SXRV.DE vs. EQQQ.L
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) are both Nasdaq-100 funds tracking the NASDAQ-100 Index, from iShares and Invesco respectively. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.24%/yr vs 21.13%/yr for EQQQ.L. Their correlation of 0.91 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.30%/yr for EQQQ.L.
Performance
SXRV.DE vs. EQQQ.L - Performance Comparison
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Different Trading Currencies
SXRV.DE is traded in EUR, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than EQQQ.L's 18.44% return. Both investments have delivered pretty close results over the past 10 years, with SXRV.DE having a 21.24% annualized return and EQQQ.L not far behind at 21.13%.
SXRV.DE
- 1D
- -0.83%
- 1M
- 5.87%
- YTD
- 20.57%
- 6M
- 18.75%
- 1Y
- 37.26%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EQQQ.L
- 1D
- -0.24%
- 1M
- 3.84%
- YTD
- 18.44%
- 6M
- 16.46%
- 1Y
- 34.42%
- 3Y*
- 24.16%
- 5Y*
- 18.07%
- 10Y*
- 21.13%
SXRV.DE vs. EQQQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 18.44% | 5.72% | 34.75% | 50.93% | -29.38% | 38.02% | 35.54% | 42.19% | 3.35% | 15.39% |
Correlation
The correlation between SXRV.DE and EQQQ.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 7, 2010 | 0.91 |
The correlation between SXRV.DE and EQQQ.L has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. EQQQ.L — Risk / Return Rank
SXRV.DE
EQQQ.L
SXRV.DE vs. EQQQ.L - Risk-Adjusted Trends 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.L). 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.
| SXRV.DE | EQQQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.38 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.39 | +0.36 |
| Martin ratioReturn relative to average drawdown | 11.16 | 10.12 | +1.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRV.DE | EQQQ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.21 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.91 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 1.07 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.10 | +0.81 |
Drawdowns
SXRV.DE vs. EQQQ.L - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum EQQQ.L drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EQQQ.L.
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Drawdown Indicators
| SXRV.DE | EQQQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -70.77% | +37.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -10.10% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -26.02% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -31.44% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -31.44% | +0.11% |
Current DrawdownCurrent decline from peak | -0.83% | -2.76% | +1.93% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -14.52% | +7.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.39% | -0.01% |
Volatility
SXRV.DE vs. EQQQ.L - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) have volatilities of 4.26% and 4.36%, 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.
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Volatility by Period
| SXRV.DE | EQQQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.36% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 10.86% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 15.52% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 19.83% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 19.75% | -0.10% |
SXRV.DE vs. EQQQ.L - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.
Dividends
SXRV.DE vs. EQQQ.L - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% |
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% |
Frequently Asked Questions
With a correlation of 0.96, SXRV.DE and EQQQ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EQQQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQQ.L is cheaper with a 0.30% expense ratio, compared with 0.36% for SXRV.DE.
Both ETFs track NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.36% for SXRV.DE and 0.30% for EQQQ.L.
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