QDVA.DE vs. EQQQ.DE
QDVA.DE (iShares Edge MSCI USA Momentum Factor UCITS ETF) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - QDVA.DE is a Momentum fund tracking the MSCI USA Momentum Index, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVA.DE returned 15.17%/yr vs 18.69%/yr for EQQQ.DE. Their correlation of 0.83 suggests significant overlap in exposure. QDVA.DE charges 0.20%/yr vs 0.30%/yr for EQQQ.DE.
Performance
QDVA.DE vs. EQQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVA.DE achieves a 30.20% return, which is significantly higher than EQQQ.DE's 20.52% return.
QDVA.DE
- 1D
- -2.00%
- 1M
- 10.68%
- YTD
- 30.20%
- 6M
- 29.85%
- 1Y
- 37.18%
- 3Y*
- 28.68%
- 5Y*
- 15.17%
- 10Y*
- —
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%
QDVA.DE vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 30.20% | 5.11% | 40.00% | 5.98% | -13.66% | 22.93% | 17.39% | 31.13% | 1.12% | 20.30% |
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 QDVA.DE and EQQQ.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.83 |
The correlation between QDVA.DE and EQQQ.DE has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
QDVA.DE vs. EQQQ.DE — Risk / Return Rank
QDVA.DE
EQQQ.DE
QDVA.DE vs. EQQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.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.
| QDVA.DE | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.74 | +0.15 |
| Martin ratioReturn relative to average drawdown | 12.67 | 11.10 | +1.58 |
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
| QDVA.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.40 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.80 | +0.03 |
Drawdowns
QDVA.DE vs. EQQQ.DE - Drawdown Comparison
The maximum QDVA.DE drawdown since its inception was -33.34%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for QDVA.DE and EQQQ.DE.
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Drawdown Indicators
| QDVA.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.34% | -47.04% | +13.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -10.05% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -25.56% | -26.70% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -25.56% | -31.30% | +5.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.30% | — |
Current DrawdownCurrent decline from peak | -2.00% | -0.85% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -7.35% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.39% | -0.48% |
Volatility
QDVA.DE vs. EQQQ.DE - Volatility Comparison
iShares Edge MSCI USA Momentum Factor UCITS ETF (QDVA.DE) has a higher volatility of 7.65% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 4.26%. This indicates that QDVA.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
| QDVA.DE | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.26% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.66% | 10.90% | +4.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 15.64% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.11% | 19.84% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 19.65% | -0.46% |
QDVA.DE vs. EQQQ.DE - Expense Ratio Comparison
QDVA.DE has a 0.20% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Dividends
QDVA.DE vs. EQQQ.DE - Dividend Comparison
QDVA.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVA.DE iShares Edge MSCI USA Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QDVA.DE and EQQQ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVA.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for EQQQ.DE.
QDVA.DE is categorized as Momentum, while EQQQ.DE is Nasdaq-100. QDVA.DE tracks MSCI USA Momentum Index, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for QDVA.DE and 0.30% for EQQQ.DE.
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