ISEU.L vs. QQQ
Compare and contrast key facts about iShares MSCI Europe UCITS Dist (ISEU.L) and Invesco QQQ (QQQ).
ISEU.L and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both ISEU.L and QQQ 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: ISEU.L or QQQ.
Key characteristics
| ISEU.L | QQQ | |
|---|---|---|
| YTD Return | 5.00% | 26.09% |
| 1Y Return | 16.19% | 39.88% |
| 3Y Return (Ann) | 2.44% | 9.90% |
| 5Y Return (Ann) | 6.78% | 21.46% |
| Sharpe Ratio | 1.37 | 2.22 |
| Sortino Ratio | 2.02 | 2.92 |
| Omega Ratio | 1.24 | 1.40 |
| Calmar Ratio | 2.06 | 2.86 |
| Martin Ratio | 7.11 | 10.44 |
| Ulcer Index | 2.51% | 3.72% |
| Daily Std Dev | 13.03% | 17.47% |
| Max Drawdown | -36.02% | -82.98% |
| Current Drawdown | -7.94% | 0.00% |
Correlation
The correlation between ISEU.L and QQQ is 0.37, 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
ISEU.L vs. QQQ - Performance Comparison
In the year-to-date period, ISEU.L achieves a 5.00% return, which is significantly lower than QQQ's 26.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ISEU.L vs. QQQ - Expense Ratio Comparison
ISEU.L has a 1.00% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
ISEU.L vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and Invesco QQQ (QQQ). 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
ISEU.L vs. QQQ - Dividend Comparison
ISEU.L's dividend yield for the trailing twelve months is around 2.92%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISEU.L iShares MSCI Europe UCITS Dist | 2.92% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.31% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
ISEU.L vs. QQQ - Drawdown Comparison
The maximum ISEU.L drawdown since its inception was -36.02%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ISEU.L and QQQ. For additional features, visit the drawdowns tool.
Volatility
ISEU.L vs. QQQ - Volatility Comparison
The current volatility for iShares MSCI Europe UCITS Dist (ISEU.L) is 4.03%, while Invesco QQQ (QQQ) has a volatility of 5.17%. This indicates that ISEU.L experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.