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EQJS.L vs. WITS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQJS.L vs. WITS.AS - 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 MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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 WITS.AS is traded in USD. To make them comparable, the WITS.AS 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 lower than WITS.AS's 26.07% 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*

WITS.AS

1D
-0.34%
1M
19.21%
YTD
26.07%
6M
24.68%
1Y
52.15%
3Y*
29.00%
5Y*
22.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQJS.L vs. WITS.AS - 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%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
26.07%13.67%30.25%52.18%-25.34%32.51%

Correlation

The correlation between EQJS.L and WITS.AS is 0.69, 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

0.69

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

0.68

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

0.71

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

0.71

The correlation between EQJS.L and WITS.AS has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

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Return for Risk

EQJS.L vs. WITS.AS — 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

WITS.AS
WITS.AS Risk / Return Rank: 6868
Overall Rank
WITS.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6969
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5656
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. WITS.AS - 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 MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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.LWITS.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.52

1.44

+0.08

Calmar ratioReturn relative to maximum drawdown

5.07

3.21

+1.86

Martin ratioReturn relative to average drawdown

17.34

8.38

+8.96

EQJS.L vs. WITS.AS - Sharpe Ratio Comparison

The current EQJS.L Sharpe Ratio is 3.06, which is comparable to the WITS.AS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of EQJS.L and WITS.AS, 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.LWITS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.06

2.61

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.96

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.04

-0.59

Drawdowns

EQJS.L vs. WITS.AS - Drawdown Comparison

The maximum EQJS.L drawdown since its inception was -32.10%, which is greater than WITS.AS's maximum drawdown of -27.61%. Use the drawdown chart below to compare losses from any high point for EQJS.L and WITS.AS.


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Drawdown Indicators


EQJS.LWITS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-32.10%

-27.61%

-4.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-15.99%

+6.59%

Max Drawdown (3Y)

Largest decline over 3 years

-24.83%

-27.61%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-32.10%

-27.61%

-4.49%

Current Drawdown

Current decline from peak

-0.36%

-0.34%

-0.02%

Average Drawdown

Average peak-to-trough decline

-13.46%

-7.19%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

6.17%

-3.42%

Volatility

EQJS.L vs. WITS.AS - Volatility Comparison

The current volatility for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQJS.L) is 5.92%, while iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a volatility of 7.05%. This indicates that EQJS.L experiences smaller price fluctuations and is considered to be less risky than WITS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQJS.LWITS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

7.05%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

15.16%

-3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

19.73%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

22.75%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

23.65%

-4.42%

EQJS.L vs. WITS.AS - Expense Ratio Comparison

Both EQJS.L and WITS.AS 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. WITS.AS - Dividend Comparison

EQJS.L has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
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%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.25%0.31%0.38%0.46%0.81%0.41%0.73%0.12%

Frequently Asked Questions


EQJS.L and WITS.AS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EQJS.L is categorized as Mid Cap Growth Equities, while WITS.AS is Technology Equities. EQJS.L tracks Nasdaq Next Generation 100 Index, while WITS.AS tracks MSCI World/Information Tech NR USD. They also come from different issuers: Invesco and iShares.

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