EQQD.L vs. IUHC.L
Compare and contrast key facts about Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L).
EQQD.L and IUHC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQD.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jun 21, 2021. IUHC.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Health Care Index. It was launched on Jun 15, 2020. Both EQQD.L and IUHC.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.
Performance
EQQD.L vs. IUHC.L - Performance Comparison
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EQQD.L vs. IUHC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQD.L Invesco Nasdaq-100 Swap UCITS ETF Dist | -5.23% | 19.91% | 26.75% | 56.61% | -33.32% | 15.15% |
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | -4.57% | 14.67% | 2.16% | 1.72% | -2.63% | 14.11% |
Returns By Period
In the year-to-date period, EQQD.L achieves a -5.23% return, which is significantly lower than IUHC.L's -4.57% return.
EQQD.L
- 1D
- 3.25%
- 1M
- -3.01%
- YTD
- -5.23%
- 6M
- -2.24%
- 1Y
- 24.66%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
IUHC.L
- 1D
- 1.80%
- 1M
- -6.23%
- YTD
- -4.57%
- 6M
- 4.94%
- 1Y
- 3.52%
- 3Y*
- 6.16%
- 5Y*
- 6.23%
- 10Y*
- 9.58%
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EQQD.L vs. IUHC.L - Expense Ratio Comparison
EQQD.L has a 0.20% expense ratio, which is higher than IUHC.L's 0.15% 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%.
Return for Risk
EQQD.L vs. IUHC.L — Risk / Return Rank
EQQD.L
IUHC.L
EQQD.L vs. IUHC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) and iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.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.
| EQQD.L | IUHC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.20 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.85 | 0.40 | +1.45 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.05 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.13 | 0.40 | +1.73 |
Martin ratioReturn relative to average drawdown | 7.83 | 0.87 | +6.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EQQD.L | IUHC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.20 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.43 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.56 | +0.03 |
Correlation
The correlation between EQQD.L and IUHC.L is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EQQD.L vs. IUHC.L - Dividend Comparison
EQQD.L's dividend yield for the trailing twelve months is around 0.69%, while IUHC.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQD.L Invesco Nasdaq-100 Swap UCITS ETF Dist | 0.69% | 0.64% | 0.75% | 0.75% | 0.95% | 0.31% |
IUHC.L iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EQQD.L vs. IUHC.L - Drawdown Comparison
The maximum EQQD.L drawdown since its inception was -34.95%, which is greater than IUHC.L's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for EQQD.L and IUHC.L.
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Drawdown Indicators
| EQQD.L | IUHC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -27.44% | -7.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -10.72% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.44% | — |
Current DrawdownCurrent decline from peak | -7.62% | -7.00% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -4.86% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 4.93% | -1.89% |
Volatility
EQQD.L vs. IUHC.L - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) has a higher volatility of 5.93% compared to iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) (IUHC.L) at 4.91%. This indicates that EQQD.L's price experiences larger fluctuations and is considered to be riskier than IUHC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EQQD.L | IUHC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 4.91% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 9.74% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.68% | 17.39% | +2.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 14.64% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 15.64% | +5.21% |