SXRV.DE vs. EQQQ.DE
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE).
SXRV.DE and EQQQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. EQQQ.DE is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both SXRV.DE and EQQQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRV.DE or EQQQ.DE.
Key characteristics
| SXRV.DE | EQQQ.DE | |
|---|---|---|
| YTD Return | 30.59% | 30.62% |
| 1Y Return | 37.32% | 37.38% |
| 3Y Return (Ann) | 12.29% | 12.32% |
| 5Y Return (Ann) | 21.70% | 21.74% |
| 10Y Return (Ann) | 19.90% | 19.92% |
| Sharpe Ratio | 2.27 | 2.27 |
| Sortino Ratio | 3.00 | 3.00 |
| Omega Ratio | 1.43 | 1.42 |
| Calmar Ratio | 2.80 | 2.80 |
| Martin Ratio | 9.25 | 9.27 |
| Ulcer Index | 4.06% | 4.05% |
| Daily Std Dev | 16.42% | 16.44% |
| Max Drawdown | -31.39% | -47.04% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRV.DE and EQQQ.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXRV.DE vs. EQQQ.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with SXRV.DE having a 30.59% return and EQQQ.DE slightly higher at 30.62%. Both investments have delivered pretty close results over the past 10 years, with SXRV.DE having a 19.90% annualized return and EQQQ.DE not far ahead at 19.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRV.DE vs. EQQQ.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than EQQQ.DE's 0.30% expense ratio.
Risk-Adjusted Performance
SXRV.DE vs. EQQQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
Dividends
SXRV.DE vs. EQQQ.DE - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (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% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.38% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% | 0.97% | 0.94% |
Drawdowns
SXRV.DE vs. EQQQ.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -31.39%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EQQQ.DE. For additional features, visit the drawdowns tool.
Volatility
SXRV.DE vs. EQQQ.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) have volatilities of 4.51% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.