EQJS.L vs. EQQJ.L

Last updated Jul 18, 2026

EQJS.L (Invesco Nasdaq Next Generation 100 UCITS ETF Acc) and EQQJ.L (Invesco NASDAQ Next Generation 100 UCITS ETF Acc) are both Mid Cap Growth Equities funds from Invesco tracking the Nasdaq Next Generation 100 Index. Both are passively managed. Over the past 5 years, EQJS.L returned 6.90%/yr vs 6.87%/yr for EQQJ.L. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.

Performance

EQJS.L vs. EQQJ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) and Invesco NASDAQ Next Generation 100 UCITS ETF Acc (EQQJ.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

EQJS.L is traded in GBp, while EQQJ.L is traded in USD. To make them comparable, the EQQJ.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EQJS.L having a 17.96% return and EQQJ.L slightly higher at 18.25%.

EQJS.L

• 1D: -0.75%
• 1M: -2.78%
• 6M: 10.66%
• YTD: 17.96%
• 1Y: 34.80%
• 3Y*: 17.11%
• 5Y*: 6.90%
• 10Y*: —

EQQJ.L

• 1D: -0.80%
• 1M: -3.57%
• 6M: 10.60%
• YTD: 18.25%
• 1Y: 34.29%
• 3Y*: 17.02%
• 5Y*: 6.87%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EQJS.L vs. EQQJ.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EQJS.L Invesco Nasdaq Next Generation 100 UCITS ETF Acc	17.96%	12.27%	16.78%	8.31%	-20.39%	7,463.97%
EQQJ.L Invesco NASDAQ Next Generation 100 UCITS ETF Acc	18.25%	11.74%	16.95%	8.83%	-20.35%	4.37%

Correlation

The correlation between EQJS.L and EQQJ.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Mar 22, 2021	0.95

The correlation between EQJS.L and EQQJ.L has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

EQJS.L vs. EQQJ.L - Sectors Allocation Comparison

Sectors	EQJS.L	EQQJ.L
Technology	34.0%	40.4%
Healthcare	23.6%	18.7%
Industrials	13.4%	11.1%
Consumer Cyclical	11.8%	11.3%
Communication Services	6.1%	7.7%
Consumer Defensive	3.0%	2.6%
Utilities	2.7%	2.6%
Basic Materials	2.4%	2.6%
Financial Services	2.0%	2.0%
Energy	1.1%	1.1%
Real Estate	-	-

Return for Risk

EQJS.L vs. EQQJ.L — Risk / Return Rank

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

EQJS.L

EQJS.L Risk / Return Rank: 83
EQJS.L Sharpe Ratio Rank: 84
EQJS.L Sortino Ratio Rank: 83
EQJS.L Omega Ratio Rank: 79
EQJS.L Calmar Ratio Rank: 86
EQJS.L Martin Ratio Rank: 82

EQQJ.L

EQQJ.L Risk / Return Rank: 79
EQQJ.L Sharpe Ratio Rank: 80
EQQJ.L Sortino Ratio Rank: 81
EQQJ.L Omega Ratio Rank: 73
EQQJ.L Calmar Ratio Rank: 79
EQQJ.L Martin Ratio Rank: 83

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.

EQJS.L vs. EQQJ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) and Invesco NASDAQ Next Generation 100 UCITS ETF Acc (EQQJ.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.

	EQJS.L	EQQJ.L	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.93	+0.17
Sortino ratio: Return per unit of downside risk	2.91	2.71	+0.20
Omega ratio: Gain probability vs. loss probability	1.36	1.32	+0.03
Calmar ratio: Return relative to maximum drawdown	3.68	3.55	+0.14
Martin ratio: Return relative to average drawdown	11.97	11.55	+0.42

EQJS.L vs. EQQJ.L - Sharpe Ratio Comparison

The current EQJS.L Sharpe Ratio is 2.10, which is comparable to the EQQJ.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EQJS.L and EQQJ.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.

Drawdowns

EQJS.L vs. EQQJ.L - Drawdown Comparison

The maximum EQJS.L drawdown since its inception was -32.10%, roughly equal to the maximum EQQJ.L drawdown of -32.00%. Use the drawdown chart below to compare losses from any high point for EQJS.L and EQQJ.L.

Drawdown Indicators

	EQJS.L	EQQJ.L	Difference
Max Drawdown Largest peak-to-trough decline	-32.10%	-32.00%	-0.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.40%	-9.62%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	-24.83%	-25.04%	+0.21%
Max Drawdown (5Y) Largest decline over 5 years	-32.10%	-32.00%	-0.10%
Current Drawdown Current decline from peak	-5.70%	-5.73%	+0.03%
Average Drawdown Average peak-to-trough decline	-13.10%	-13.11%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.96%	-0.06%

Volatility

EQJS.L vs. EQQJ.L - Volatility Comparison

Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) and Invesco NASDAQ Next Generation 100 UCITS ETF Acc (EQQJ.L) have volatilities of 5.16% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EQJS.L	EQQJ.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	5.09%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	13.25%	14.45%	-1.20%
Volatility (1Y) Calculated over the trailing 1-year period	16.57%	17.75%	-1.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.27%	20.21%	+3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3,111.25%	20.15%	+3,091.10%

EQJS.L vs. EQQJ.L - Expense Ratio Comparison

Both EQJS.L and EQQJ.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EQJS.L vs. EQQJ.L - Dividend Comparison

Neither EQJS.L nor EQQJ.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EQJS.L and EQQJ.L in my portfolio?

With a correlation of 0.97, EQJS.L and EQQJ.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, EQJS.L or EQQJ.L?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EQJS.L or EQQJ.L?

EQJS.L and EQQJ.L have the same expense ratio: 0.25% per year.

What is the main difference between EQJS.L and EQQJ.L?

Both ETFs track Nasdaq Next Generation 100 Index.