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EQJS.L vs. IS15.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EQJS.L vs. IS15.L

Last updated Jun 4, 2026

EQJS.L (Invesco Nasdaq Next Generation 100 UCITS ETF Acc) and IS15.L (iShares GBP Corporate Bond 0-5yr UCITS ETF) are both exchange-traded funds - EQJS.L is a Mid Cap Growth Equities fund tracking the Nasdaq Next Generation 100 Index, while IS15.L is a European Corporate Bonds fund tracking the Markit iBoxx GBP NonGilts 1-5 TR. Both are passively managed. Over the past 5 years, EQJS.L returned 8.68%/yr vs 2.37%/yr for IS15.L. At a 0.17 correlation, their price movements are largely independent. EQJS.L charges 0.25%/yr vs 0.20%/yr for IS15.L.

Performance

EQJS.L vs. IS15.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 iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQJS.L is traded in GBp, while IS15.L is traded in GBP. To make them comparable, the IS15.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQJS.L achieves a 22.58% return, which is significantly higher than IS15.L's 0.78% return.

EQJS.L

1D
-0.36%
1M
13.65%
YTD
22.58%
6M
23.09%
1Y
47.91%
3Y*
19.20%
5Y*
8.68%
10Y*
—

IS15.L

1D
0.20%
1M
0.86%
YTD
0.78%
6M
1.25%
1Y
4.78%
3Y*
6.15%
5Y*
2.37%
10Y*
2.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQJS.L vs. IS15.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EQJS.L
Invesco Nasdaq Next Generation 100 UCITS ETF Acc		22.58%12.27%16.78%8.31%-20.39%10.77%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		0.78%6.24%4.89%7.16%-6.09%-0.18%

Correlation

The correlation between EQJS.L and IS15.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.19

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

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2021

0.17

EQJS.L vs. IS15.L - Sectors Allocation Comparison

Sectors
EQJS.L
IS15.L

Technology

38.3%
5.9%

Healthcare

19.4%

-

Consumer Cyclical

12.7%
17.6%

Industrials

11.3%
25.2%

Communication Services

7.4%
3.9%

Utilities

2.8%
1.5%

Basic Materials

2.7%
2.8%

Consumer Defensive

2.6%
8.5%

Financial Services

1.7%
28.6%

Energy

1.2%

-

Real Estate

-

6.0%

Technology

EQJS.L
38.3%
IS15.L
5.9%

Healthcare

EQJS.L
19.4%
IS15.L

-

Consumer Cyclical

EQJS.L
12.7%
IS15.L
17.6%

Industrials

EQJS.L
11.3%
IS15.L
25.2%

Communication Services

EQJS.L
7.4%
IS15.L
3.9%

Utilities

EQJS.L
2.8%
IS15.L
1.5%

Basic Materials

EQJS.L
2.7%
IS15.L
2.8%

Consumer Defensive

EQJS.L
2.6%
IS15.L
8.5%

Financial Services

EQJS.L
1.7%
IS15.L
28.6%

Energy

EQJS.L
1.2%
IS15.L

-

Real Estate

EQJS.L

-

IS15.L
6.0%

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Invesco Nasdaq Next Generation 100 UCITS ETF Acc

iShares GBP Corporate Bond 0-5yr UCITS ETF

Often compared with EQJS.L:
EQJS.L vs. EQQQ.LEQJS.L vs. QQQEQJS.L vs. VWRA.LEQJS.L vs. QQQMEQJS.L vs. EQGB.LEQJS.L vs. SPXP.LEQJS.L vs. EQQU.L
Often compared with IS15.L:
IS15.L vs. ERNS.LIS15.L vs. GHYS.LIS15.L vs. SWDA.LIS15.L vs. IGLS.LIS15.L vs. IEAA.LIS15.L vs. SUSS.LIS15.L vs. JRBE.L

Return for Risk

EQJS.L vs. IS15.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: 8787
Overall Rank
EQJS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EQJS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EQJS.L Omega Ratio Rank: 8686
Omega Ratio Rank
EQJS.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
EQJS.L Martin Ratio Rank: 8484
Martin Ratio Rank
IS15.L
IS15.L Risk / Return Rank: 5656
Overall Rank
IS15.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IS15.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
IS15.L Omega Ratio Rank: 6565
Omega Ratio Rank
IS15.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
IS15.L Martin Ratio Rank: 5555
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.

EQJS.L vs. IS15.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 iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.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.

EQJS.LIS15.LDifference
Sharpe ratioReturn per unit of total volatility
3.06
1.85

+1.22

Sortino ratioReturn per unit of downside risk
4.12
2.69

+1.43

Omega ratioGain probability vs. loss probability

1.52

1.40

+0.13

Calmar ratioReturn relative to maximum drawdown

5.07

2.45

+2.62

Martin ratioReturn relative to average drawdown

17.34

9.45

+7.90

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

EQJS.L vs. IS15.L - Sharpe Ratio Comparison

The current EQJS.L Sharpe Ratio is 3.06, which is higher than the IS15.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EQJS.L and IS15.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

EQJS.LIS15.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

1.85

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.72

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.73

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.88

-0.42

Drawdowns

EQJS.L vs. IS15.L - Drawdown Comparison

The maximum EQJS.L drawdown since its inception was -32.10%, which is greater than IS15.L's maximum drawdown of -12.18%. Use the drawdown chart below to compare losses from any high point for EQJS.L and IS15.L.

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Drawdown Indicators

EQJS.LIS15.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-12.18%

-19.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-1.94%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.83%

-1.94%

-22.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

-12.18%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-12.18%

—

Current Drawdown

Current decline from peak

-0.36%

-0.12%

-0.24%

Average Drawdown

Average peak-to-trough decline

-13.46%

-1.12%

-12.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

0.50%

+2.25%

Volatility

EQJS.L vs. IS15.L - Volatility Comparison

Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) has a higher volatility of 5.92% compared to iShares GBP Corporate Bond 0-5yr UCITS ETF (IS15.L) at 1.00%. This indicates that EQJS.L's price experiences larger fluctuations and is considered to be riskier than IS15.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EQJS.LIS15.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

1.00%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

2.32%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

2.57%

+13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

3.30%

+15.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

3.13%

+16.10%

EQJS.L vs. IS15.L - Expense Ratio Comparison

EQJS.L has a 0.25% expense ratio, which is higher than IS15.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EQJS.L vs. IS15.L - Dividend Comparison

EQJS.L has not paid dividends to shareholders, while IS15.L's dividend yield for the trailing twelve months is around 4.53%.

PositionTTM20252024202320222021202020192018201720162015
EQJS.L
Invesco Nasdaq Next Generation 100 UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS15.L
iShares GBP Corporate Bond 0-5yr UCITS ETF		4.53%4.35%4.06%3.05%1.80%1.72%1.81%2.03%2.08%2.15%2.55%2.91%

Frequently Asked Questions

EQJS.L and IS15.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS15.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS15.L is cheaper with a 0.20% expense ratio, compared with 0.25% for EQJS.L.

EQJS.L is categorized as Mid Cap Growth Equities, while IS15.L is European Corporate Bonds. EQJS.L tracks Nasdaq Next Generation 100 Index, while IS15.L tracks Markit iBoxx GBP NonGilts 1-5 TR. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for EQJS.L and 0.20% for IS15.L.

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