EQQQ.L vs. DTLA.L
Compare and contrast key facts about Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L).
EQQQ.L and DTLA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. DTLA.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on May 10, 2018. Both EQQQ.L and DTLA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EQQQ.L or DTLA.L.
Performance
EQQQ.L vs. DTLA.L - Performance Comparison
Returns By Period
In the year-to-date period, EQQQ.L achieves a 22.53% return, which is significantly higher than DTLA.L's -6.21% return.
EQQQ.L
22.53%
3.92%
11.07%
27.84%
20.75%
20.24%
DTLA.L
-6.21%
-4.54%
0.06%
4.23%
-6.02%
N/A
Key characteristics
| EQQQ.L | DTLA.L | |
|---|---|---|
| Sharpe Ratio | 1.75 | 0.29 |
| Sortino Ratio | 2.40 | 0.52 |
| Omega Ratio | 1.32 | 1.06 |
| Calmar Ratio | 2.29 | 0.09 |
| Martin Ratio | 6.89 | 0.73 |
| Ulcer Index | 4.04% | 5.81% |
| Daily Std Dev | 15.90% | 14.72% |
| Max Drawdown | -33.75% | -48.47% |
| Current Drawdown | -2.09% | -42.04% |
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EQQQ.L vs. DTLA.L - Expense Ratio Comparison
EQQQ.L has a 0.30% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Correlation
The correlation between EQQQ.L and DTLA.L is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
EQQQ.L vs. DTLA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
Dividends
EQQQ.L vs. DTLA.L - Dividend Comparison
EQQQ.L's dividend yield for the trailing twelve months is around 0.39%, while DTLA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (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% |
Drawdowns
EQQQ.L vs. DTLA.L - Drawdown Comparison
The maximum EQQQ.L drawdown since its inception was -33.75%, smaller than the maximum DTLA.L drawdown of -48.47%. Use the drawdown chart below to compare losses from any high point for EQQQ.L and DTLA.L. For additional features, visit the drawdowns tool.
Volatility
EQQQ.L vs. DTLA.L - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a higher volatility of 4.95% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 4.52%. This indicates that EQQQ.L's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.