INTL.L vs. EQGB.L
Compare and contrast key facts about WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L).
INTL.L and EQGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTL.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 30, 2018. EQGB.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 17, 2017. Both INTL.L and EQGB.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INTL.L or EQGB.L.
Performance
INTL.L vs. EQGB.L - Performance Comparison
Returns By Period
In the year-to-date period, INTL.L achieves a 5.40% return, which is significantly lower than EQGB.L's 21.16% return.
INTL.L
5.40%
5.16%
3.93%
17.82%
16.55%
N/A
EQGB.L
21.16%
0.60%
10.45%
29.65%
18.62%
N/A
Key characteristics
| INTL.L | EQGB.L | |
|---|---|---|
| Sharpe Ratio | 0.76 | 1.79 |
| Sortino Ratio | 1.16 | 2.43 |
| Omega Ratio | 1.14 | 1.33 |
| Calmar Ratio | 0.90 | 2.44 |
| Martin Ratio | 2.39 | 8.54 |
| Ulcer Index | 6.86% | 3.47% |
| Daily Std Dev | 21.57% | 16.54% |
| Max Drawdown | -37.71% | -36.77% |
| Current Drawdown | -3.16% | -2.92% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
INTL.L vs. EQGB.L - Expense Ratio Comparison
INTL.L has a 0.40% expense ratio, which is higher than EQGB.L's 0.35% expense ratio.
Correlation
The correlation between INTL.L and EQGB.L is 0.82, 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.
Risk-Adjusted Performance
INTL.L vs. EQGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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.
Dividends
INTL.L vs. EQGB.L - Dividend Comparison
Neither INTL.L nor EQGB.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc | 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% | 0.04% |
Drawdowns
INTL.L vs. EQGB.L - Drawdown Comparison
The maximum INTL.L drawdown since its inception was -37.71%, roughly equal to the maximum EQGB.L drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for INTL.L and EQGB.L. For additional features, visit the drawdowns tool.
Volatility
INTL.L vs. EQGB.L - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 6.93% compared to Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) at 6.32%. This indicates that INTL.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.