Invesco EQQQ NASDAQ-100 UCITS ETF

10-Year Study

EQQQ.LSE · · GB · ETF

Executive Summary: Invesco EQQQ NASDAQ-100 UCITS ETF has compounded at 20.9% annually over the last 10 years, with a maximum drawdown of 25.7% and an annualized volatility of 16.4%.

1Y CAGR
+25.8%
3Y CAGR
+20.2%
5Y CAGR
+15.7%
10Y CAGR
+20.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +47.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.8-1.0-4.710.1————————3.0%
20253.1-6.5-9.9-1.89.14.57.3-2.15.57.8-2.8-1.311.5%
20242.24.71.9-2.41.99.5-4.1-2.01.13.96.33.128.6%
20238.32.16.1-1.110.03.72.80.2-1.1-2.56.15.947.8%
2022-9.7-3.07.5-8.0-5.0-4.910.60.9-4.5-1.7-2.6-6.7-25.5%
20210.6-1.52.15.7-3.78.92.05.3-3.14.96.1-0.329.6%
20203.6-4.4-1.811.37.26.71.29.1-1.1-3.76.63.443.3%
20195.71.95.85.1-4.06.08.2-3.50.2-0.84.51.433.7%
20182.42.8-7.14.18.62.12.77.0-0.7-6.6-1.1-8.04.6%
20171.36.21.2-0.84.0-2.82.64.0-4.05.70.11.620.1%
2016———-5.55.46.58.02.13.15.3-1.53.329.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.4%. The dominant macroeconomic risk driver is QQQ.US, accounting for 52.4% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019449.931303439214
2016-05-019960.756030644348
2016-06-0110606.01175876561
2016-07-0111454.755127940833
2016-08-0111693.505218734923
2016-09-0112053.116026362488
2016-10-0112696.518364397907
2016-11-0112500.014555960011
2016-12-0112909.010742133316
2017-01-0113072.974443877332
2017-02-0113880.939927683788
2017-03-0114040.581438407718
2017-04-0113933.723761574449
2017-05-0114495.71637023001
2017-06-0114083.325582772119
2017-07-0114446.25019406226
2017-08-0115022.037585814953
2017-09-0114422.081932284902
2017-10-0115243.79829042968
2017-11-0115260.351754856214
2017-12-0115506.258285111351
2018-01-0115874.31801886213
2018-02-0116311.347538748205
2018-03-0115145.330214719475
2018-04-0115766.258150494532
2018-05-0117116.361500563526
2018-06-0117479.119148454178
2018-07-0117956.058288973672
2018-08-0119214.59205604112
2018-09-0119088.07371628167
2018-10-0117821.30767633981
2018-11-0117634.156571173557
2018-12-0116225.570608429356
2019-01-0117154.38552217831
2019-02-0117475.33377298068
2019-03-0118485.361996677442
2019-04-0119420.49206357443
2019-05-0118639.10032577408
2019-06-0119748.82042698226
2019-07-0121370.177085676027
2019-08-0120612.383621658566
2019-09-0120643.887123767487
2019-10-0120474.27378250819
2019-11-0121400.778187086635
2019-12-0121691.718999414912
2020-01-0122474.527517323208
2020-02-0121479.568531889174
2020-03-0121089.410717340696
2020-04-0123473.17387498224
2020-05-0125152.2306344583
2020-06-0126839.620973537563
2020-07-0127149.345237130903
2020-08-0129619.05903309637
2020-09-0129292.729137616974
2020-10-0128216.44961677082
2020-11-0130080.563074911388
2020-12-0131089.29069089028
2021-01-0131284.948120149722
2021-02-0130805.924758859357
2021-03-0131450.229635238105
2021-04-0133230.66056956157
2021-05-0132000.495577101006
2021-06-0134855.25064723093
2021-07-0135538.42193269756
2021-08-0137431.84028917125
2021-09-0136285.93854483318
2021-10-0138056.281200941165
2021-11-0140389.2384835137
2021-12-0140287.46940512702
2022-01-0136364.27920338169
2022-02-0135261.3472035826
2022-03-0137905.64291280355
2022-04-0134868.74866768231
2022-05-0133129.510343148606
2022-06-0131507.9216149647
2022-07-0134854.84982495615
2022-08-0135159.36271075223
2022-09-0133587.83216993245
2022-10-0133011.916630673644
2022-11-0132152.11802707403
2022-12-0129996.888121569944
2023-01-0132483.141204525717
2023-02-0133167.268709890326
2023-03-0135189.11825885446
2023-04-0134814.62114318504
2023-05-0138294.04052293928
2023-06-0139725.91533347952
2023-07-0140831.495760953454
2023-08-0140912.60790181748
2023-09-0140457.201534031636
2023-10-0139443.28098468709
2023-11-0141860.0416433972
2023-12-0144333.86896054465
2024-01-0145289.48170637916
2024-02-0147425.43649263552
2024-03-0148316.47913749653
2024-04-0147141.09878682026
2024-05-0148056.49978122013
2024-06-0152644.46088323528
2024-07-0150483.40997017604
2024-08-0149492.58584090084
2024-09-0150043.43484703434
2024-10-0151980.38770553101
2024-11-0155255.93555229297
2024-12-0156991.2124533829
2025-01-0158778.21167003138
2025-02-0154949.02557861387
2025-03-0149522.920599213336
2025-04-0148652.26648410166
2025-05-0153061.8415776662
2025-06-0155457.79733046584
2025-07-0159498.98908685652
2025-08-0158266.01324560703
2025-09-0161496.526397360794
2025-10-0166277.92361343262
2025-11-0164407.1813091618
2025-12-0163568.59586657811
2026-01-0163030.40386987299
2026-02-0162406.87196576196
2026-03-0159487.421262407646
2026-04-0165487.36733309196
Annual Return Matrix
YearAnnual Return
20170.20119648165610093
20180.04638851682282796
20190.33688481736018794
20200.4332331472544362
20210.29586325418906956
2022-0.25542883272404027
20230.4779489385989133
20240.28550053919505136
20250.1154104840035699
20260.030184266938050763
Total Factor Risk
0.1639203670465795
VTI.US Exposure
0.24480472422721308
VEA.US Exposure
0.022473806498304976
VWO.US Exposure
-0.010958998281052262
QQQ.US Exposure
0.5239391863907586
VTV.US Exposure
-0.06897178359243589
IJR.US Exposure
0.024806896886331864
QUAL.US Exposure
0.07519302931898289
SHV.US Exposure
0.009244723871011643
TLT.US Exposure
0.04086145654457345
LQD.US Exposure
-0.017867953063240228
HYG.US Exposure
-0.03234088538924996
GLD.US Exposure
-0.003061166780698867
USO.US Exposure
-0.0038796536241464015
VNQ.US Exposure
0.005035303852645017
BTC-USD.CC Exposure
-0.0020724173733786245
CPER.US Exposure
-0.001498735614735486
VIX.INDX Exposure
0.0014762911195084904
UUP.US Exposure
0.15256589297911366
TIP.US Exposure
-0.0037221695437953703
Idiosyncratic Exposure
0.04397245157428952
Value Score
40.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →23.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.01%
Market Cap$564.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.380.00%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco EQQQ NASDAQ-100 UCITS ETF a high-risk investment?

Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.LSE) has an annualized volatility of 16.4% and experienced a maximum drawdown of 25.7% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of EQQQ.LSE?

Over the past 10 years, EQQQ.LSE has generated a Compound Annual Growth Rate (CAGR) of 20.9%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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