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EXH1.DE vs. EQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH1.DE vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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, EXH1.DE achieves a 32.64% return, which is significantly higher than EQQQ.DE's 20.52% return. Over the past 10 years, EXH1.DE has underperformed EQQQ.DE with an annualized return of 11.26%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.


EXH1.DE

1D
-0.74%
1M
-1.97%
YTD
32.64%
6M
31.85%
1Y
55.75%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%

EQQQ.DE

1D
-0.85%
1M
7.99%
YTD
20.52%
6M
18.72%
1Y
37.03%
3Y*
24.54%
5Y*
18.69%
10Y*
21.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH1.DE vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%29.31%20.65%-21.80%11.26%-1.32%2.22%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
20.52%6.94%33.67%51.32%-30.10%39.43%34.58%42.87%3.12%15.81%

Correlation

The correlation between EXH1.DE and EQQQ.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.18

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2005

0.36

Over the past year, the correlation between EXH1.DE and EQQQ.DE has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

EXH1.DE vs. EQQQ.DE — Risk / Return Rank

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

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 7171
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6262
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.

EXH1.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.


EXH1.DEEQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.52

Omega ratioGain probability vs. loss probability

1.52

1.42

+0.10

Calmar ratioReturn relative to maximum drawdown

8.05

3.74

+4.32

Martin ratioReturn relative to average drawdown

26.11

11.10

+15.01

EXH1.DE vs. EQQQ.DE - Sharpe Ratio Comparison

The current EXH1.DE Sharpe Ratio is 3.05, which is comparable to the EQQQ.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of EXH1.DE and EQQQ.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


EXH1.DEEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

2.40

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.93

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

1.08

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.80

-0.56

Drawdowns

EXH1.DE vs. EQQQ.DE - Drawdown Comparison

The maximum EXH1.DE drawdown since its inception was -55.76%, which is greater than EQQQ.DE's maximum drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for EXH1.DE and EQQQ.DE.


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Drawdown Indicators


EXH1.DEEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.76%

-47.04%

-8.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-10.05%

+3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-26.70%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-31.30%

+10.34%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

-31.30%

-24.46%

Current Drawdown

Current decline from peak

-4.62%

-0.85%

-3.77%

Average Drawdown

Average peak-to-trough decline

-13.64%

-7.35%

-6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.39%

-1.27%

Volatility

EXH1.DE vs. EQQQ.DE - Volatility Comparison

iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) has a higher volatility of 5.94% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.26%. This indicates that EXH1.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH1.DEEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

4.26%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

10.90%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

15.64%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

19.84%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

19.65%

+4.43%

EXH1.DE vs. EQQQ.DE - Expense Ratio Comparison

EXH1.DE has a 0.47% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.


Dividends

EXH1.DE vs. EQQQ.DE - Dividend Comparison

EXH1.DE's dividend yield for the trailing twelve months is around 2.98%, more than EQQQ.DE's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%

Frequently Asked Questions


EXH1.DE and EQQQ.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.47% for EXH1.DE.

EXH1.DE is categorized as Energy Equities, while EQQQ.DE is Nasdaq-100. EXH1.DE tracks STOXX® Europe 600 Oil & Gas, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for EXH1.DE and 0.30% for EQQQ.DE.

Portfolio Optimizer

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