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VT vs. EQQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VT achieves a 9.20% return, which is significantly lower than EQQQ.DE's 19.12% return. Over the past 10 years, VT has underperformed EQQQ.DE with an annualized return of 12.30%, while EQQQ.DE has yielded a comparatively higher 21.55% annualized return.


VT

1D
-3.07%
1M
-0.89%
YTD
9.20%
6M
9.69%
1Y
25.79%
3Y*
19.73%
5Y*
10.38%
10Y*
12.30%

EQQQ.DE

1D
-0.75%
1M
6.73%
YTD
19.12%
6M
18.39%
1Y
39.03%
3Y*
27.93%
5Y*
17.59%
10Y*
21.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. EQQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
9.20%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
19.12%20.72%26.03%56.11%-33.95%28.43%47.73%39.85%-1.73%32.19%

Correlation

The correlation between VT and EQQQ.DE is 0.62, 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

0.62

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

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2008

0.54

The correlation between VT and EQQQ.DE has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

VT vs. EQQQ.DE — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6060
Overall Rank
VT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VT Sortino Ratio Rank: 5858
Sortino Ratio Rank
VT Omega Ratio Rank: 6060
Omega Ratio Rank
VT Calmar Ratio Rank: 5555
Calmar Ratio Rank
VT Martin Ratio Rank: 6666
Martin Ratio Rank

EQQQ.DE
EQQQ.DE Risk / Return Rank: 7171
Overall Rank
EQQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQQ.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EQQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.DE Martin Ratio Rank: 6262
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.

VT vs. EQQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.


VTEQQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.77

Omega ratioGain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratioReturn relative to maximum drawdown

2.68

3.64

-0.97

Martin ratioReturn relative to average drawdown

11.87

13.47

-1.60

VT vs. EQQQ.DE - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.98, which is comparable to the EQQQ.DE Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of VT and EQQQ.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.


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Sharpe Ratios by Period


VTEQQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.54

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.84

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

1.07

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.77

-0.35

Drawdowns

VT vs. EQQQ.DE - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, roughly equal to the maximum EQQQ.DE drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for VT and EQQQ.DE.


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Drawdown Indicators


VTEQQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-52.46%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-10.94%

+1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-23.03%

+6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-35.11%

+8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-35.11%

+0.87%

Current Drawdown

Current decline from peak

-3.56%

-0.85%

-2.71%

Average Drawdown

Average peak-to-trough decline

-7.02%

-7.57%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.97%

-0.79%

Volatility

VT vs. EQQQ.DE - Volatility Comparison

Vanguard Total World Stock ETF (VT) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) have volatilities of 4.60% and 4.51%, 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


VTEQQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

4.51%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

11.39%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

15.69%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

20.65%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

19.95%

-2.69%

VT vs. EQQQ.DE - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.


Dividends

VT vs. EQQQ.DE - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.64%, more than EQQQ.DE's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%
VT
Vanguard Total World Stock ETF
1.64%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


VT and EQQQ.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.30% for EQQQ.DE.

VT is categorized as Global Equities, while EQQQ.DE is Nasdaq-100. VT tracks FTSE Global All Cap Index, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.06% for VT and 0.30% for EQQQ.DE.

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