EBIZ vs. USNQX
Compare and contrast key facts about Global X E-commerce ETF (EBIZ) and USAA Nasdaq 100 Index Fund (USNQX).
EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018. USNQX is managed by Victory Capital. It was launched on Oct 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBIZ or USNQX.
Key characteristics
| EBIZ | USNQX | |
|---|---|---|
| YTD Return | 31.46% | 25.67% |
| 1Y Return | 53.82% | 33.94% |
| 3Y Return (Ann) | -4.86% | 6.09% |
| 5Y Return (Ann) | 10.68% | 18.45% |
| Sharpe Ratio | 2.57 | 1.91 |
| Sortino Ratio | 3.44 | 2.56 |
| Omega Ratio | 1.42 | 1.35 |
| Calmar Ratio | 1.06 | 2.47 |
| Martin Ratio | 13.64 | 8.97 |
| Ulcer Index | 4.00% | 3.74% |
| Daily Std Dev | 21.21% | 17.52% |
| Max Drawdown | -61.58% | -74.36% |
| Current Drawdown | -25.45% | -0.23% |
Correlation
The correlation between EBIZ and USNQX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EBIZ vs. USNQX - Performance Comparison
In the year-to-date period, EBIZ achieves a 31.46% return, which is significantly higher than USNQX's 25.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBIZ vs. USNQX - Expense Ratio Comparison
EBIZ has a 0.50% expense ratio, which is higher than USNQX's 0.42% expense ratio.
Risk-Adjusted Performance
EBIZ vs. USNQX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and USAA Nasdaq 100 Index Fund (USNQX). 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.
Dividends
EBIZ vs. USNQX - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.21%, less than USNQX's 0.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.21% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USNQX USAA Nasdaq 100 Index Fund | 0.46% | 0.58% | 0.28% | 0.24% | 0.37% | 0.55% | 0.65% | 0.46% | 0.50% | 0.62% | 0.21% | 0.28% |
Drawdowns
EBIZ vs. USNQX - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum USNQX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for EBIZ and USNQX. For additional features, visit the drawdowns tool.
Volatility
EBIZ vs. USNQX - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 4.69%, while USAA Nasdaq 100 Index Fund (USNQX) has a volatility of 5.10%. This indicates that EBIZ experiences smaller price fluctuations and is considered to be less risky than USNQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.