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XNDX.DE vs. EQQB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XNDX.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

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XNDX.DE vs. EQQB.DE - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with XNDX.DE having a -4.23% return and EQQB.DE slightly lower at -4.26%.


XNDX.DE

1D
2.54%
1M
-2.46%
YTD
-4.23%
6M
-1.18%
1Y
3Y*
5Y*
10Y*

EQQB.DE

1D
2.50%
1M
-2.46%
YTD
-4.26%
6M
-1.29%
1Y
16.12%
3Y*
20.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XNDX.DE vs. EQQB.DE - Expense Ratio Comparison

XNDX.DE has a 0.18% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.


Return for Risk

XNDX.DE vs. EQQB.DE — Risk / Return Rank

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

XNDX.DE

EQQB.DE
EQQB.DE Risk / Return Rank: 4545
Overall Rank
EQQB.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 3939
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 4747
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.

XNDX.DE vs. EQQB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XNDX.DE vs. EQQB.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XNDX.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.68

-1.03

Correlation

The correlation between XNDX.DE and EQQB.DE is 0.88, 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

XNDX.DE vs. EQQB.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.12%, while EQQB.DE has not paid dividends to shareholders.


Drawdowns

XNDX.DE vs. EQQB.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.11%, smaller than the maximum EQQB.DE drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and EQQB.DE.


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Drawdown Indicators


XNDX.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-26.59%

+6.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

Current Drawdown

Current decline from peak

-17.95%

-7.62%

-10.33%

Average Drawdown

Average peak-to-trough decline

-11.71%

-6.99%

-4.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

Volatility

XNDX.DE vs. EQQB.DE - Volatility Comparison


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Volatility by Period


XNDX.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

20.55%

+13.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

20.11%

+14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

20.11%

+14.38%