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CMB1.L vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CMB1.L vs. EQQQ.L

Last updated Jun 5, 2026

CMB1.L (iShares FTSE MIB UCITS ETF (Acc)) and EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - CMB1.L is a Europe Equities fund tracking the FTSE Italia AllShare TR EUR, while EQQQ.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CMB1.L returned 16.09%/yr vs 22.47%/yr for EQQQ.L. At a 0.44 correlation, their price movements are largely independent. CMB1.L charges 0.33%/yr vs 0.30%/yr for EQQQ.L.

Performance

CMB1.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMB1.L achieves a 13.66% return, which is significantly lower than EQQQ.L's 19.86% return. Over the past 10 years, CMB1.L has underperformed EQQQ.L with an annualized return of 16.09%, while EQQQ.L has yielded a comparatively higher 22.47% annualized return.

CMB1.L

1D
0.08%
1M
5.18%
YTD
13.66%
6M
17.10%
1Y
34.20%
3Y*
29.03%
5Y*
19.92%
10Y*
16.09%

EQQQ.L

1D
-0.63%
1M
9.63%
YTD
19.86%
6M
18.38%
1Y
41.62%
3Y*
24.65%
5Y*
18.87%
10Y*
22.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMB1.L vs. EQQQ.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)		13.66%43.83%13.25%30.68%-3.56%18.29%1.52%24.83%-12.74%21.01%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		19.86%11.54%28.55%47.79%-25.54%29.59%43.32%33.69%4.64%20.12%

Correlation

The correlation between CMB1.L and EQQQ.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.43

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

0.38

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

0.44

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

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.44

CMB1.L vs. EQQQ.L - Sectors Allocation Comparison

Sectors
CMB1.L
EQQQ.L

Financial Services

45.1%
0.2%

Utilities

17.2%
1.2%

Industrials

10.8%
2.8%

Consumer Cyclical

10.0%
11.6%

Energy

8.8%
0.5%

Technology

4.6%
57.9%

Healthcare

1.1%
3.7%

Communication Services

1.1%
14.5%

Basic Materials

0.6%
1.0%

Consumer Defensive

0.5%
6.6%

Real Estate

0.3%
0.0%

Financial Services

CMB1.L
45.1%
EQQQ.L
0.2%

Utilities

CMB1.L
17.2%
EQQQ.L
1.2%

Industrials

CMB1.L
10.8%
EQQQ.L
2.8%

Consumer Cyclical

CMB1.L
10.0%
EQQQ.L
11.6%

Energy

CMB1.L
8.8%
EQQQ.L
0.5%

Technology

CMB1.L
4.6%
EQQQ.L
57.9%

Healthcare

CMB1.L
1.1%
EQQQ.L
3.7%

Communication Services

CMB1.L
1.1%
EQQQ.L
14.5%

Basic Materials

CMB1.L
0.6%
EQQQ.L
1.0%

Consumer Defensive

CMB1.L
0.5%
EQQQ.L
6.6%

Real Estate

CMB1.L
0.3%
EQQQ.L
0.0%

Compare stocks, funds, or ETFs

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

iShares FTSE MIB UCITS ETF (Acc)

Invesco EQQQ NASDAQ-100 UCITS ETF

Often compared with CMB1.L:
CMB1.L vs. XDEM.LCMB1.L vs. IITU.LCMB1.L vs. H50E.LCMB1.L vs. SPYCMB1.L vs. X7PP.LCMB1.L vs. IQSA.LCMB1.L vs. XMBR.L
Often compared with EQQQ.L:
EQQQ.L vs. QQQEQQQ.L vs. QQQMEQQQ.L vs. EQGB.LEQQQ.L vs. CNX1.LEQQQ.L vs. EQQU.LEQQQ.L vs. CSPX.LEQQQ.L vs. XNAQ.L

Return for Risk

CMB1.L vs. EQQQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CMB1.L
CMB1.L Risk / Return Rank: 6868
Overall Rank
CMB1.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CMB1.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
CMB1.L Omega Ratio Rank: 6767
Omega Ratio Rank
CMB1.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CMB1.L Martin Ratio Rank: 6767
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: 8484
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6363
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.

CMB1.L vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) 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.

CMB1.LEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility
2.26
2.82

-0.56

Sortino ratioReturn per unit of downside risk
3.08
3.71

-0.64

Omega ratioGain probability vs. loss probability

1.40

1.50

-0.10

Calmar ratioReturn relative to maximum drawdown

3.30

3.78

-0.48

Martin ratioReturn relative to average drawdown

12.03

11.13

+0.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMB1.L vs. EQQQ.L - Sharpe Ratio Comparison

The current CMB1.L Sharpe Ratio is 2.26, which is comparable to the EQQQ.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of CMB1.L 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.

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Sharpe Ratios by Period

CMB1.LEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.82

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.99

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.16

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.92

-0.45

Drawdowns

CMB1.L vs. EQQQ.L - Drawdown Comparison

The maximum CMB1.L drawdown since its inception was -47.37%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for CMB1.L and EQQQ.L.

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Drawdown Indicators

CMB1.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.37%

-33.75%

-13.62%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-10.97%

+0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.62%

-24.09%

+8.47%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-27.76%

+3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-36.61%

-27.76%

-8.85%

Current Drawdown

Current decline from peak

-0.63%

-0.63%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.80%

-5.61%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.73%

-0.89%

Volatility

CMB1.L vs. EQQQ.L - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (CMB1.L) has a higher volatility of 4.47% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 4.15%. This indicates that CMB1.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CMB1.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.15%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

10.33%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

14.70%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

19.14%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

19.35%

+0.17%

CMB1.L vs. EQQQ.L - Expense Ratio Comparison

CMB1.L has a 0.33% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.

Dividends

CMB1.L vs. EQQQ.L - Dividend Comparison

CMB1.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.

PositionTTM20252024202320222021202020192018201720162015
CMB1.L
iShares FTSE MIB UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

CMB1.L and EQQQ.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.L is cheaper with a 0.30% expense ratio, compared with 0.33% for CMB1.L.

CMB1.L is categorized as Europe Equities, while EQQQ.L is Nasdaq-100. CMB1.L tracks FTSE Italia AllShare TR EUR, while EQQQ.L tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.33% for CMB1.L and 0.30% for EQQQ.L.

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