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VOOM.DE vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOOM.DE and QQQ is 0.44, 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.


-0.50.00.51.00.4

Performance

VOOM.DE vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.68%
12.40%
VOOM.DE
QQQ

Key characteristics

Sharpe Ratio

VOOM.DE:

1.50

QQQ:

1.44

Sortino Ratio

VOOM.DE:

2.12

QQQ:

1.95

Omega Ratio

VOOM.DE:

1.28

QQQ:

1.26

Calmar Ratio

VOOM.DE:

1.58

QQQ:

1.94

Martin Ratio

VOOM.DE:

9.82

QQQ:

6.71

Ulcer Index

VOOM.DE:

1.78%

QQQ:

3.92%

Daily Std Dev

VOOM.DE:

11.66%

QQQ:

18.27%

Max Drawdown

VOOM.DE:

-36.78%

QQQ:

-82.98%

Current Drawdown

VOOM.DE:

-0.11%

QQQ:

0.00%

Returns By Period

The year-to-date returns for both stocks are quite close, with VOOM.DE having a 5.52% return and QQQ slightly lower at 5.27%.


VOOM.DE

YTD

5.52%

1M

2.33%

6M

10.77%

1Y

16.37%

5Y*

7.58%

10Y*

N/A

QQQ

YTD

5.27%

1M

3.15%

6M

12.16%

1Y

25.73%

5Y*

18.66%

10Y*

18.37%

*Annualized

Compare stocks, funds, or ETFs

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


VOOM.DE vs. QQQ - Expense Ratio Comparison

Both VOOM.DE and QQQ have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
Expense ratio chart for VOOM.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

VOOM.DE vs. QQQ — Risk-Adjusted Performance Rank

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

VOOM.DE
The Risk-Adjusted Performance Rank of VOOM.DE is 6161
Overall Rank
The Sharpe Ratio Rank of VOOM.DE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOM.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOOM.DE is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOOM.DE is 5353
Calmar Ratio Rank
The Martin Ratio Rank of VOOM.DE is 7373
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5353
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOOM.DE vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for VOOM.DE, currently valued at 0.88, compared to the broader market0.002.004.000.881.33
The chart of Sortino ratio for VOOM.DE, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.0012.001.321.81
The chart of Omega ratio for VOOM.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.24
The chart of Calmar ratio for VOOM.DE, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.701.77
The chart of Martin ratio for VOOM.DE, currently valued at 3.97, compared to the broader market0.0020.0040.0060.0080.00100.003.976.06
VOOM.DE
QQQ

The current VOOM.DE Sharpe Ratio is 1.50, which is comparable to the QQQ Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VOOM.DE and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.88
1.33
VOOM.DE
QQQ

Dividends

VOOM.DE vs. QQQ - Dividend Comparison

VOOM.DE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.53%.


TTM20242023202220212020201920182017201620152014
VOOM.DE
Lyxor Global Gender Equality (DR) 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%
QQQ
Invesco QQQ
0.53%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

VOOM.DE vs. QQQ - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and QQQ. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.76%
0
VOOM.DE
QQQ

Volatility

VOOM.DE vs. QQQ - Volatility Comparison

The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 2.53%, while Invesco QQQ (QQQ) has a volatility of 4.93%. This indicates that VOOM.DE experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
2.53%
4.93%
VOOM.DE
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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