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H4ZL.DE vs. EQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZL.DE vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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, H4ZL.DE achieves a 6.32% return, which is significantly lower than EQQQ.DE's 20.52% return. Over the past 10 years, H4ZL.DE has underperformed EQQQ.DE with an annualized return of 2.35%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.


H4ZL.DE

1D
-0.02%
1M
-2.45%
YTD
6.32%
6M
5.97%
1Y
6.50%
3Y*
3.13%
5Y*
0.30%
10Y*
2.35%

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)

H4ZL.DE vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
6.32%-4.65%2.27%6.12%-20.22%36.90%-16.99%23.91%-0.81%-2.27%
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 H4ZL.DE and EQQQ.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.32

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.51

Over the past year, the correlation between H4ZL.DE and EQQQ.DE has dropped to 0.29 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

H4ZL.DE vs. EQQQ.DE — Risk / Return Rank

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

H4ZL.DE
H4ZL.DE Risk / Return Rank: 1919
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 1818
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 2121
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.

H4ZL.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.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.


H4ZL.DEEQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.11

1.42

-0.31

Calmar ratioReturn relative to maximum drawdown

0.84

3.74

-2.89

Martin ratioReturn relative to average drawdown

2.48

11.10

-8.62

H4ZL.DE vs. EQQQ.DE - Sharpe Ratio Comparison

The current H4ZL.DE Sharpe Ratio is 0.59, which is lower than the EQQQ.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of H4ZL.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


H4ZL.DEEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.40

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.93

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

1.08

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.80

-0.51

Drawdowns

H4ZL.DE vs. EQQQ.DE - Drawdown Comparison

The maximum H4ZL.DE drawdown since its inception was -41.97%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for H4ZL.DE and EQQQ.DE.


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Drawdown Indicators


H4ZL.DEEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.97%

-47.04%

+5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-10.05%

+2.23%

Max Drawdown (3Y)

Largest decline over 3 years

-20.68%

-26.70%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.45%

-31.30%

+0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

-31.30%

-10.67%

Current Drawdown

Current decline from peak

-13.81%

-0.85%

-12.96%

Average Drawdown

Average peak-to-trough decline

-10.80%

-7.35%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.39%

-0.72%

Volatility

H4ZL.DE vs. EQQQ.DE - Volatility Comparison

The current volatility for HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) is 2.88%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a volatility of 4.26%. This indicates that H4ZL.DE experiences smaller price fluctuations and is considered to be less risky 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


H4ZL.DEEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

4.26%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

10.90%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.21%

15.64%

-4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

19.84%

-5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

19.65%

-3.38%

H4ZL.DE vs. EQQQ.DE - Expense Ratio Comparison

H4ZL.DE has a 0.24% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.


Dividends

H4ZL.DE vs. EQQQ.DE - Dividend Comparison

H4ZL.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%.


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%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
0.00%0.00%0.00%2.63%3.62%2.19%3.13%2.95%3.29%3.08%2.96%2.67%

Frequently Asked Questions


H4ZL.DE and EQQQ.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZL.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZL.DE is cheaper with a 0.24% expense ratio, compared with 0.30% for EQQQ.DE.

H4ZL.DE is categorized as REIT, while EQQQ.DE is Nasdaq-100. H4ZL.DE tracks FTSE EPRA/NAREIT Developed, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: HSBC and Invesco. Their fees differ too: 0.24% for H4ZL.DE and 0.30% for EQQQ.DE.

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