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EMQQ.L vs. PNQI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMQQ.L vs. PNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQQ.L) and Invesco NASDAQ Internet ETF (PNQI). The values are adjusted to include any dividend payments, if applicable.

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EMQQ.L vs. PNQI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMQQ.L
EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating
-18.55%18.91%13.12%4.40%-31.74%-32.94%82.79%30.21%-9.00%
PNQI
Invesco NASDAQ Internet ETF
-17.01%15.56%29.44%60.69%-47.92%-5.57%61.36%28.76%-13.93%

Returns By Period

In the year-to-date period, EMQQ.L achieves a -18.55% return, which is significantly lower than PNQI's -17.01% return.


EMQQ.L

1D
2.32%
1M
-6.63%
YTD
-18.55%
6M
-27.40%
1Y
-12.59%
3Y*
1.91%
5Y*
-12.55%
10Y*

PNQI

1D
0.09%
1M
-5.14%
YTD
-17.01%
6M
-19.24%
1Y
0.81%
3Y*
16.69%
5Y*
-1.01%
10Y*
11.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMQQ.L vs. PNQI - Expense Ratio Comparison

EMQQ.L has a 0.86% expense ratio, which is higher than PNQI's 0.62% expense ratio.


Return for Risk

EMQQ.L vs. PNQI — Risk / Return Rank

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

EMQQ.L
EMQQ.L Risk / Return Rank: 44
Overall Rank
EMQQ.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EMQQ.L Sortino Ratio Rank: 33
Sortino Ratio Rank
EMQQ.L Omega Ratio Rank: 33
Omega Ratio Rank
EMQQ.L Calmar Ratio Rank: 66
Calmar Ratio Rank
EMQQ.L Martin Ratio Rank: 33
Martin Ratio Rank

PNQI
PNQI Risk / Return Rank: 1313
Overall Rank
PNQI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PNQI Sortino Ratio Rank: 1313
Sortino Ratio Rank
PNQI Omega Ratio Rank: 1313
Omega Ratio Rank
PNQI Calmar Ratio Rank: 1313
Calmar Ratio Rank
PNQI Martin Ratio Rank: 1313
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.

EMQQ.L vs. PNQI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQQ.L) and Invesco NASDAQ Internet ETF (PNQI). 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.


EMQQ.LPNQIDifference

Sharpe ratio

Return per unit of total volatility

-0.57

0.03

-0.60

Sortino ratio

Return per unit of downside risk

-0.68

0.22

-0.90

Omega ratio

Gain probability vs. loss probability

0.92

1.03

-0.11

Calmar ratio

Return relative to maximum drawdown

-0.40

0.06

-0.46

Martin ratio

Return relative to average drawdown

-1.10

0.17

-1.28

EMQQ.L vs. PNQI - Sharpe Ratio Comparison

The current EMQQ.L Sharpe Ratio is -0.57, which is lower than the PNQI Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of EMQQ.L and PNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMQQ.LPNQIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

0.03

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.04

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.51

-0.46

Correlation

The correlation between EMQQ.L and PNQI is 0.52, 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.


Dividends

EMQQ.L vs. PNQI - Dividend Comparison

EMQQ.L has not paid dividends to shareholders, while PNQI's dividend yield for the trailing twelve months is around 0.02%.


TTM202520242023202220212020201920182017
EMQQ.L
EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PNQI
Invesco NASDAQ Internet ETF
0.02%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%

Drawdowns

EMQQ.L vs. PNQI - Drawdown Comparison

The maximum EMQQ.L drawdown since its inception was -73.83%, which is greater than PNQI's maximum drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for EMQQ.L and PNQI.


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Drawdown Indicators


EMQQ.LPNQIDifference

Max Drawdown

Largest peak-to-trough decline

-73.83%

-59.70%

-14.13%

Max Drawdown (1Y)

Largest decline over 1 year

-30.49%

-24.85%

-5.64%

Max Drawdown (5Y)

Largest decline over 5 years

-68.16%

-59.56%

-8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-59.70%

Current Drawdown

Current decline from peak

-58.36%

-21.57%

-36.79%

Average Drawdown

Average peak-to-trough decline

-37.86%

-12.93%

-24.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

8.43%

+2.68%

Volatility

EMQQ.L vs. PNQI - Volatility Comparison

EMQQ Emerging Markets Internet & Ecommerce UCITS ETF - Accumulating (EMQQ.L) has a higher volatility of 8.05% compared to Invesco NASDAQ Internet ETF (PNQI) at 7.31%. This indicates that EMQQ.L's price experiences larger fluctuations and is considered to be riskier than PNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMQQ.LPNQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

7.31%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

14.01%

+1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.05%

23.46%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.92%

26.87%

+6.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.52%

25.25%

+7.27%