ISF.L vs. QQQ
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) and Invesco QQQ (QQQ).
ISF.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. 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. 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 ISF.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: ISF.L or QQQ.
Key characteristics
| ISF.L | QQQ | |
|---|---|---|
| YTD Return | 8.44% | 26.02% |
| 1Y Return | 14.37% | 36.73% |
| 3Y Return (Ann) | 7.28% | 9.97% |
| 5Y Return (Ann) | 5.63% | 21.44% |
| 10Y Return (Ann) | 5.88% | 18.42% |
| Sharpe Ratio | 1.40 | 2.28 |
| Sortino Ratio | 2.06 | 2.98 |
| Omega Ratio | 1.25 | 1.41 |
| Calmar Ratio | 2.83 | 2.94 |
| Martin Ratio | 8.06 | 10.71 |
| Ulcer Index | 1.66% | 3.72% |
| Daily Std Dev | 9.61% | 17.35% |
| Max Drawdown | -68.40% | -82.98% |
| Current Drawdown | -2.79% | -0.06% |
Correlation
The correlation between ISF.L and QQQ is 0.36, 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
ISF.L vs. QQQ - Performance Comparison
In the year-to-date period, ISF.L achieves a 8.44% return, which is significantly lower than QQQ's 26.02% return. Over the past 10 years, ISF.L has underperformed QQQ with an annualized return of 5.88%, while QQQ has yielded a comparatively higher 18.42% 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. QQQ - Expense Ratio Comparison
ISF.L has a 0.07% expense ratio, which is lower than QQQ's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ISF.L vs. QQQ - 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 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
ISF.L vs. QQQ - Dividend Comparison
ISF.L's dividend yield for the trailing twelve months is around 3.84%, more than QQQ's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.84% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% | 3.29% |
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
ISF.L vs. QQQ - Drawdown Comparison
The maximum ISF.L drawdown since its inception was -68.40%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ISF.L and QQQ. For additional features, visit the drawdowns tool.
Volatility
ISF.L vs. QQQ - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) is 3.55%, while Invesco QQQ (QQQ) has a volatility of 5.18%. This indicates that ISF.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.