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500G.L vs. QQMG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


500G.LQQMG
YTD Return20.58%23.77%
1Y Return33.08%45.52%
3Y Return (Ann)11.72%11.10%
Sharpe Ratio2.962.59
Sortino Ratio4.093.31
Omega Ratio1.561.45
Calmar Ratio5.003.34
Martin Ratio20.3511.68
Ulcer Index1.58%4.05%
Daily Std Dev10.84%18.25%
Max Drawdown-25.52%-35.44%
Current Drawdown-0.41%-1.16%

Correlation

-0.50.00.51.00.6

The correlation between 500G.L and QQMG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

500G.L vs. QQMG - Performance Comparison

In the year-to-date period, 500G.L achieves a 20.58% return, which is significantly lower than QQMG's 23.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
15.83%
18.71%
500G.L
QQMG

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


500G.L vs. QQMG - Expense Ratio Comparison

500G.L has a 0.05% expense ratio, which is lower than QQMG's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


QQMG
Invesco ESG NASDAQ 100 ETF
Expense ratio chart for QQMG: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for 500G.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

500G.L vs. QQMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF C USD (500G.L) and Invesco ESG NASDAQ 100 ETF (QQMG). 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.


500G.L
Sharpe ratio
The chart of Sharpe ratio for 500G.L, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for 500G.L, currently valued at 4.49, compared to the broader market0.005.0010.004.49
Omega ratio
The chart of Omega ratio for 500G.L, currently valued at 1.63, compared to the broader market1.001.502.002.503.001.63
Calmar ratio
The chart of Calmar ratio for 500G.L, currently valued at 4.62, compared to the broader market0.005.0010.0015.004.62
Martin ratio
The chart of Martin ratio for 500G.L, currently valued at 20.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.18
QQMG
Sharpe ratio
The chart of Sharpe ratio for QQMG, currently valued at 2.08, compared to the broader market-2.000.002.004.006.002.08
Sortino ratio
The chart of Sortino ratio for QQMG, currently valued at 2.75, compared to the broader market0.005.0010.002.75
Omega ratio
The chart of Omega ratio for QQMG, currently valued at 1.38, compared to the broader market1.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for QQMG, currently valued at 2.65, compared to the broader market0.005.0010.0015.002.65
Martin ratio
The chart of Martin ratio for QQMG, currently valued at 9.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.24

500G.L vs. QQMG - Sharpe Ratio Comparison

The current 500G.L Sharpe Ratio is 2.96, which is comparable to the QQMG Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of 500G.L and QQMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.25
2.08
500G.L
QQMG

Dividends

500G.L vs. QQMG - Dividend Comparison

500G.L has not paid dividends to shareholders, while QQMG's dividend yield for the trailing twelve months is around 0.53%.


TTM202320222021
500G.L
Amundi S&P 500 UCITS ETF C USD
0.00%0.00%0.00%0.00%
QQMG
Invesco ESG NASDAQ 100 ETF
0.53%0.60%0.82%0.08%

Drawdowns

500G.L vs. QQMG - Drawdown Comparison

The maximum 500G.L drawdown since its inception was -25.52%, smaller than the maximum QQMG drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for 500G.L and QQMG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.40%
-1.16%
500G.L
QQMG

Volatility

500G.L vs. QQMG - Volatility Comparison

The current volatility for Amundi S&P 500 UCITS ETF C USD (500G.L) is 1.83%, while Invesco ESG NASDAQ 100 ETF (QQMG) has a volatility of 3.97%. This indicates that 500G.L experiences smaller price fluctuations and is considered to be less risky than QQMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
1.83%
3.97%
500G.L
QQMG