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QQQJ vs. EQQJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQJ vs. EQQJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ Next Gen 100 ETF (QQQJ) and Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE). The values are adjusted to include any dividend payments, if applicable.

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QQQJ vs. EQQJ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QQQJ
Invesco NASDAQ Next Gen 100 ETF
-0.15%20.44%15.36%13.68%-28.25%7.96%
EQQJ.DE
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
-0.89%21.31%14.91%14.18%-28.55%8.00%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, QQQJ achieves a -0.15% return, which is significantly higher than EQQJ.DE's -0.89% return.


QQQJ

1D
1.46%
1M
-3.62%
YTD
-0.15%
6M
2.36%
1Y
27.61%
3Y*
13.86%
5Y*
3.43%
10Y*

EQQJ.DE

1D
4.03%
1M
-2.12%
YTD
-0.89%
6M
2.99%
1Y
27.68%
3Y*
13.99%
5Y*
3.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQJ vs. EQQJ.DE - Expense Ratio Comparison

QQQJ has a 0.15% expense ratio, which is lower than EQQJ.DE's 0.25% 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%.


Return for Risk

QQQJ vs. EQQJ.DE — Risk / Return Rank

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

QQQJ
QQQJ Risk / Return Rank: 7171
Overall Rank
QQQJ Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QQQJ Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQJ Omega Ratio Rank: 6666
Omega Ratio Rank
QQQJ Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQJ Martin Ratio Rank: 7676
Martin Ratio Rank

EQQJ.DE
EQQJ.DE Risk / Return Rank: 5050
Overall Rank
EQQJ.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQQJ.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
EQQJ.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EQQJ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQQJ.DE Martin Ratio Rank: 5454
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.

QQQJ vs. EQQJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Next Gen 100 ETF (QQQJ) and Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.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.


QQQJEQQJ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.32

-0.08

Sortino ratio

Return per unit of downside risk

1.80

1.86

-0.06

Omega ratio

Gain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratio

Return relative to maximum drawdown

2.06

2.38

-0.32

Martin ratio

Return relative to average drawdown

8.43

9.09

-0.66

QQQJ vs. EQQJ.DE - Sharpe Ratio Comparison

The current QQQJ Sharpe Ratio is 1.24, which is comparable to the EQQJ.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of QQQJ and EQQJ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQJEQQJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.32

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.16

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.19

+0.12

Correlation

The correlation between QQQJ and EQQJ.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQQJ vs. EQQJ.DE - Dividend Comparison

QQQJ's dividend yield for the trailing twelve months is around 0.88%, while EQQJ.DE has not paid dividends to shareholders.


TTM202520242023202220212020
QQQJ
Invesco NASDAQ Next Gen 100 ETF
0.88%0.85%0.77%0.67%0.76%0.91%0.09%
EQQJ.DE
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQJ vs. EQQJ.DE - Drawdown Comparison

The maximum QQQJ drawdown since its inception was -39.57%, roughly equal to the maximum EQQJ.DE drawdown of -38.66%. Use the drawdown chart below to compare losses from any high point for QQQJ and EQQJ.DE.


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Drawdown Indicators


QQQJEQQJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.57%

-32.64%

-6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-15.97%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-39.57%

-32.64%

-6.93%

Current Drawdown

Current decline from peak

-6.66%

-6.07%

-0.59%

Average Drawdown

Average peak-to-trough decline

-16.19%

-14.62%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.09%

+0.21%

Volatility

QQQJ vs. EQQJ.DE - Volatility Comparison

Invesco NASDAQ Next Gen 100 ETF (QQQJ) has a higher volatility of 8.53% compared to Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) at 6.99%. This indicates that QQQJ's price experiences larger fluctuations and is considered to be riskier than EQQJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQJEQQJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.53%

6.99%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

12.75%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.41%

20.96%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

21.08%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

21.08%

+1.03%