IGSG.AS vs. EQQQ.L
IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) and EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - IGSG.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while EQQQ.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IGSG.AS returned 12.45%/yr vs 21.64%/yr for EQQQ.L. A 0.74 correlation means they provide meaningful diversification when combined. IGSG.AS charges 0.60%/yr vs 0.30%/yr for EQQQ.L.
Performance
IGSG.AS vs. EQQQ.L - Performance Comparison
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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%
IGSG.AS vs. EQQQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IGSG.AS
EQQQ.L
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.AS | EQQQ.L | Difference | |
|---|---|---|---|
| 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 |
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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.AS | EQQQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.42% | -2.72% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -11.73% | -14.49% | +2.76% |
Ulcer IndexDepth 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.AS | EQQQ.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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