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IUIT.L vs. EQQQ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUIT.L and EQQQ.DE is 0.89, 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.


-0.50.00.51.00.9

Performance

IUIT.L vs. EQQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.15%
11.72%
IUIT.L
EQQQ.DE

Key characteristics

Sharpe Ratio

IUIT.L:

1.25

EQQQ.DE:

1.61

Sortino Ratio

IUIT.L:

1.73

EQQQ.DE:

2.17

Omega Ratio

IUIT.L:

1.23

EQQQ.DE:

1.30

Calmar Ratio

IUIT.L:

1.89

EQQQ.DE:

2.08

Martin Ratio

IUIT.L:

6.03

EQQQ.DE:

6.80

Ulcer Index

IUIT.L:

4.60%

EQQQ.DE:

4.10%

Daily Std Dev

IUIT.L:

22.07%

EQQQ.DE:

17.40%

Max Drawdown

IUIT.L:

-33.46%

EQQQ.DE:

-47.03%

Current Drawdown

IUIT.L:

-2.03%

EQQQ.DE:

-0.45%

Returns By Period

In the year-to-date period, IUIT.L achieves a -0.09% return, which is significantly lower than EQQQ.DE's 3.19% return.


IUIT.L

YTD

-0.09%

1M

2.51%

6M

9.15%

1Y

28.18%

5Y*

21.83%

10Y*

N/A

EQQQ.DE

YTD

3.19%

1M

2.17%

6M

18.91%

1Y

27.68%

5Y*

19.07%

10Y*

19.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IUIT.L vs. EQQQ.DE - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.


EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
Expense ratio chart for EQQQ.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

IUIT.L vs. EQQQ.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 5252
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 5555
Martin Ratio Rank

EQQQ.DE
The Risk-Adjusted Performance Rank of EQQQ.DE is 6565
Overall Rank
The Sharpe Ratio Rank of EQQQ.DE is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of EQQQ.DE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EQQQ.DE is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EQQQ.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of EQQQ.DE is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IUIT.L vs. EQQQ.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for IUIT.L, currently valued at 1.46, compared to the broader market0.002.004.001.461.51
The chart of Sortino ratio for IUIT.L, currently valued at 1.97, compared to the broader market0.005.0010.001.972.07
The chart of Omega ratio for IUIT.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.28
The chart of Calmar ratio for IUIT.L, currently valued at 2.20, compared to the broader market0.005.0010.0015.0020.002.202.03
The chart of Martin ratio for IUIT.L, currently valued at 6.99, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.996.82
IUIT.L
EQQQ.DE

The current IUIT.L Sharpe Ratio is 1.25, which is comparable to the EQQQ.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IUIT.L and EQQQ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.46
1.51
IUIT.L
EQQQ.DE

Dividends

IUIT.L vs. EQQQ.DE - Dividend Comparison

IUIT.L has not paid dividends to shareholders, while EQQQ.DE's dividend yield for the trailing twelve months is around 0.36%.


TTM20242023202220212020201920182017201620152014
IUIT.L
iShares S&P 500 Information Technology Sector 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%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
0.36%0.37%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%0.97%

Drawdowns

IUIT.L vs. EQQQ.DE - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum EQQQ.DE drawdown of -47.03%. Use the drawdown chart below to compare losses from any high point for IUIT.L and EQQQ.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.03%
-1.23%
IUIT.L
EQQQ.DE

Volatility

IUIT.L vs. EQQQ.DE - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 9.14% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) at 5.25%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.14%
5.25%
IUIT.L
EQQQ.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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