PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SIE.DE vs. EQQB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SIE.DE vs. EQQB.DE

Last updated Jun 5, 2026

SIE.DE (Siemens Aktiengesellschaft) is a stock, while EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) is Nasdaq-100 fund tracking the Nasdaq 100®. Over the past 3 years, SIE.DE returned 22.64%/yr vs 24.52%/yr for EQQB.DE. At a 0.48 correlation, their price movements are largely independent.

Performance

SIE.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Siemens Aktiengesellschaft (SIE.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SIE.DE achieves a 16.18% return, which is significantly lower than EQQB.DE's 20.54% return.

SIE.DE

1D
-1.07%
1M
1.40%
YTD
16.18%
6M
19.01%
1Y
26.72%
3Y*
22.64%
5Y*
17.88%
10Y*
15.64%

EQQB.DE

1D
-0.82%
1M
7.97%
YTD
20.54%
6M
18.70%
1Y
36.95%
3Y*
24.52%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIE.DE vs. EQQB.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022
SIE.DE
Siemens Aktiengesellschaft		16.18%29.80%14.13%34.91%-4.91%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc		20.54%6.93%33.67%51.27%-17.63%

Correlation

The correlation between SIE.DE and EQQB.DE is 0.54, 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

0.54

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.48

The correlation between SIE.DE and EQQB.DE has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Siemens Aktiengesellschaft

Invesco EQQQ Nasdaq-100 UCITS ETF Acc

Often compared with SIE.DE:
SIE.DE vs. SIEGYSIE.DE vs. SHL.DESIE.DE vs. SPYSIE.DE vs. DAXSIE.DE vs. AMKBYSIE.DE vs. ENEL.MISIE.DE vs. QQQ
Often compared with EQQB.DE:
EQQB.DE vs. EQQQ.DEEQQB.DE vs. VUSA.DEEQQB.DE vs. SXRV.DEEQQB.DE vs. QQQEQQB.DE vs. XNAS.DEEQQB.DE vs. SXR8.DEEQQB.DE vs. NQSE.DE

Return for Risk

SIE.DE vs. EQQB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SIE.DE
SIE.DE Risk / Return Rank: 6666
Overall Rank
SIE.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SIE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
SIE.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SIE.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
SIE.DE Martin Ratio Rank: 7373
Martin Ratio Rank
EQQB.DE
EQQB.DE Risk / Return Rank: 7171
Overall Rank
EQQB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6363
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.

SIE.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens Aktiengesellschaft (SIE.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.

SIE.DEEQQB.DEDifference
Sharpe ratioReturn per unit of total volatility
0.84
2.39

-1.55

Sortino ratioReturn per unit of downside risk
1.32
3.16

-1.84

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.24

Calmar ratioReturn relative to maximum drawdown

1.33

3.73

-2.40

Martin ratioReturn relative to average drawdown

4.22

11.10

-6.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIE.DE vs. EQQB.DE - Sharpe Ratio Comparison

The current SIE.DE Sharpe Ratio is 0.84, which is lower than the EQQB.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of SIE.DE and EQQB.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.

Loading charts...

Sharpe Ratios by Period

SIE.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.39

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.97

-0.63

Drawdowns

SIE.DE vs. EQQB.DE - Drawdown Comparison

The maximum SIE.DE drawdown since its inception was -73.39%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for SIE.DE and EQQB.DE.

Loading charts...

Drawdown Indicators

SIE.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.39%

-26.59%

-46.80%

Max Drawdown (1Y)

Largest decline over 1 year

-20.50%

-10.08%

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-27.33%

-26.59%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.97%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-48.67%

—

—

Current Drawdown

Current decline from peak

-2.39%

-0.82%

-1.57%

Average Drawdown

Average peak-to-trough decline

-20.71%

-6.77%

-13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

3.39%

+3.10%

Volatility

SIE.DE vs. EQQB.DE - Volatility Comparison

Siemens Aktiengesellschaft (SIE.DE) has a higher volatility of 8.86% compared to Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) at 4.38%. This indicates that SIE.DE's price experiences larger fluctuations and is considered to be riskier than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SIE.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

4.38%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

25.20%

10.99%

+14.21%

Volatility (1Y)

Calculated over the trailing 1-year period

32.41%

15.73%

+16.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.11%

19.97%

+10.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.09%

19.97%

+8.12%

Dividends

SIE.DE vs. EQQB.DE - Dividend Comparison

SIE.DE's dividend yield for the trailing twelve months is around 1.97%, while EQQB.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIE.DE
Siemens Aktiengesellschaft		1.97%2.17%2.49%2.50%3.09%2.29%3.32%3.62%4.21%3.44%3.32%4.07%

Frequently Asked Questions

SIE.DE and EQQB.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SIE.DE and EQQB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer