

N/A

EQQQ.L

YTD

2.95%

1M

1.00%

6M

16.21%

1Y

24.25%

5Y*

19.25%

10Y*

20.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EUHD.L vs. EQQQ.L - Expense Ratio Comparison

Both EUHD.L and EQQQ.L have an expense ratio of 0.30%.


EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
Expense ratio chart for EUHD.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for EQQQ.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

EUHD.L vs. EQQQ.L — Risk-Adjusted Performance Rank

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

EUHD.L
The Risk-Adjusted Performance Rank of EUHD.L is 6262
Overall Rank
The Sharpe Ratio Rank of EUHD.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EUHD.L is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EUHD.L is 6161
Omega Ratio Rank
The Calmar Ratio Rank of EUHD.L is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EUHD.L is 5050
Martin Ratio Rank

EQQQ.L
The Risk-Adjusted Performance Rank of EQQQ.L is 5959
Overall Rank
The Sharpe Ratio Rank of EQQQ.L is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of EQQQ.L is 5858
Sortino Ratio Rank
The Omega Ratio Rank of EQQQ.L is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EQQQ.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of EQQQ.L is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EUHD.L vs. EQQQ.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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.


Sharpe ratio
The chart of Sharpe ratio for EUHD.L, currently valued at 1.24, compared to the broader market0.002.004.001.241.41
The chart of Sortino ratio for EUHD.L, currently valued at 1.73, compared to the broader market0.005.0010.001.731.96
The chart of Omega ratio for EUHD.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.26
The chart of Calmar ratio for EUHD.L, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.341.96
The chart of Martin ratio for EUHD.L, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.003.106.54
EUHD.L
EQQQ.L

The current EUHD.L Sharpe Ratio is 1.54, which is comparable to the EQQQ.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EUHD.L and EQQQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.24
1.41
EUHD.L
EQQQ.L

Dividends

EUHD.L vs. EQQQ.L - Dividend Comparison

EUHD.L's dividend yield for the trailing twelve months is around 5.36%, more than EQQQ.L's 0.37% yield.


TTM20242023202220212020201920182017201620152014
EUHD.L
PowerShares EURO STOXX High Dividend Low Volatility UCITS
5.36%5.86%5.50%5.44%4.28%3.06%4.66%4.34%3.41%3.51%0.00%0.00%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.37%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%1.01%

Drawdowns

EUHD.L vs. EQQQ.L - Drawdown Comparison

The maximum EUHD.L drawdown since its inception was -35.97%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for EUHD.L and EQQQ.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.34%
-0.16%
EUHD.L
EQQQ.L

Volatility

EUHD.L vs. EQQQ.L - Volatility Comparison

The current volatility for PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) is 3.76%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.39%. This indicates that EUHD.L experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.76%
5.39%
EUHD.L
EQQQ.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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