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IGSG.AS vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGSG.AS vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IGSG.AS is traded in EUR, while EQQQ.L is traded in GBp. To make them comparable, the EQQQ.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IGSG.AS achieves a 9.17% return, which is significantly lower than EQQQ.L's 19.29% return. Over the past 10 years, IGSG.AS has underperformed EQQQ.L with an annualized return of 12.45%, while EQQQ.L has yielded a comparatively higher 21.64% annualized return.


IGSG.AS

1D
0.00%
1M
1.13%
YTD
9.17%
6M
9.62%
1Y
20.89%
3Y*
15.09%
5Y*
10.96%
10Y*
12.45%

EQQQ.L

1D
-0.64%
1M
0.22%
YTD
19.29%
6M
18.89%
1Y
35.14%
3Y*
24.17%
5Y*
16.95%
10Y*
21.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGSG.AS vs. EQQQ.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
9.17%8.59%18.22%22.31%-12.70%31.66%4.00%28.06%-4.00%7.54%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF
19.29%5.72%34.75%50.93%-29.38%38.02%35.54%42.19%3.35%15.39%

Correlation

The correlation between IGSG.AS and EQQQ.L is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.77

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2011

0.74

The correlation between IGSG.AS and EQQQ.L has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

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Return for Risk

IGSG.AS vs. EQQQ.L — Risk / Return Rank

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

IGSG.AS
IGSG.AS Risk / Return Rank: 6565
Overall Rank
IGSG.AS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IGSG.AS Sortino Ratio Rank: 6363
Sortino Ratio Rank
IGSG.AS Omega Ratio Rank: 6464
Omega Ratio Rank
IGSG.AS Calmar Ratio Rank: 6767
Calmar Ratio Rank
IGSG.AS Martin Ratio Rank: 7070
Martin Ratio Rank

EQQQ.L
EQQQ.L Risk / Return Rank: 7676
Overall Rank
EQQQ.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 8080
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQQ.L Martin Ratio Rank: 6262
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.

IGSG.AS vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGSG.ASEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

2.92

3.46

-0.54

Martin ratioReturn relative to average drawdown

11.27

10.17

+1.10

IGSG.AS vs. EQQQ.L - Sharpe Ratio Comparison

The current IGSG.AS Sharpe Ratio is 1.84, which is comparable to the EQQQ.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IGSG.AS 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.


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Drawdowns

IGSG.AS vs. EQQQ.L - Drawdown Comparison

The maximum IGSG.AS drawdown since its inception was -44.01%, smaller than the maximum EQQQ.L drawdown of -70.77%. Use the drawdown chart below to compare losses from any high point for IGSG.AS and EQQQ.L.


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Drawdown Indicators


IGSG.ASEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.01%

-70.77%

+26.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.10%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-26.02%

+6.75%

Max Drawdown (5Y)

Largest decline over 5 years

-19.27%

-31.44%

+12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-32.91%

-31.44%

-1.47%

Current Drawdown

Current decline from peak

-1.42%

-2.72%

+1.30%

Average Drawdown

Average peak-to-trough decline

-11.73%

-14.49%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

3.45%

-1.60%

Volatility

IGSG.AS vs. EQQQ.L - Volatility Comparison

The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) is 3.35%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.99%. This indicates that IGSG.AS 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.


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Volatility by Period


IGSG.ASEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

5.99%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

11.72%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

16.19%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.60%

19.93%

-6.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

19.81%

-3.58%

IGSG.AS vs. EQQQ.L - Expense Ratio Comparison

IGSG.AS has a 0.60% expense ratio, which is higher than EQQQ.L's 0.30% expense ratio.


Dividends

IGSG.AS vs. EQQQ.L - Dividend Comparison

IGSG.AS has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.


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%
IGSG.AS
iShares Dow Jones Global Sustainability Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGSG.AS and EQQQ.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EQQQ.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQQ.L is cheaper with a 0.30% expense ratio, compared with 0.60% for IGSG.AS.

IGSG.AS is categorized as Global Equities, while EQQQ.L is Nasdaq-100. IGSG.AS tracks MSCI ACWI NR USD, while EQQQ.L tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for IGSG.AS and 0.30% for EQQQ.L.

Portfolio Optimizer

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