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

Performance

EQJS.L vs. USPY.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 L&G Cyber Security UCITS ETF USD (Acc) (USPY.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 USPY.L is traded in USD. To make them comparable, the USPY.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 17.96% return, which is significantly lower than USPY.L's 43.77% return.


EQJS.L

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

USPY.L

1D
-0.91%
1M
9.30%
6M
45.61%
YTD
43.77%
1Y
39.96%
3Y*
26.79%
5Y*
12.56%
10Y*
16.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
EQJS.L
Invesco Nasdaq Next Generation 100 UCITS ETF Acc
17.96%12.27%16.78%8.31%-20.39%7,463.97%
USPY.L
L&G Cyber Security UCITS ETF USD (Acc)
43.77%-0.08%19.88%35.14%-24.62%10.38%

Correlation

The correlation between EQJS.L and USPY.L is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.67

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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2021

0.72

The correlation between EQJS.L and USPY.L shifts across timeframes, from 0.54 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EQJS.L vs. USPY.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: 8383
Overall Rank
EQJS.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
EQJS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
EQJS.L Omega Ratio Rank: 7979
Omega Ratio Rank
EQJS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EQJS.L Martin Ratio Rank: 8282
Martin Ratio Rank

USPY.L
USPY.L Risk / Return Rank: 5555
Overall Rank
USPY.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USPY.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
USPY.L Omega Ratio Rank: 5757
Omega Ratio Rank
USPY.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
USPY.L Martin Ratio Rank: 4747
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. USPY.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 L&G Cyber Security UCITS ETF USD (Acc) (USPY.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.LUSPY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

3.68

1.97

+1.71

Martin ratioReturn relative to average drawdown

11.97

4.91

+7.06

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

The current EQJS.L Sharpe Ratio is 2.10, which is higher than the USPY.L Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EQJS.L and USPY.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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Drawdowns

EQJS.L vs. USPY.L - Drawdown Comparison

The maximum EQJS.L drawdown since its inception was -32.10%, roughly equal to the maximum USPY.L drawdown of -32.15%. Use the drawdown chart below to compare losses from any high point for EQJS.L and USPY.L.


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Drawdown Indicators


EQJS.LUSPY.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-32.15%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-20.15%

+10.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.83%

-27.83%

+3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

-32.15%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-32.15%

Current Drawdown

Current decline from peak

-5.70%

-5.29%

-0.41%

Average Drawdown

Average peak-to-trough decline

-13.10%

-8.84%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

8.12%

-5.22%

Volatility

EQJS.L vs. USPY.L - Volatility Comparison

The current volatility for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) is 5.16%, while L&G Cyber Security UCITS ETF USD (Acc) (USPY.L) has a volatility of 11.39%. This indicates that EQJS.L experiences smaller price fluctuations and is considered to be less risky than USPY.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.LUSPY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

11.39%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

25.55%

-12.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.57%

28.47%

-11.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.27%

25.29%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,111.25%

23.44%

+3,087.81%

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

EQJS.L has a 0.25% expense ratio, which is lower than USPY.L's 0.69% expense ratio.


Dividends

EQJS.L vs. USPY.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EQJS.L and USPY.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQJS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQJS.L is cheaper with a 0.25% expense ratio, compared with 0.69% for USPY.L.

EQJS.L is categorized as Mid Cap Growth Equities, while USPY.L is Technology Equities. EQJS.L tracks Nasdaq Next Generation 100 Index, while USPY.L tracks Nasdaq ISE Cyber Security UCITS Net Total Return Index. They also come from different issuers: Invesco and L&G. Their fees differ too: 0.25% for EQJS.L and 0.69% for USPY.L.

Portfolio Optimizer

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