EQGB.L vs. CYSE.L
Compare and contrast key facts about Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L).
EQGB.L and CYSE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQGB.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 17, 2017. CYSE.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jan 25, 2021. Both EQGB.L and CYSE.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQGB.L or CYSE.L.
Performance
EQGB.L vs. CYSE.L - Performance Comparison
Returns By Period
In the year-to-date period, EQGB.L achieves a 21.16% return, which is significantly higher than CYSE.L's 6.24% return.
EQGB.L
21.16%
0.60%
10.45%
29.65%
18.62%
N/A
CYSE.L
6.24%
4.58%
10.13%
23.62%
N/A
N/A
Key characteristics
| EQGB.L | CYSE.L | |
|---|---|---|
| Sharpe Ratio | 1.79 | 1.04 |
| Sortino Ratio | 2.43 | 1.55 |
| Omega Ratio | 1.33 | 1.20 |
| Calmar Ratio | 2.44 | 1.01 |
| Martin Ratio | 8.54 | 1.96 |
| Ulcer Index | 3.47% | 12.03% |
| Daily Std Dev | 16.54% | 22.82% |
| Max Drawdown | -36.77% | -46.67% |
| Current Drawdown | -2.92% | -5.67% |
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EQGB.L vs. CYSE.L - Expense Ratio Comparison
EQGB.L has a 0.35% expense ratio, which is lower than CYSE.L's 0.45% expense ratio.
Correlation
The correlation between EQGB.L and CYSE.L is 0.68, 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.
Risk-Adjusted Performance
EQGB.L vs. CYSE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.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.
Dividends
EQGB.L vs. CYSE.L - Dividend Comparison
Neither EQGB.L nor CYSE.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
EQGB.L Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% |
CYSE.L WisdomTree Cybersecurity UCITS ETF USD Acc | 0.00% | 0.00% | 0.24% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQGB.L vs. CYSE.L - Drawdown Comparison
The maximum EQGB.L drawdown since its inception was -36.77%, smaller than the maximum CYSE.L drawdown of -46.67%. Use the drawdown chart below to compare losses from any high point for EQGB.L and CYSE.L. For additional features, visit the drawdowns tool.
Volatility
EQGB.L vs. CYSE.L - Volatility Comparison
The current volatility for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) is 6.31%, while WisdomTree Cybersecurity UCITS ETF USD Acc (CYSE.L) has a volatility of 7.94%. This indicates that EQGB.L experiences smaller price fluctuations and is considered to be less risky than CYSE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.