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IQQI.DE vs. NG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQQI.DENG.L

Correlation

-0.50.00.51.00.2

The correlation between IQQI.DE and NG.L is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IQQI.DE vs. NG.L - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember0
18.30%
IQQI.DE
NG.L

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Risk-Adjusted Performance

IQQI.DE vs. NG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IQQI.DE) and National Grid plc (NG.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.


IQQI.DE
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for IQQI.DE, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
NG.L
Sharpe ratio
The chart of Sharpe ratio for NG.L, currently valued at 1.22, compared to the broader market0.002.004.006.001.22
Sortino ratio
The chart of Sortino ratio for NG.L, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.55
Omega ratio
The chart of Omega ratio for NG.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.25
Calmar ratio
The chart of Calmar ratio for NG.L, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.19
Martin ratio
The chart of Martin ratio for NG.L, currently valued at 4.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.45

IQQI.DE vs. NG.L - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.22
IQQI.DE
NG.L

Dividends

IQQI.DE vs. NG.L - Dividend Comparison

IQQI.DE has not paid dividends to shareholders, while NG.L's dividend yield for the trailing twelve months is around 5.59%.


TTM20232022202120202019201820172016201520142013
IQQI.DE
iShares Global Infrastructure 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%
NG.L
National Grid plc
5.59%5.86%5.63%5.07%6.16%5.51%6.62%16.03%4.97%5.01%8.00%10.81%

Drawdowns

IQQI.DE vs. NG.L - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-21.25%
0
IQQI.DE
NG.L

Volatility

IQQI.DE vs. NG.L - Volatility Comparison

The current volatility for iShares Global Infrastructure UCITS ETF (IQQI.DE) is 0.00%, while National Grid plc (NG.L) has a volatility of 3.78%. This indicates that IQQI.DE experiences smaller price fluctuations and is considered to be less risky than NG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember0
3.78%
IQQI.DE
NG.L