EQGB.L vs. WLDS.L
Compare and contrast key facts about Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L).
EQGB.L and WLDS.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. WLDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Inde. It was launched on Mar 27, 2018. Both EQGB.L and WLDS.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 WLDS.L.
Performance
EQGB.L vs. WLDS.L - Performance Comparison
Returns By Period
In the year-to-date period, EQGB.L achieves a 21.16% return, which is significantly higher than WLDS.L's 9.72% return.
EQGB.L
21.16%
0.60%
10.45%
29.65%
18.62%
N/A
WLDS.L
9.72%
1.81%
6.38%
-2.11%
8.20%
N/A
Key characteristics
| EQGB.L | WLDS.L | |
|---|---|---|
| Sharpe Ratio | 1.79 | 1.53 |
| Sortino Ratio | 2.43 | 2.21 |
| Omega Ratio | 1.33 | 1.28 |
| Calmar Ratio | 2.44 | 1.05 |
| Martin Ratio | 8.54 | 7.62 |
| Ulcer Index | 3.47% | 2.68% |
| Daily Std Dev | 16.54% | 31.85% |
| Max Drawdown | -36.77% | -33.26% |
| Current Drawdown | -2.92% | -2.11% |
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EQGB.L vs. WLDS.L - Expense Ratio Comparison
Both EQGB.L and WLDS.L have an expense ratio of 0.35%.
Correlation
The correlation between EQGB.L and WLDS.L is 0.74, 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.
Risk-Adjusted Performance
EQGB.L vs. WLDS.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 iShares MSCI World Small Cap UCITS ETF (WLDS.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. WLDS.L - Dividend Comparison
Neither EQGB.L nor WLDS.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% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQGB.L vs. WLDS.L - Drawdown Comparison
The maximum EQGB.L drawdown since its inception was -36.77%, which is greater than WLDS.L's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for EQGB.L and WLDS.L. For additional features, visit the drawdowns tool.
Volatility
EQGB.L vs. WLDS.L - Volatility Comparison
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) has a higher volatility of 6.31% compared to iShares MSCI World Small Cap UCITS ETF (WLDS.L) at 4.36%. This indicates that EQGB.L's price experiences larger fluctuations and is considered to be riskier than WLDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.