QDVO vs. EQQQ.DE

Last updated Jun 9, 2026

QDVO (Amplify CWP Growth & Income ETF) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - QDVO is a Derivative Income fund actively managed by Amplify, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. QDVO is actively managed, while EQQQ.DE is passively managed. Over the past year, QDVO returned 23.86% vs 39.84% for EQQQ.DE. A 0.57 correlation means they provide meaningful diversification when combined. QDVO charges 0.56%/yr vs 0.30%/yr for EQQQ.DE.

Performance

QDVO vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify CWP Growth & Income ETF (QDVO) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, QDVO achieves a 7.53% return, which is significantly lower than EQQQ.DE's 19.12% return.

QDVO

• 1D: 0.40%
• 1M: -0.87%
• YTD: 7.53%
• 6M: 7.16%
• 1Y: 23.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EQQQ.DE

• 1D: -0.75%
• 1M: 4.32%
• YTD: 19.12%
• 6M: 18.52%
• 1Y: 39.84%
• 3Y*: 27.93%
• 5Y*: 17.59%
• 10Y*: 21.55%

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

QDVO vs. EQQQ.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QDVO Amplify CWP Growth & Income ETF	7.53%	20.16%	11.80%
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF	19.12%	20.72%	7.60%

Correlation

The correlation between QDVO and EQQQ.DE is 0.65, 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	0.65
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024	0.57

The correlation between QDVO and EQQQ.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

Return for Risk

QDVO vs. EQQQ.DE — Risk / Return Rank

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

QDVO

QDVO Risk / Return Rank: 60
QDVO Sharpe Ratio Rank: 64
QDVO Sortino Ratio Rank: 63
QDVO Omega Ratio Rank: 63
QDVO Calmar Ratio Rank: 52
QDVO Martin Ratio Rank: 59

EQQQ.DE

EQQQ.DE Risk / Return Rank: 71
EQQQ.DE Sharpe Ratio Rank: 75
EQQQ.DE Sortino Ratio Rank: 71
EQQQ.DE Omega Ratio Rank: 72
EQQQ.DE Calmar Ratio Rank: 76
EQQQ.DE Martin Ratio Rank: 62

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.

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

This table presents a comparison of risk-adjusted performance metrics for Amplify CWP Growth & Income ETF (QDVO) 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.

	QDVO	EQQQ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.54	-0.62
Sortino ratio: Return per unit of downside risk	2.63	3.48	-0.85
Omega ratio: Gain probability vs. loss probability	1.34	1.43	-0.08
Calmar ratio: Return relative to maximum drawdown	2.35	3.64	-1.30
Martin ratio: Return relative to average drawdown	9.49	13.47	-3.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVO vs. EQQQ.DE - Sharpe Ratio Comparison

The current QDVO Sharpe Ratio is 1.93, which is comparable to the EQQQ.DE Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of QDVO 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.

Sharpe Ratios by Period

	QDVO	EQQQ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.54	-0.62
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.84	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.78	+0.54

Drawdowns

QDVO vs. EQQQ.DE - Drawdown Comparison

The maximum QDVO drawdown since its inception was -17.75%, smaller than the maximum EQQQ.DE drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for QDVO and EQQQ.DE.

Drawdown Indicators

	QDVO	EQQQ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-17.75%	-52.46%	+34.71%
Max Drawdown (1Y) Largest decline over 1 year	-10.21%	-10.94%	+0.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.03%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-35.11%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.11%	—
Current Drawdown Current decline from peak	-2.99%	-0.85%	-2.14%
Average Drawdown Average peak-to-trough decline	-2.37%	-7.57%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.97%	-0.45%

Volatility

QDVO vs. EQQQ.DE - Volatility Comparison

The current volatility for Amplify CWP Growth & Income ETF (QDVO) is 3.78%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a volatility of 4.51%. This indicates that QDVO 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.

Volatility by Period

	QDVO	EQQQ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	4.51%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	11.39%	-2.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.46%	15.69%	-3.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	20.65%	-3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.50%	19.95%	-2.45%

QDVO vs. EQQQ.DE - Expense Ratio Comparison

QDVO has a 0.56% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.

Dividends

QDVO vs. EQQQ.DE - Dividend Comparison

QDVO's dividend yield for the trailing twelve months is around 10.34%, more than EQQQ.DE's 0.23% yield.

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%
QDVO Amplify CWP Growth & Income ETF	10.34%	9.92%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QDVO and EQQQ.DE in my portfolio?

QDVO and EQQQ.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, QDVO or EQQQ.DE?

On fees, EQQQ.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, QDVO or EQQQ.DE?

EQQQ.DE is cheaper with a 0.30% expense ratio, compared with 0.56% for QDVO.

What is the main difference between QDVO and EQQQ.DE?

QDVO is categorized as Derivative Income, while EQQQ.DE is Nasdaq-100. They also come from different issuers: Amplify and Invesco. Their fees differ too: 0.56% for QDVO and 0.30% for EQQQ.DE.