IS4S.DE vs. EQEU.DE
IS4S.DE (iShares Digital Security UCITS ETF USD (Dist)) and EQEU.DE (Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged) are both exchange-traded funds - IS4S.DE is a Technology Equities fund tracking the STOXX® Global Digital Security, while EQEU.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Notional Net Total Return Index. Both are passively managed. Over the past 5 years, IS4S.DE returned 9.73%/yr vs 11.77%/yr for EQEU.DE. A 0.75 correlation means they provide meaningful diversification when combined. IS4S.DE charges 0.40%/yr vs 0.35%/yr for EQEU.DE.
Performance
IS4S.DE vs. EQEU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS4S.DE achieves a 18.91% return, which is significantly higher than EQEU.DE's 10.29% return.
IS4S.DE
- 1D
- -0.79%
- 1M
- 4.73%
- 6M
- 17.92%
- YTD
- 18.91%
- 1Y
- 23.01%
- 3Y*
- 18.31%
- 5Y*
- 9.73%
- 10Y*
- —
EQEU.DE
- 1D
- -2.27%
- 1M
- -5.16%
- 6M
- 10.35%
- YTD
- 10.29%
- 1Y
- 20.89%
- 3Y*
- 20.16%
- 5Y*
- 11.77%
- 10Y*
- —
IS4S.DE vs. EQEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 18.91% | -0.13% | 22.83% | 29.76% | -25.26% | 26.96% | 15.03% | 32.82% | -14.60% |
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged | 10.29% | 18.24% | 24.15% | 51.95% | -36.56% | 27.85% | 45.20% | 34.82% | -7.53% |
Correlation
The correlation between IS4S.DE and EQEU.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2018 | 0.75 |
The correlation between IS4S.DE and EQEU.DE shifts across timeframes, from 0.62 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS4S.DE vs. EQEU.DE — Risk / Return Rank
IS4S.DE
EQEU.DE
IS4S.DE vs. EQEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS4S.DE | EQEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.73 | +0.15 |
| Martin ratioReturn relative to average drawdown | 4.29 | 5.66 | -1.37 |
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Drawdowns
IS4S.DE vs. EQEU.DE - Drawdown Comparison
The maximum IS4S.DE drawdown since its inception was -32.12%, smaller than the maximum EQEU.DE drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for IS4S.DE and EQEU.DE.
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Drawdown Indicators
| IS4S.DE | EQEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.12% | -37.97% | +5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -12.02% | -0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -22.08% | -4.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.50% | -37.97% | +9.47% |
Current DrawdownCurrent decline from peak | -3.88% | -6.95% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -9.29% | -7.91% | -1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 3.68% | +1.67% |
Volatility
IS4S.DE vs. EQEU.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) has a higher volatility of 6.68% compared to Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged (EQEU.DE) at 6.21%. This indicates that IS4S.DE's price experiences larger fluctuations and is considered to be riskier than EQEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS4S.DE | EQEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 6.21% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.17% | 13.90% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.40% | 17.56% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.17% | 21.05% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 20.98% | -0.28% |
IS4S.DE vs. EQEU.DE - Expense Ratio Comparison
IS4S.DE has a 0.40% expense ratio, which is higher than EQEU.DE's 0.35% expense ratio.
Dividends
IS4S.DE vs. EQEU.DE - Dividend Comparison
IS4S.DE's dividend yield for the trailing twelve months is around 0.35%, while EQEU.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EQEU.DE Invesco EQQQ NASDAQ-100 UCITS ETF EUR Hedged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IS4S.DE iShares Digital Security UCITS ETF USD (Dist) | 0.35% | 0.39% | 0.47% | 0.44% | 0.63% | 0.64% | 0.89% | 0.99% |
Frequently Asked Questions
IS4S.DE and EQEU.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQEU.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQEU.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for IS4S.DE.
IS4S.DE is categorized as Technology Equities, while EQEU.DE is Nasdaq-100. IS4S.DE tracks STOXX® Global Digital Security, while EQEU.DE tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IS4S.DE and 0.35% for EQEU.DE.
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