EXXT.DE vs. EQQQ.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).

EXXT.DE and EQQQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXXT.DE is a passively managed fund by iShares that tracks the performance of the Nasdaq 100®. It was launched on Mar 27, 2006. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both EXXT.DE and EQQQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EXXT.DE vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

EXXT.DE vs. EQQQ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE)	-4.27%	6.87%	33.51%	51.27%	-30.11%	39.07%	34.53%	42.79%	2.90%	15.46%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	-3.83%	5.72%	34.75%	50.93%	-29.38%	38.02%	35.54%	42.19%	3.35%	15.39%

Different Trading Currencies

EXXT.DE is traded in EUR, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXXT.DE achieves a -4.27% return, which is significantly lower than EQQQ.L's -3.83% return. Both investments have delivered pretty close results over the past 10 years, with EXXT.DE having a 18.43% annualized return and EQQQ.L not far ahead at 18.60%.

EXXT.DE

• 1D: 2.53%
• 1M: -2.44%
• YTD: -4.27%
• 6M: -1.35%
• 1Y: 15.97%
• 3Y*: 20.36%
• 5Y*: 13.28%
• 10Y*: 18.43%

EQQQ.L

• 1D: 2.87%
• 1M: -2.36%
• YTD: -3.83%
• 6M: -1.06%
• 1Y: 15.95%
• 3Y*: 20.51%
• 5Y*: 13.41%
• 10Y*: 18.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXT.DE vs. EQQQ.L - Expense Ratio Comparison

EXXT.DE has a 0.31% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.

EXXT.DE

iShares Nasdaq 100 UCITS ETF (DE)

EQQQ.L

Invesco EQQQ NASDAQ-100 UCITS ETF

Return for Risk

EXXT.DE vs. EQQQ.L — Risk / Return Rank

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

EXXT.DE

EXXT.DE Risk / Return Rank: 44
EXXT.DE Sharpe Ratio Rank: 39
EXXT.DE Sortino Ratio Rank: 39
EXXT.DE Omega Ratio Rank: 38
EXXT.DE Calmar Ratio Rank: 57
EXXT.DE Martin Ratio Rank: 45

EQQQ.L

EQQQ.L Risk / Return Rank: 60
EQQQ.L Sharpe Ratio Rank: 60
EQQQ.L Sortino Ratio Rank: 61
EQQQ.L Omega Ratio Rank: 57
EQQQ.L Calmar Ratio Rank: 70
EQQQ.L Martin Ratio Rank: 55

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.

EXXT.DE vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) 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.

	EXXT.DE	EQQQ.L	Difference
Sharpe ratio Return per unit of total volatility	0.77	0.79	-0.03
Sortino ratio Return per unit of downside risk	1.17	1.20	-0.02
Omega ratio Gain probability vs. loss probability	1.16	1.16	0.00
Calmar ratio Return relative to maximum drawdown	1.55	1.53	+0.02
Martin ratio Return relative to average drawdown	4.54	4.54	0.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXXT.DE vs. EQQQ.L - Sharpe Ratio Comparison

The current EXXT.DE Sharpe Ratio is 0.77, which is comparable to the EQQQ.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EXXT.DE 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.

Sharpe Ratios by Period

	EXXT.DE	EQQQ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	0.79	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.67	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	0.94	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.80	-0.08

Correlation

The correlation between EXXT.DE and EQQQ.L is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EXXT.DE vs. EQQQ.L - Dividend Comparison

EXXT.DE's dividend yield for the trailing twelve months is around 0.19%, less than EQQQ.L's 0.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE)	0.19%	0.19%	0.26%	0.53%	0.41%	0.15%	0.32%	0.40%	0.28%	1.84%	0.84%	0.88%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	0.29%	0.29%	0.38%	0.39%	0.56%	0.25%	0.41%	0.56%	0.63%	0.67%	0.77%	0.72%

Drawdowns

EXXT.DE vs. EQQQ.L - Drawdown Comparison

The maximum EXXT.DE drawdown since its inception was -46.75%, roughly equal to the maximum EQQQ.L drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and EQQQ.L.

Drawdown Indicators

	EXXT.DE	EQQQ.L	Difference
Max Drawdown Largest peak-to-trough decline	-46.75%	-33.75%	-13.00%
Max Drawdown (1Y) Largest decline over 1 year	-13.35%	-10.97%	-2.38%
Max Drawdown (5Y) Largest decline over 5 years	-31.39%	-27.76%	-3.63%
Max Drawdown (10Y) Largest decline over 10 years	-31.39%	-27.76%	-3.63%
Current Drawdown Current decline from peak	-7.64%	-8.20%	+0.56%
Average Drawdown Average peak-to-trough decline	-7.80%	-5.64%	-2.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	3.65%	-0.21%

Volatility

EXXT.DE vs. EQQQ.L - Volatility Comparison

iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) have volatilities of 5.06% and 5.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXXT.DE	EQQQ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.06%	5.22%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.95%	11.82%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	20.80%	20.15%	+0.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.92%	19.87%	+0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	19.76%	-0.03%