XDWL.DE vs. EQQQ.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).

XDWL.DE and EQQQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Feb 23, 2015. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both XDWL.DE and EQQQ.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDWL.DE vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

XDWL.DE vs. EQQQ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDWL.DE Xtrackers MSCI World UCITS ETF 1D	-1.27%	7.90%	26.08%	20.26%	-13.72%	32.78%	5.44%	31.23%	-5.02%	7.74%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	-3.83%	5.72%	34.75%	50.93%	-29.38%	38.02%	35.54%	42.19%	3.35%	15.39%

Different Trading Currencies

XDWL.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, XDWL.DE achieves a -1.27% return, which is significantly higher than EQQQ.L's -3.83% return. Over the past 10 years, XDWL.DE has underperformed EQQQ.L with an annualized return of 11.93%, while EQQQ.L has yielded a comparatively higher 18.60% annualized return.

XDWL.DE

• 1D: 2.09%
• 1M: -3.15%
• YTD: -1.27%
• 6M: 2.16%
• 1Y: 12.19%
• 3Y*: 15.16%
• 5Y*: 10.88%
• 10Y*: 11.93%

EQQQ.L

• 1D: 2.87%
• 1M: -2.36%
• YTD: -3.83%
• 6M: -1.06%
• 1Y: 15.95%
• 3Y*: 20.51%
• 5Y*: 13.41%
• 10Y*: 18.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWL.DE vs. EQQQ.L - Expense Ratio Comparison

XDWL.DE has a 0.12% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.

EQQQ.L

Invesco EQQQ NASDAQ-100 UCITS ETF

XDWL.DE

Xtrackers MSCI World UCITS ETF 1D

Return for Risk

XDWL.DE vs. EQQQ.L — Risk / Return Rank

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

XDWL.DE

XDWL.DE Risk / Return Rank: 45
XDWL.DE Sharpe Ratio Rank: 38
XDWL.DE Sortino Ratio Rank: 36
XDWL.DE Omega Ratio Rank: 40
XDWL.DE Calmar Ratio Rank: 51
XDWL.DE Martin Ratio Rank: 59

EQQQ.L

EQQQ.L Risk / Return Rank: 60
EQQQ.L Sharpe Ratio Rank: 60
EQQQ.L Sortino Ratio Rank: 61
EQQQ.L Omega Ratio Rank: 57
EQQQ.L Calmar Ratio Rank: 70
EQQQ.L Martin Ratio Rank: 55

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.

XDWL.DE vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.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.

	XDWL.DE	EQQQ.L	Difference
Sharpe ratio Return per unit of total volatility	0.76	0.79	-0.04
Sortino ratio Return per unit of downside risk	1.10	1.20	-0.10
Omega ratio Gain probability vs. loss probability	1.17	1.16	0.00
Calmar ratio Return relative to maximum drawdown	1.40	1.53	-0.12
Martin ratio Return relative to average drawdown	6.18	4.54	+1.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDWL.DE vs. EQQQ.L - Sharpe Ratio Comparison

The current XDWL.DE Sharpe Ratio is 0.76, which is comparable to the EQQQ.L Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of XDWL.DE and EQQQ.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XDWL.DE	EQQQ.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.76	0.79	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.67	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.94	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.80	-0.20

Correlation

The correlation between XDWL.DE and EQQQ.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XDWL.DE vs. EQQQ.L - Dividend Comparison

XDWL.DE's dividend yield for the trailing twelve months is around 1.28%, more than EQQQ.L's 0.29% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XDWL.DE Xtrackers MSCI World UCITS ETF 1D	1.28%	1.28%	1.65%	1.58%	1.77%	2.08%	1.95%	1.98%	1.40%	1.94%	1.83%	0.00%
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF	0.29%	0.29%	0.38%	0.39%	0.56%	0.25%	0.41%	0.56%	0.63%	0.67%	0.77%	0.72%

Drawdowns

XDWL.DE vs. EQQQ.L - Drawdown Comparison

The maximum XDWL.DE drawdown since its inception was -33.65%, smaller than the maximum EQQQ.L drawdown of -46.23%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and EQQQ.L.

Drawdown Indicators

	XDWL.DE	EQQQ.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.65%	-33.75%	+0.10%
Max Drawdown (1Y) Largest decline over 1 year	-13.25%	-10.97%	-2.28%
Max Drawdown (5Y) Largest decline over 5 years	-21.63%	-27.76%	+6.13%
Max Drawdown (10Y) Largest decline over 10 years	-33.65%	-27.76%	-5.89%
Current Drawdown Current decline from peak	-4.03%	-8.20%	+4.17%
Average Drawdown Average peak-to-trough decline	-4.66%	-5.64%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	3.65%	-1.66%

Volatility

XDWL.DE vs. EQQQ.L - Volatility Comparison

The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 4.42%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.22%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWL.DE	EQQQ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	5.22%	-0.80%
Volatility (6M) Calculated over the trailing 6-month period	8.37%	11.82%	-3.45%
Volatility (1Y) Calculated over the trailing 1-year period	16.08%	20.15%	-4.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	19.87%	-5.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.16%	19.76%	-4.60%