Invesco EQQQ NASDAQ-100 UCITS ETF

10-Year Study

EQQQ.XETRA · · DE · ETF

Executive Summary: Invesco EQQQ NASDAQ-100 UCITS ETF has compounded at 19.3% annually over the last 10 years, with a maximum drawdown of 30.1% and an annualized volatility of 17.2%.

1Y CAGR
+21.4%
3Y CAGR
+19.8%
5Y CAGR
+15.6%
10Y CAGR
+19.3%

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 →
30.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.94
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +51.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.1%
% 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.
2026-0.3-2.4-4.110.5————————3.1%
20253.0-5.3-11.2-3.210.02.66.4-2.34.77.2-2.6-0.76.9%
20243.94.51.9-2.32.110.1-3.6-1.82.32.57.92.733.7%
20239.12.85.9-1.012.04.12.90.3-2.4-3.17.45.251.3%
2022-9.9-3.26.6-7.5-6.3-6.214.0-2.2-6.30.5-3.0-9.3-30.1%
20212.00.54.03.3-3.29.92.64.9-3.46.85.11.939.4%
20204.1-6.8-4.313.03.45.82.110.3-3.1-2.87.13.234.6%
20199.23.85.15.3-6.74.66.4-2.51.72.05.82.642.9%
20183.91.4-6.34.18.71.31.86.7-0.3-6.3-1.0-9.43.1%
20170.76.91.20.50.6-3.60.80.70.26.3-0.21.015.8%
2016———-4.67.9-2.47.11.01.51.34.42.119.3%

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 17.2%. The dominant macroeconomic risk driver is QQQ.US, accounting for 74.8% of variance. Idiosyncratic stock-specific factors contribute 2.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019540.127711475208
2016-05-0110296.800249808779
2016-06-0110050.973612315485
2016-07-0110769.304419635231
2016-08-0110874.036968653132
2016-09-0111041.95068452611
2016-10-0111184.818241263492
2016-11-0111681.487276181233
2016-12-0111926.72638431166
2017-01-0112014.692586141053
2017-02-0112841.291998829292
2017-03-0113001.110865702754
2017-04-0113070.461090867944
2017-05-0113146.27413902468
2017-06-0112679.199175718064
2017-07-0112776.402644752545
2017-08-0112866.806005420502
2017-09-0112887.750339189406
2017-10-0113693.296616374879
2017-11-0113670.796417811714
2017-12-0113812.630358077384
2018-01-0114345.258366037322
2018-02-0114540.274593815924
2018-03-0113630.158970213348
2018-04-0114186.614557889594
2018-05-0115419.229400839731
2018-06-0115623.341453569405
2018-07-0115911.502845709349
2018-08-0116984.179139878772
2018-09-0116933.8365776197
2018-10-0115874.553776888988
2018-11-0115716.606299837991
2018-12-0114243.539625047464
2019-01-0115551.641110952743
2019-02-0116142.391005143056
2019-03-0116961.450457674495
2019-04-0117866.06071354353
2019-05-0116665.553262256784
2019-06-0117431.354266061582
2019-07-0118546.876683026818
2019-08-0118091.76991044529
2019-09-0118400.22282595095
2019-10-0118762.706682493692
2019-11-0119841.715237574026
2019-12-0120349.514689866093
2020-01-0121175.298089550357
2020-02-0119740.268500918828
2020-03-0118893.29052347778
2020-04-0121346.91106437472
2020-05-0122064.50201990419
2020-06-0123349.330814935864
2020-07-0123833.67261340677
2020-08-0126292.613559089677
2020-09-0125485.924863698623
2020-10-0124777.386212426678
2020-11-0126530.073343248794
2020-12-0127385.614017144973
2021-01-0127929.590045946974
2021-02-0128068.257855757187
2021-03-0129204.256759035707
2021-04-0130170.263833324443
2021-05-0129214.93020912781
2021-06-0132097.218701277223
2021-07-0132930.49854042474
2021-08-0134532.95223712685
2021-09-0133365.53139310828
2021-10-0135642.63200098356
2021-11-0137470.74049372051
2021-12-0138184.42546700424
2022-01-0134402.890644465304
2022-02-0133290.36027518134
2022-03-0135494.672523101326
2022-04-0132849.97437719168
2022-05-0130794.17649599664
2022-06-0128874.533104559556
2022-07-0132922.12080691718
2022-08-0132209.099524210018
2022-09-0130175.9976846991
2022-10-0130331.682085685716
2022-11-0129413.678336377965
2022-12-0126689.163238505367
2023-01-0129118.869158298905
2023-02-0129925.18792779481
2023-03-0131685.219175652783
2023-04-0131378.430926675246
2023-05-0135151.381292412276
2023-06-0136605.01597753461
2023-07-0137666.43129224907
2023-08-0137790.345586947275
2023-09-0136901.51158248857
2023-10-0135741.93534348163
2023-11-0138400.86475618075
2023-12-0140386.97512683562
2024-01-0141941.98038739945
2024-02-0143837.14338871704
2024-03-0144691.18259868589
2024-04-0143652.85501189747
2024-05-0144577.6153488782
2024-06-0149070.49590742278
2024-07-0147289.74880943703
2024-08-0146461.62617247468
2024-09-0147508.85374109322
2024-10-0148689.94008288516
2024-11-0152547.42939583484
2024-12-0153985.62511492183
2025-01-0155601.51582575619
2025-02-0152630.02079201134
2025-03-0146747.50272820347
2025-04-0145265.786315570724
2025-05-0149797.79197761295
2025-06-0151115.348334191054
2025-07-0154402.07463146132
2025-08-0153168.87225914831
2025-09-0155669.94123618354
2025-10-0159682.09221382152
2025-11-0158148.99962245798
2025-12-0157730.19998846701
2026-01-0157545.23704089748
2026-02-0156141.69467404632
2026-03-0153851.41817620005
2026-04-0159492.788077070785
Annual Return Matrix
YearAnnual Return
20170.15812419208731332
20180.031196756577076767
20190.4286838261804804
20200.34576251249779455
20210.3943242405701981
2022-0.30104583447070865
20230.5132349697860872
20240.33670880142371495
20250.06936244353147591
20260.030531473803241393
Total Factor Risk
0.17185124738572768
VTI.US Exposure
0.052381012498904145
VEA.US Exposure
-0.0016559464155900601
VWO.US Exposure
-0.0006808923055700177
QQQ.US Exposure
0.74759823939401
VTV.US Exposure
-0.012355656006956197
IJR.US Exposure
0.02922524275336847
QUAL.US Exposure
-0.023764217382511416
SHV.US Exposure
0.006000583671037058
TLT.US Exposure
0.01607280684332822
LQD.US Exposure
-0.009565928462091821
HYG.US Exposure
-0.02446300186730162
GLD.US Exposure
-0.0007354915992200311
USO.US Exposure
-0.0017695132610446582
VNQ.US Exposure
0.006895551111881299
BTC-USD.CC Exposure
0.00022537078960117472
CPER.US Exposure
0.0009098355986343059
VIX.INDX Exposure
-0.0017490614998575441
UUP.US Exposure
0.17533338145610564
TIP.US Exposure
0.01597798647617822
Idiosyncratic Exposure
0.026119698207094873
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
17.2%

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
$35
Avg Yield on Cost
0.35%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$35.020.35%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 →
+5.7%
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 →
+6.4%
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 →
0.6% 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.XETRA) has an annualized volatility of 17.2% and experienced a maximum drawdown of 30.1% over the last 10 years. Its primary macro risk driver is QQQ.US.

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

Over the past 10 years, EQQQ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.3%. 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.

Run a Full Backtest on Invesco EQQQ NASDAQ-100 UCITS ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest