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EQGB.L vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EQGB.L vs. IITU.L

Last updated Jun 5, 2026

EQGB.L (Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - EQGB.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, EQGB.L returned 16.35%/yr vs 25.50%/yr for IITU.L. Their correlation of 0.85 suggests significant overlap in exposure. EQGB.L charges 0.35%/yr vs 0.15%/yr for IITU.L.

Performance

EQGB.L vs. IITU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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, EQGB.L achieves a 18.86% return, which is significantly lower than IITU.L's 23.25% return.

EQGB.L

1D
-0.71%
1M
8.42%
YTD
18.86%
6M
18.41%
1Y
39.13%
3Y*
27.25%
5Y*
16.35%
10Y*
—

IITU.L

1D
-2.08%
1M
14.24%
YTD
23.25%
6M
22.00%
1Y
53.38%
3Y*
30.94%
5Y*
25.50%
10Y*
27.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQGB.L vs. IITU.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc		18.86%19.59%26.12%53.92%-35.07%27.68%45.43%34.93%-2.60%5.50%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		23.25%14.44%40.85%50.70%-20.63%35.67%38.34%44.21%4.28%3.65%

Correlation

The correlation between EQGB.L and IITU.L is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.85

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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.85

The correlation between EQGB.L and IITU.L has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

EQGB.L vs. IITU.L - Sectors Allocation Comparison

Sectors
EQGB.L
IITU.L

Technology

53.6%
99.6%

Communication Services

15.8%

-

Consumer Cyclical

12.2%

-

Consumer Defensive

7.7%

-

Healthcare

4.2%

-

Industrials

3.1%
0.0%

Utilities

1.4%

-

Basic Materials

1.1%

-

Energy

0.6%
0.1%

Financial Services

0.2%

-

Real Estate

0.1%

-

Technology

EQGB.L
53.6%
IITU.L
99.6%

Communication Services

EQGB.L
15.8%
IITU.L

-

Consumer Cyclical

EQGB.L
12.2%
IITU.L

-

Consumer Defensive

EQGB.L
7.7%
IITU.L

-

Healthcare

EQGB.L
4.2%
IITU.L

-

Industrials

EQGB.L
3.1%
IITU.L
0.0%

Utilities

EQGB.L
1.4%
IITU.L

-

Basic Materials

EQGB.L
1.1%
IITU.L

-

Energy

EQGB.L
0.6%
IITU.L
0.1%

Financial Services

EQGB.L
0.2%
IITU.L

-

Real Estate

EQGB.L
0.1%
IITU.L

-

Compare stocks, funds, or ETFs

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Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc

iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

Often compared with EQGB.L:
EQGB.L vs. EQQQ.LEQGB.L vs. CNX1.LEQGB.L vs. VWRP.LEQGB.L vs. QQQEQGB.L vs. XNAQ.LEQGB.L vs. WLDS.LEQGB.L vs. INTL.L
Often compared with IITU.L:
IITU.L vs. VGTIITU.L vs. CNX1.LIITU.L vs. VUAG.LIITU.L vs. XLKIITU.L vs. SMGB.LIITU.L vs. XLKQ.LIITU.L vs. QQQ

Return for Risk

EQGB.L vs. IITU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EQGB.L
EQGB.L Risk / Return Rank: 7373
Overall Rank
EQGB.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EQGB.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EQGB.L Omega Ratio Rank: 7272
Omega Ratio Rank
EQGB.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EQGB.L Martin Ratio Rank: 6868
Martin Ratio Rank
IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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.

EQGB.L vs. IITU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.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.

EQGB.LIITU.LDifference
Sharpe ratioReturn per unit of total volatility
2.46
2.71

-0.25

Sortino ratioReturn per unit of downside risk
3.41
3.46

-0.05

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.02

Calmar ratioReturn relative to maximum drawdown

3.44

3.17

+0.27

Martin ratioReturn relative to average drawdown

12.32

8.17

+4.15

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

EQGB.L vs. IITU.L - Sharpe Ratio Comparison

The current EQGB.L Sharpe Ratio is 2.46, which is comparable to the IITU.L Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of EQGB.L and IITU.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

EQGB.LIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.71

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

1.16

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.28

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.23

-0.31

Drawdowns

EQGB.L vs. IITU.L - Drawdown Comparison

The maximum EQGB.L drawdown since its inception was -36.77%, which is greater than IITU.L's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for EQGB.L and IITU.L.

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Drawdown Indicators

EQGB.LIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.77%

-28.03%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-16.76%

+5.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.76%

-28.03%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-36.77%

-28.03%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-28.03%

—

Current Drawdown

Current decline from peak

-0.81%

-2.89%

+2.08%

Average Drawdown

Average peak-to-trough decline

-7.52%

-5.14%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

6.51%

-3.34%

Volatility

EQGB.L vs. IITU.L - Volatility Comparison

The current volatility for Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) is 4.92%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.01%. This indicates that EQGB.L experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQGB.LIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

7.01%

-2.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

14.45%

-2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

19.60%

-3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.95%

21.94%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

21.31%

-0.06%

EQGB.L vs. IITU.L - Expense Ratio Comparison

EQGB.L has a 0.35% expense ratio, which is higher than IITU.L's 0.15% expense ratio.

Dividends

EQGB.L vs. IITU.L - Dividend Comparison

Neither EQGB.L nor IITU.L has paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EQGB.L and IITU.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.35% for EQGB.L.

EQGB.L is categorized as Nasdaq-100, while IITU.L is Technology Equities. EQGB.L tracks NASDAQ-100 Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for EQGB.L and 0.15% for IITU.L.

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