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FPX.L vs. EQGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPX.L vs. EQGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust US IPO Index UCITS ETF (FPX.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L). The values are adjusted to include any dividend payments, if applicable.

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FPX.L vs. EQGB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPX.L
First Trust US IPO Index UCITS ETF
-0.74%26.94%27.09%16.75%-27.92%3.98%43.83%25.95%-4.71%3.27%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
-5.40%19.59%26.12%53.92%-35.07%27.68%45.43%34.93%-2.60%5.50%

Returns By Period

In the year-to-date period, FPX.L achieves a -0.74% return, which is significantly higher than EQGB.L's -5.40% return.


FPX.L

1D
3.85%
1M
-1.99%
YTD
-0.74%
6M
-0.84%
1Y
39.63%
3Y*
21.50%
5Y*
7.00%
10Y*

EQGB.L

1D
3.41%
1M
-3.13%
YTD
-5.40%
6M
-2.55%
1Y
23.58%
3Y*
22.44%
5Y*
11.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPX.L vs. EQGB.L - Expense Ratio Comparison

FPX.L has a 0.65% expense ratio, which is higher than EQGB.L's 0.35% expense ratio.


Return for Risk

FPX.L vs. EQGB.L — Risk / Return Rank

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

FPX.L
FPX.L Risk / Return Rank: 7777
Overall Rank
FPX.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FPX.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
FPX.L Omega Ratio Rank: 6767
Omega Ratio Rank
FPX.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
FPX.L Martin Ratio Rank: 8080
Martin Ratio Rank

EQGB.L
EQGB.L Risk / Return Rank: 6767
Overall Rank
EQGB.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EQGB.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
EQGB.L Omega Ratio Rank: 6161
Omega Ratio Rank
EQGB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQGB.L Martin Ratio Rank: 6969
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.

FPX.L vs. EQGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust US IPO Index UCITS ETF (FPX.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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.


FPX.LEQGB.LDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.16

+0.29

Sortino ratio

Return per unit of downside risk

2.06

1.75

+0.31

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

3.06

2.04

+1.02

Martin ratio

Return relative to average drawdown

9.67

7.34

+2.33

FPX.L vs. EQGB.L - Sharpe Ratio Comparison

The current FPX.L Sharpe Ratio is 1.44, which is comparable to the EQGB.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FPX.L and EQGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FPX.LEQGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.16

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.57

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.78

-0.05

Correlation

The correlation between FPX.L and EQGB.L is 0.61, 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.


Dividends

FPX.L vs. EQGB.L - Dividend Comparison

Neither FPX.L nor EQGB.L has paid dividends to shareholders.


TTM2025202420232022202120202019
FPX.L
First Trust US IPO Index UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%

Drawdowns

FPX.L vs. EQGB.L - Drawdown Comparison

The maximum FPX.L drawdown since its inception was -36.97%, roughly equal to the maximum EQGB.L drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for FPX.L and EQGB.L.


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Drawdown Indicators


FPX.LEQGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-36.77%

-0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-12.60%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-36.97%

-36.77%

-0.20%

Current Drawdown

Current decline from peak

-5.31%

-7.87%

+2.56%

Average Drawdown

Average peak-to-trough decline

-12.23%

-7.64%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.14%

+0.71%

Volatility

FPX.L vs. EQGB.L - Volatility Comparison

First Trust US IPO Index UCITS ETF (FPX.L) has a higher volatility of 6.77% compared to Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) at 6.14%. This indicates that FPX.L's price experiences larger fluctuations and is considered to be riskier than EQGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPX.LEQGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.14%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

12.05%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

27.39%

20.37%

+7.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.79%

20.95%

+4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.67%

21.30%

+4.37%