EWUS vs. QQQ
Compare and contrast key facts about iShares MSCI United Kingdom Small-Cap ETF (EWUS) and Invesco QQQ (QQQ).
EWUS and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWUS is a passively managed fund by iShares that tracks the performance of the MSCI United Kingdom Small Cap Index. It was launched on Jan 25, 2012. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both EWUS and QQQ 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: EWUS or QQQ.
Key characteristics
| EWUS | QQQ | |
|---|---|---|
| YTD Return | 7.43% | 23.99% |
| 1Y Return | 25.19% | 36.58% |
| 3Y Return (Ann) | -5.17% | 8.99% |
| 5Y Return (Ann) | 0.97% | 21.09% |
| 10Y Return (Ann) | 2.75% | 18.40% |
| Sharpe Ratio | 1.26 | 2.17 |
| Sortino Ratio | 1.78 | 2.86 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 0.69 | 2.79 |
| Martin Ratio | 6.45 | 10.19 |
| Ulcer Index | 3.88% | 3.72% |
| Daily Std Dev | 19.82% | 17.42% |
| Max Drawdown | -49.33% | -82.98% |
| Current Drawdown | -20.37% | 0.00% |
Correlation
The correlation between EWUS and QQQ is 0.49, 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.
Performance
EWUS vs. QQQ - Performance Comparison
In the year-to-date period, EWUS achieves a 7.43% return, which is significantly lower than QQQ's 23.99% return. Over the past 10 years, EWUS has underperformed QQQ with an annualized return of 2.75%, while QQQ has yielded a comparatively higher 18.40% annualized 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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EWUS vs. QQQ - Expense Ratio Comparison
EWUS has a 0.59% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
EWUS vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI United Kingdom Small-Cap ETF (EWUS) and Invesco QQQ (QQQ). 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
EWUS vs. QQQ - Dividend Comparison
EWUS's dividend yield for the trailing twelve months is around 2.88%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWUS iShares MSCI United Kingdom Small-Cap ETF | 2.88% | 2.88% | 2.03% | 3.54% | 1.97% | 2.59% | 3.52% | 2.61% | 3.18% | 2.85% | 3.33% | 0.80% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
EWUS vs. QQQ - Drawdown Comparison
The maximum EWUS drawdown since its inception was -49.33%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EWUS and QQQ. For additional features, visit the drawdowns tool.
Volatility
EWUS vs. QQQ - Volatility Comparison
The current volatility for iShares MSCI United Kingdom Small-Cap ETF (EWUS) is 4.39%, while Invesco QQQ (QQQ) has a volatility of 5.02%. This indicates that EWUS experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.