FTEK.L vs. EQQU.L
Compare and contrast key facts about Invesco KBW NASDAQ Fintech UCITS ETF (FTEK.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L).
FTEK.L and EQQU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTEK.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2017. EQQU.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both FTEK.L and EQQU.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.
Performance
FTEK.L vs. EQQU.L - Performance Comparison
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FTEK.L vs. EQQU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTEK.L Invesco KBW NASDAQ Fintech UCITS ETF | -16.04% | -0.53% | 33.52% | 34.99% | -32.28% | 11.05% | 24.59% | 34.33% | 4.14% | 20.55% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | -5.22% | 19.75% | 26.54% | 56.27% | -33.46% | 27.95% | 47.76% | 37.17% | -1.67% | 19.66% |
Returns By Period
In the year-to-date period, FTEK.L achieves a -16.04% return, which is significantly lower than EQQU.L's -5.22% return.
FTEK.L
- 1D
- 1.57%
- 1M
- -4.06%
- YTD
- -16.04%
- 6M
- -19.10%
- 1Y
- -10.70%
- 3Y*
- 12.11%
- 5Y*
- 0.89%
- 10Y*
- —
EQQU.L
- 1D
- 3.36%
- 1M
- -3.08%
- YTD
- -5.22%
- 6M
- -2.32%
- 1Y
- 24.83%
- 3Y*
- 23.07%
- 5Y*
- 13.04%
- 10Y*
- 18.48%
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FTEK.L vs. EQQU.L - Expense Ratio Comparison
FTEK.L has a 0.49% expense ratio, which is higher than EQQU.L's 0.30% expense ratio.
Return for Risk
FTEK.L vs. EQQU.L — Risk / Return Rank
FTEK.L
EQQU.L
FTEK.L vs. EQQU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco KBW NASDAQ Fintech UCITS ETF (FTEK.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.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.
| FTEK.L | EQQU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.47 | 1.26 | -1.73 |
Sortino ratioReturn per unit of downside risk | -0.50 | 1.86 | -2.36 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.25 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | -0.44 | 2.15 | -2.60 |
Martin ratioReturn relative to average drawdown | -1.09 | 7.71 | -8.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTEK.L | EQQU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 1.26 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.63 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.84 | -0.39 |
Correlation
The correlation between FTEK.L and EQQU.L is 0.72, 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.
Dividends
FTEK.L vs. EQQU.L - Dividend Comparison
FTEK.L has not paid dividends to shareholders, while EQQU.L's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FTEK.L Invesco KBW NASDAQ Fintech UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQU.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.29% | 0.29% | 0.38% | 0.39% | 0.56% | 0.26% | 0.11% |
Drawdowns
FTEK.L vs. EQQU.L - Drawdown Comparison
The maximum FTEK.L drawdown since its inception was -39.74%, which is greater than EQQU.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for FTEK.L and EQQU.L.
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Drawdown Indicators
| FTEK.L | EQQU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -35.17% | -4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -25.27% | -11.90% | -13.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.26% | -35.17% | -3.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.17% | — |
Current DrawdownCurrent decline from peak | -23.57% | -7.61% | -15.96% |
Average DrawdownAverage peak-to-trough decline | -10.22% | -6.18% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 3.07% | +7.19% |
Volatility
FTEK.L vs. EQQU.L - Volatility Comparison
Invesco KBW NASDAQ Fintech UCITS ETF (FTEK.L) has a higher volatility of 6.55% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQU.L) at 6.14%. This indicates that FTEK.L's price experiences larger fluctuations and is considered to be riskier than EQQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTEK.L | EQQU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 6.14% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 15.96% | 11.97% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.94% | 19.68% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 20.76% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 19.91% | +2.10% |