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EQQD.L vs. R1GB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQQD.L vs. R1GB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) and iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EQQD.L is traded in USD, while R1GB.L is traded in GBP. To make them comparable, the R1GB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EQQD.L achieves a 19.77% return, which is significantly higher than R1GB.L's 6.38% return.


EQQD.L

1D
-0.73%
1M
6.87%
YTD
19.77%
6M
18.68%
1Y
39.48%
3Y*
28.25%
5Y*
10Y*

R1GB.L

1D
-0.14%
1M
5.38%
YTD
6.38%
6M
6.80%
1Y
25.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQQD.L vs. R1GB.L - Yearly Performance Comparison


2026 (YTD)20252024
EQQD.L
Invesco Nasdaq-100 Swap UCITS ETF Dist
19.77%19.91%4.50%
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
6.39%17.73%-15.89%

Correlation

The correlation between EQQD.L and R1GB.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2024

0.93

The correlation between EQQD.L and R1GB.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

EQQD.L vs. R1GB.L — Risk / Return Rank

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

EQQD.L
EQQD.L Risk / Return Rank: 7676
Overall Rank
EQQD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EQQD.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EQQD.L Omega Ratio Rank: 7676
Omega Ratio Rank
EQQD.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
EQQD.L Martin Ratio Rank: 7272
Martin Ratio Rank

R1GB.L
R1GB.L Risk / Return Rank: 4545
Overall Rank
R1GB.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
R1GB.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
R1GB.L Omega Ratio Rank: 5252
Omega Ratio Rank
R1GB.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
R1GB.L Martin Ratio Rank: 3232
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.

EQQD.L vs. R1GB.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 Russell 1000 Growth UCITS ETF USD Acc (R1GB.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.LR1GB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.44

1.29

+0.15

Calmar ratioReturn relative to maximum drawdown

3.61

1.62

+1.99

Martin ratioReturn relative to average drawdown

13.24

5.37

+7.87

EQQD.L vs. R1GB.L - Sharpe Ratio Comparison

The current EQQD.L Sharpe Ratio is 2.57, which is higher than the R1GB.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EQQD.L and R1GB.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


EQQD.LR1GB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.68

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.11

+0.71

Drawdowns

EQQD.L vs. R1GB.L - Drawdown Comparison

The maximum EQQD.L drawdown since its inception was -34.95%, roughly equal to the maximum R1GB.L drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for EQQD.L and R1GB.L.


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Drawdown Indicators


EQQD.LR1GB.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-33.80%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-15.56%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-22.85%

Current Drawdown

Current decline from peak

-0.73%

-1.54%

+0.81%

Average Drawdown

Average peak-to-trough decline

-9.10%

-13.26%

+4.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.71%

-1.66%

Volatility

EQQD.L vs. R1GB.L - Volatility Comparison

Invesco Nasdaq-100 Swap UCITS ETF Dist (EQQD.L) has a higher volatility of 5.03% compared to iShares Russell 1000 Growth UCITS ETF USD Acc (R1GB.L) at 3.50%. This indicates that EQQD.L's price experiences larger fluctuations and is considered to be riskier than R1GB.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.LR1GB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

3.50%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

10.89%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

15.00%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

24.68%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

24.68%

-3.89%

EQQD.L vs. R1GB.L - Expense Ratio Comparison

EQQD.L has a 0.20% expense ratio, which is higher than R1GB.L's 0.18% 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

EQQD.L vs. R1GB.L - Dividend Comparison

EQQD.L's dividend yield for the trailing twelve months is around 0.54%, while R1GB.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
EQQD.L
Invesco Nasdaq-100 Swap UCITS ETF Dist
0.54%0.64%0.75%0.75%0.95%0.31%
R1GB.L
iShares Russell 1000 Growth UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EQQD.L and R1GB.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.

On fees, R1GB.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

R1GB.L is cheaper with a 0.18% expense ratio, compared with 0.20% for EQQD.L.

EQQD.L is categorized as Nasdaq-100, while R1GB.L is Large Cap Growth Equities. EQQD.L tracks Russell 1000 Growth TR USD, while R1GB.L tracks Russell 1000 Growth UCITS 30/18 Capped Net Tax 15% Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.20% for EQQD.L and 0.18% for R1GB.L.

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