EXH5.DE vs. QQQ
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 21.63%/yr for QQQ. At a 0.29 correlation, their price movements are largely independent. EXH5.DE charges 0.46%/yr vs 0.18%/yr for QQQ.
Performance
EXH5.DE vs. QQQ - Performance Comparison
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Different Trading Currencies
EXH5.DE is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than QQQ's 22.75% return. Over the past 10 years, EXH5.DE has underperformed QQQ with an annualized return of 11.04%, while QQQ has yielded a comparatively higher 21.63% annualized return.
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
QQQ
- 1D
- 0.00%
- 1M
- 9.98%
- YTD
- 22.75%
- 6M
- 20.16%
- 1Y
- 39.13%
- 3Y*
- 25.35%
- 5Y*
- 19.08%
- 10Y*
- 21.63%
EXH5.DE vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
QQQ Invesco QQQ ETF | 22.09% | 6.44% | 33.87% | 50.21% | -28.40% | 36.95% | 36.37% | 42.10% | 4.56% | 16.36% |
Correlation
The correlation between EXH5.DE and QQQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.29 |
The correlation between EXH5.DE and QQQ shifts across timeframes, from 0.14 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXH5.DE vs. QQQ — Risk / Return Rank
EXH5.DE
QQQ
EXH5.DE vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) and Invesco QQQ ETF (QQQ). 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.
| EXH5.DE | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.57 | -3.19 |
| Martin ratioReturn relative to average drawdown | 0.78 | 11.19 | -10.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXH5.DE | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 2.43 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.87 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.96 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.79 | -0.48 |
Drawdowns
EXH5.DE vs. QQQ - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than QQQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and QQQ.
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Drawdown Indicators
| EXH5.DE | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -46.01% | -27.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -11.01% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -27.21% | +14.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -30.99% | +12.36% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -30.99% | -15.56% |
Current DrawdownCurrent decline from peak | -5.47% | -0.05% | -5.42% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -7.79% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.51% | +0.06% |
Volatility
EXH5.DE vs. QQQ - Volatility Comparison
iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) has a higher volatility of 4.83% compared to Invesco QQQ ETF (QQQ) at 3.69%. This indicates that EXH5.DE's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH5.DE | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.69% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 11.51% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 16.16% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 22.03% | -5.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 22.60% | -2.67% |
EXH5.DE vs. QQQ - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Dividends
EXH5.DE vs. QQQ - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, more than QQQ's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
QQQ Invesco QQQ ETF | 0.38% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
EXH5.DE and QQQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QQQ is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE is categorized as Financials Equities, while QQQ is Nasdaq-100. EXH5.DE tracks STOXX® Europe 600 Insurance, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXH5.DE and 0.18% for QQQ.
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