EQAC.MI vs. EGLN.L
EQAC.MI (Invesco EQQQ NASDAQ-100 UCITS ETF Acc) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - EQAC.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, EQAC.MI returned 18.68%/yr vs 18.47%/yr for EGLN.L. At a 0.03 correlation, their price movements are largely independent. EQAC.MI charges 0.30%/yr vs 0.25%/yr for EGLN.L.
Performance
EQAC.MI vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, EQAC.MI achieves a 20.38% return, which is significantly higher than EGLN.L's -0.76% return.
EQAC.MI
- 1D
- -0.78%
- 1M
- 4.82%
- YTD
- 20.38%
- 6M
- 21.79%
- 1Y
- 38.55%
- 3Y*
- 24.54%
- 5Y*
- 18.68%
- 10Y*
- —
EGLN.L
- 1D
- 2.84%
- 1M
- -9.29%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
EQAC.MI vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EQAC.MI Invesco EQQQ NASDAQ-100 UCITS ETF Acc | 20.38% | 6.78% | 35.08% | 50.29% | -30.28% | 40.00% | 35.43% | 6.47% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 0.84% |
Correlation
The correlation between EQAC.MI and EGLN.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 29, 2019 | 0.03 |
The correlation between EQAC.MI and EGLN.L shifts across timeframes, from 0.02 (5 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EQAC.MI vs. EGLN.L — Risk / Return Rank
EQAC.MI
EGLN.L
EQAC.MI vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and iShares Physical Gold ETC (EGLN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQAC.MI | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.10 | +2.69 |
| Martin ratioReturn relative to average drawdown | 11.32 | 3.36 | +7.96 |
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Drawdowns
EQAC.MI vs. EGLN.L - Drawdown Comparison
The maximum EQAC.MI drawdown since its inception was -30.96%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for EQAC.MI and EGLN.L.
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Drawdown Indicators
| EQAC.MI | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.96% | -47.44% | +16.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.99% | -21.94% | +11.95% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -21.94% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -21.94% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -0.78% | -19.73% | +18.95% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -22.54% | +15.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 7.17% | -3.83% |
Volatility
EQAC.MI vs. EGLN.L - Volatility Comparison
The current volatility for Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) is 4.33%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that EQAC.MI experiences smaller price fluctuations and is considered to be less risky than EGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQAC.MI | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.72% | -2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 20.79% | -9.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 23.72% | -8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 17.26% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.22% | 16.00% | +5.22% |
EQAC.MI vs. EGLN.L - Expense Ratio Comparison
EQAC.MI has a 0.30% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
EQAC.MI vs. EGLN.L - Dividend Comparison
Neither EQAC.MI nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
EQAC.MI and EGLN.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.30% for EQAC.MI.
EQAC.MI is categorized as Nasdaq-100, while EGLN.L is Gold. EQAC.MI tracks NASDAQ-100 Index, while EGLN.L tracks LBMA Gold Price. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQAC.MI and 0.25% for EGLN.L.
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