EXCS.L vs. QQQ
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Invesco QQQ (QQQ).
EXCS.L and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. 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 EXCS.L 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: EXCS.L or QQQ.
Performance
EXCS.L vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than QQQ's 22.63% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| EXCS.L | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.75 |
| Sortino Ratio | 1.25 | 2.34 |
| Omega Ratio | 1.17 | 1.32 |
| Calmar Ratio | 1.30 | 2.25 |
| Martin Ratio | 3.95 | 8.17 |
| Ulcer Index | 2.78% | 3.73% |
| Daily Std Dev | 12.59% | 17.44% |
| Max Drawdown | -14.45% | -82.98% |
| Current Drawdown | -5.06% | -2.75% |
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EXCS.L vs. QQQ - Expense Ratio Comparison
EXCS.L has a 0.18% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between EXCS.L and QQQ is 0.51, 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.
Risk-Adjusted Performance
EXCS.L vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) 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
EXCS.L vs. QQQ - Dividend Comparison
EXCS.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXCS.L iShares MSCI EM ex-China 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
EXCS.L vs. QQQ - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for EXCS.L and QQQ. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. QQQ - Volatility Comparison
The current volatility for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) is 3.75%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that EXCS.L 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.