PortfoliosLab logoPortfoliosLab logo
IGCB.L vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGCB.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGCB.L achieves a -0.24% return, which is significantly lower than EQQQ.L's 19.86% return.


IGCB.L

1D
0.24%
1M
1.78%
YTD
-0.24%
6M
0.09%
1Y
4.63%
3Y*
6.06%
5Y*
-0.66%
10Y*

EQQQ.L

1D
-0.63%
1M
9.63%
YTD
19.86%
6M
18.38%
1Y
41.62%
3Y*
24.65%
5Y*
18.87%
10Y*
22.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGCB.L vs. EQQQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
-0.24%6.83%1.93%9.20%-18.57%-4.00%8.69%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
19.86%11.54%28.55%47.79%-25.54%29.59%49.88%

Correlation

The correlation between IGCB.L and EQQQ.L is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2020

0.09

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGCB.L vs. EQQQ.L — Risk / Return Rank

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

IGCB.L
IGCB.L Risk / Return Rank: 2323
Overall Rank
IGCB.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IGCB.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
IGCB.L Omega Ratio Rank: 2222
Omega Ratio Rank
IGCB.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IGCB.L Martin Ratio Rank: 2525
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 7878
Overall Rank
EQQQ.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8383
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6363
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.

IGCB.L vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.


IGCB.LEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.14

1.50

-0.36

Calmar ratioReturn relative to maximum drawdown

1.15

3.78

-2.63

Martin ratioReturn relative to average drawdown

3.35

11.13

-7.79

IGCB.L vs. EQQQ.L - Sharpe Ratio Comparison

The current IGCB.L Sharpe Ratio is 0.78, which is lower than the EQQQ.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of IGCB.L and EQQQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IGCB.LEQQQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

2.82

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.99

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.92

-0.90

Drawdowns

IGCB.L vs. EQQQ.L - Drawdown Comparison

The maximum IGCB.L drawdown since its inception was -30.44%, smaller than the maximum EQQQ.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for IGCB.L and EQQQ.L.


Loading charts...

Drawdown Indicators


IGCB.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-33.75%

+3.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-10.97%

+6.97%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-24.09%

+20.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-27.76%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.76%

Current Drawdown

Current decline from peak

-7.54%

-0.63%

-6.91%

Average Drawdown

Average peak-to-trough decline

-11.31%

-5.61%

-5.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

3.73%

-2.35%

Volatility

IGCB.L vs. EQQQ.L - Volatility Comparison

The current volatility for Invesco GBP Corporate Bond UCITS ETF Dist (IGCB.L) is 2.17%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.15%. This indicates that IGCB.L experiences smaller price fluctuations and is considered to be less risky than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGCB.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

4.15%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

10.33%

-5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

14.70%

-8.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.65%

19.14%

-11.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

19.35%

-11.62%

IGCB.L vs. EQQQ.L - Expense Ratio Comparison

IGCB.L has a 0.10% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.


Dividends

IGCB.L vs. EQQQ.L - Dividend Comparison

IGCB.L's dividend yield for the trailing twelve months is around 5.27%, more than EQQQ.L's 0.23% yield.


PositionTTM20252024202320222021202020192018201720162015
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
0.23%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%
IGCB.L
Invesco GBP Corporate Bond UCITS ETF Dist
5.27%5.18%5.18%4.26%2.54%1.74%1.22%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGCB.L and EQQQ.L have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGCB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGCB.L is cheaper with a 0.10% expense ratio, compared with 0.30% for EQQQ.L.

IGCB.L is categorized as European Corporate Bonds, while EQQQ.L is Nasdaq-100. IGCB.L tracks Markit iBoxx GBP NonGilts TR, while EQQQ.L tracks NASDAQ-100 Index. Their fees differ too: 0.10% for IGCB.L and 0.30% for EQQQ.L.

Portfolio Optimizer

Find the right allocation for IGCB.L and EQQQ.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer