ISF.L vs. EQQQ.L
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
ISF.L and EQQQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISF.L is a passively managed fund by iShares that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 27, 2000. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both ISF.L and EQQQ.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: ISF.L or EQQQ.L.
Key characteristics
| ISF.L | EQQQ.L | |
|---|---|---|
| YTD Return | 10.42% | 12.08% |
| 1Y Return | 12.48% | 21.05% |
| 3Y Return (Ann) | 9.97% | 10.47% |
| 5Y Return (Ann) | 6.04% | 18.95% |
| 10Y Return (Ann) | 5.84% | 20.04% |
| Sharpe Ratio | 1.25 | 1.36 |
| Daily Std Dev | 9.94% | 16.19% |
| Max Drawdown | -48.64% | -33.75% |
| Current Drawdown | -0.81% | -7.35% |
Correlation
The correlation between ISF.L and EQQQ.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISF.L vs. EQQQ.L - Performance Comparison
In the year-to-date period, ISF.L achieves a 10.42% return, which is significantly lower than EQQQ.L's 12.08% return. Over the past 10 years, ISF.L has underperformed EQQQ.L with an annualized return of 5.84%, while EQQQ.L has yielded a comparatively higher 20.04% annualized 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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ISF.L vs. EQQQ.L - Expense Ratio Comparison
ISF.L has a 0.07% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Risk-Adjusted Performance
ISF.L vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) 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.
Dividends
ISF.L vs. EQQQ.L - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 3.77%, more than EQQQ.L's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.77% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.43% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
Drawdowns
ISF.L vs. EQQQ.L - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -48.64%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for ISF.L and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
ISF.L vs. EQQQ.L - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.53%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.74%. This indicates that ISF.L 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.