VWCE.DE vs. EQAC.MI
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and EQAC.MI (Invesco EQQQ NASDAQ-100 UCITS ETF Acc) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while EQAC.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 18.68%/yr for EQAC.MI. Their correlation of 0.83 suggests significant overlap in exposure. VWCE.DE charges 0.19%/yr vs 0.30%/yr for EQAC.MI.
Performance
VWCE.DE vs. EQAC.MI - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than EQAC.MI's 20.38% return.
VWCE.DE
- 1D
- 1.82%
- 1M
- 0.89%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 26.35%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
EQAC.MI
- 1D
- -0.78%
- 1M
- 4.82%
- YTD
- 20.38%
- 6M
- 21.79%
- 1Y
- 38.55%
- 3Y*
- 24.54%
- 5Y*
- 18.68%
- 10Y*
- —
VWCE.DE vs. EQAC.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 5.52% |
EQAC.MI Invesco EQQQ NASDAQ-100 UCITS ETF Acc | 20.38% | 6.78% | 35.08% | 50.29% | -30.28% | 40.00% | 35.43% | 6.47% |
Correlation
The correlation between VWCE.DE and EQAC.MI is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2019 | 0.83 |
The correlation between VWCE.DE and EQAC.MI has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
VWCE.DE vs. EQAC.MI — Risk / Return Rank
VWCE.DE
EQAC.MI
VWCE.DE vs. EQAC.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWCE.DE | EQAC.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.79 | +0.13 |
| Martin ratioReturn relative to average drawdown | 16.07 | 11.32 | +4.75 |
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Drawdowns
VWCE.DE vs. EQAC.MI - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than EQAC.MI's maximum drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and EQAC.MI.
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Drawdown Indicators
| VWCE.DE | EQAC.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -30.96% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -9.99% | +3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -26.69% | +5.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -30.96% | +9.89% |
Current DrawdownCurrent decline from peak | -1.47% | -0.78% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -7.27% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.34% | -1.74% |
Volatility
VWCE.DE vs. EQAC.MI - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) has a volatility of 4.33%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than EQAC.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWCE.DE | EQAC.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 4.33% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 10.80% | -2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 15.42% | -3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 19.67% | -5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 21.22% | -5.06% |
VWCE.DE vs. EQAC.MI - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is lower than EQAC.MI's 0.30% expense ratio.
Dividends
VWCE.DE vs. EQAC.MI - Dividend Comparison
Neither VWCE.DE nor EQAC.MI has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and EQAC.MI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for EQAC.MI.
VWCE.DE is categorized as Global Equities, while EQAC.MI is Nasdaq-100. VWCE.DE tracks FTSE All-World Index, while EQAC.MI tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.19% for VWCE.DE and 0.30% for EQAC.MI.
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