EQSG.L vs. IUIT.L
Compare and contrast key facts about Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
EQSG.L and IUIT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQSG.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Mar 22, 2021. IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015. Both EQSG.L and IUIT.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: EQSG.L or IUIT.L.
Key characteristics
| EQSG.L | IUIT.L | |
|---|---|---|
| YTD Return | 25.14% | 35.88% |
| 1Y Return | 30.23% | 42.89% |
| 3Y Return (Ann) | 11.86% | 16.95% |
| Sharpe Ratio | 0.57 | 2.13 |
| Sortino Ratio | 1.23 | 2.80 |
| Omega Ratio | 1.33 | 1.37 |
| Calmar Ratio | 1.28 | 2.98 |
| Martin Ratio | 1.97 | 9.94 |
| Ulcer Index | 15.80% | 4.38% |
| Daily Std Dev | 54.16% | 20.42% |
| Max Drawdown | -27.49% | -33.46% |
| Current Drawdown | -16.38% | -0.47% |
Correlation
The correlation between EQSG.L and IUIT.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EQSG.L vs. IUIT.L - Performance Comparison
In the year-to-date period, EQSG.L achieves a 25.14% return, which is significantly lower than IUIT.L's 35.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EQSG.L vs. IUIT.L - Expense Ratio Comparison
EQSG.L has a 0.20% expense ratio, which is higher than IUIT.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%.
Risk-Adjusted Performance
EQSG.L vs. IUIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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
EQSG.L vs. IUIT.L - Dividend Comparison
Neither EQSG.L nor IUIT.L has paid dividends to shareholders.
Drawdowns
EQSG.L vs. IUIT.L - Drawdown Comparison
The maximum EQSG.L drawdown since its inception was -27.49%, smaller than the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for EQSG.L and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
EQSG.L vs. IUIT.L - Volatility Comparison
The current volatility for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) is 4.34%, while iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a volatility of 5.64%. This indicates that EQSG.L experiences smaller price fluctuations and is considered to be less risky than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.