VWRL.AS vs. EQQQ.DE
VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - VWRL.AS is a Global Equities fund tracking the FTSE All-World Index, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, VWRL.AS returned 12.39%/yr vs 21.28%/yr for EQQQ.DE. Their correlation of 0.87 suggests significant overlap in exposure. VWRL.AS charges 0.19%/yr vs 0.30%/yr for EQQQ.DE.
Performance
VWRL.AS vs. EQQQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWRL.AS achieves a 12.89% return, which is significantly lower than EQQQ.DE's 20.52% return. Over the past 10 years, VWRL.AS has underperformed EQQQ.DE with an annualized return of 12.39%, while EQQQ.DE has yielded a comparatively higher 21.28% annualized return.
VWRL.AS
- 1D
- -0.19%
- 1M
- 3.61%
- YTD
- 12.89%
- 6M
- 13.12%
- 1Y
- 25.83%
- 3Y*
- 17.84%
- 5Y*
- 12.29%
- 10Y*
- 12.39%
EQQQ.DE
- 1D
- -0.85%
- 1M
- 5.88%
- YTD
- 20.52%
- 6M
- 18.79%
- 1Y
- 37.21%
- 3Y*
- 24.54%
- 5Y*
- 18.69%
- 10Y*
- 21.28%
VWRL.AS vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 12.89% | 8.40% | 25.57% | 18.07% | -13.65% | 28.52% | 6.31% | 27.76% | -4.68% | 8.95% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 20.52% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 15.81% |
Correlation
The correlation between VWRL.AS and EQQQ.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.87 |
The correlation between VWRL.AS and EQQQ.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
VWRL.AS vs. EQQQ.DE — Risk / Return Rank
VWRL.AS
EQQQ.DE
VWRL.AS vs. EQQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) 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.
| VWRL.AS | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.42 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.74 | +0.26 |
| Martin ratioReturn relative to average drawdown | 16.48 | 11.10 | +5.39 |
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
| VWRL.AS | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.40 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.08 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.80 | -0.03 |
Drawdowns
VWRL.AS vs. EQQQ.DE - Drawdown Comparison
The maximum VWRL.AS drawdown since its inception was -33.27%, smaller than the maximum EQQQ.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and EQQQ.DE.
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Drawdown Indicators
| VWRL.AS | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.27% | -47.04% | +13.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -10.05% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.00% | -26.70% | +5.70% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -31.30% | +10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.27% | -31.30% | -1.97% |
Current DrawdownCurrent decline from peak | -0.61% | -0.85% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -7.35% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 3.39% | -1.80% |
Volatility
VWRL.AS vs. EQQQ.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) is 3.07%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a volatility of 4.26%. This indicates that VWRL.AS experiences smaller price fluctuations and is considered to be less risky than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWRL.AS | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 4.26% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 10.90% | -2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 15.64% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 19.84% | -6.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 19.65% | -4.83% |
VWRL.AS vs. EQQQ.DE - Expense Ratio Comparison
VWRL.AS has a 0.19% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Dividends
VWRL.AS vs. EQQQ.DE - Dividend Comparison
VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, more than EQQQ.DE's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 1.24% | 1.42% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% |
Frequently Asked Questions
VWRL.AS and EQQQ.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.30% for EQQQ.DE.
VWRL.AS is categorized as Global Equities, while EQQQ.DE is Nasdaq-100. VWRL.AS tracks FTSE All-World Index, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.19% for VWRL.AS and 0.30% for EQQQ.DE.
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