PortfoliosLab logoPortfoliosLab logo
CHSPI.SW vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHSPI.SW vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Core SPI® ETF (CH) (CHSPI.SW) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CHSPI.SW is traded in CHF, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHSPI.SW achieves a 2.84% return, which is significantly lower than EQQQ.L's 19.99% return. Over the past 10 years, CHSPI.SW has underperformed EQQQ.L with an annualized return of 7.78%, while EQQQ.L has yielded a comparatively higher 19.19% annualized return.


CHSPI.SW

1D
-0.59%
1M
1.86%
YTD
2.84%
6M
5.90%
1Y
11.09%
3Y*
7.41%
5Y*
4.57%
10Y*
7.78%

EQQQ.L

1D
0.52%
1M
12.05%
YTD
19.99%
6M
18.28%
1Y
36.04%
3Y*
22.70%
5Y*
14.79%
10Y*
19.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHSPI.SW vs. EQQQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHSPI.SW
iShares Core SPI® ETF (CH)
2.84%17.87%5.72%5.96%-16.46%23.33%4.07%30.42%-8.30%19.00%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
19.99%4.81%36.37%41.66%-32.59%32.19%35.26%36.69%-0.32%25.97%

Correlation

The correlation between CHSPI.SW and EQQQ.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.53

Over the past year, the correlation between CHSPI.SW and EQQQ.L has dropped to 0.28 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

CHSPI.SW vs. EQQQ.L — Risk / Return Rank

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

CHSPI.SW
CHSPI.SW Risk / Return Rank: 2626
Overall Rank
CHSPI.SW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
CHSPI.SW Sortino Ratio Rank: 2525
Sortino Ratio Rank
CHSPI.SW Omega Ratio Rank: 2727
Omega Ratio Rank
CHSPI.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
CHSPI.SW Martin Ratio Rank: 2727
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 7878
Overall Rank
EQQQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6262
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.

CHSPI.SW vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core SPI® ETF (CH) (CHSPI.SW) 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.


CHSPI.SWEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.18

1.39

-0.20

Calmar ratioReturn relative to maximum drawdown

1.07

3.17

-2.10

Martin ratioReturn relative to average drawdown

3.88

8.93

-5.05

CHSPI.SW vs. EQQQ.L - Sharpe Ratio Comparison

The current CHSPI.SW Sharpe Ratio is 0.95, which is lower than the EQQQ.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of CHSPI.SW and EQQQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CHSPI.SWEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.27

-1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.72

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.94

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.63

-0.17

Drawdowns

CHSPI.SW vs. EQQQ.L - Drawdown Comparison

The maximum CHSPI.SW drawdown since its inception was -26.58%, smaller than the maximum EQQQ.L drawdown of -52.57%. Use the drawdown chart below to compare losses from any high point for CHSPI.SW and EQQQ.L.


Loading charts...

Drawdown Indicators


CHSPI.SWEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.58%

-52.57%

+25.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.31%

+0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-26.36%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-35.46%

+13.71%

Max Drawdown (10Y)

Largest decline over 10 years

-26.58%

-35.46%

+8.88%

Current Drawdown

Current decline from peak

-2.49%

0.00%

-2.49%

Average Drawdown

Average peak-to-trough decline

-5.61%

-9.76%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.03%

-1.15%

Volatility

CHSPI.SW vs. EQQQ.L - Volatility Comparison

The current volatility for iShares Core SPI® ETF (CH) (CHSPI.SW) is 3.42%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 3.72%. This indicates that CHSPI.SW 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.


Loading charts...

Volatility by Period


CHSPI.SWEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.72%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

10.87%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

15.95%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

20.61%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.30%

20.33%

-6.03%

CHSPI.SW vs. EQQQ.L - Expense Ratio Comparison

CHSPI.SW has a 0.10% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.


Dividends

CHSPI.SW vs. EQQQ.L - Dividend Comparison

CHSPI.SW's dividend yield for the trailing twelve months is around 2.92%, more than EQQQ.L's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CHSPI.SW
iShares Core SPI® ETF (CH)
2.92%2.65%2.98%2.94%2.84%2.27%2.59%2.66%3.85%2.71%3.15%2.67%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%

Frequently Asked Questions


CHSPI.SW and EQQQ.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHSPI.SW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHSPI.SW is cheaper with a 0.10% expense ratio, compared with 0.30% for EQQQ.L.

CHSPI.SW is categorized as Europe Equities, while EQQQ.L is Nasdaq-100. CHSPI.SW tracks Swiss Performance Index, while EQQQ.L tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.10% for CHSPI.SW and 0.30% for EQQQ.L.

Portfolio Optimizer

Find the right allocation for CHSPI.SW and EQQQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer