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QQQ vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than VWCE.DE's 10.00% return.


QQQ

1D
0.59%
1M
0.22%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

VWCE.DE

1D
1.71%
1M
0.00%
YTD
10.00%
6M
11.71%
1Y
26.52%
3Y*
19.75%
5Y*
10.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%9.40%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
10.00%23.23%17.30%21.91%-18.24%18.47%15.65%7.58%

Correlation

The correlation between QQQ and VWCE.DE is 0.71, 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

0.71

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

0.60

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.58

The correlation between QQQ and VWCE.DE shifts across timeframes, from 0.58 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ vs. VWCE.DE — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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.

QQQ vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


QQQVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.37

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

3.01

2.86

+0.15

Martin ratioReturn relative to average drawdown

11.22

11.93

-0.71

QQQ vs. VWCE.DE - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is comparable to the VWCE.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of QQQ and VWCE.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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Drawdowns

QQQ vs. VWCE.DE - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than VWCE.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for QQQ and VWCE.DE.


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Drawdown Indicators


QQQVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-33.91%

-49.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-8.91%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-17.27%

-5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-26.11%

-9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-3.33%

-2.01%

-1.32%

Average Drawdown

Average peak-to-trough decline

-32.75%

-5.43%

-27.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.14%

+1.06%

Volatility

QQQ vs. VWCE.DE - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.93%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

3.93%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

9.70%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

12.46%

+4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

15.33%

+7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

17.33%

+5.05%

QQQ vs. VWCE.DE - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than VWCE.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QQQ vs. VWCE.DE - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, while VWCE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
VWCE.DE
Vanguard FTSE All-World 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


QQQ and VWCE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.19% for VWCE.DE.

QQQ is categorized as Nasdaq-100, while VWCE.DE is Global Equities. QQQ tracks NASDAQ-100 Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.18% for QQQ and 0.19% for VWCE.DE.

Portfolio Optimizer

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