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IUIT.L vs. LQQ.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUIT.L vs. LQQ.PA - 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 Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUIT.L is traded in USD, while LQQ.PA is traded in EUR. To make them comparable, the LQQ.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUIT.L achieves a 23.04% return, which is significantly lower than LQQ.PA's 38.36% return. Over the past 10 years, IUIT.L has underperformed LQQ.PA with an annualized return of 26.33%, while LQQ.PA has yielded a comparatively higher 35.94% annualized return.


IUIT.L

1D
-2.11%
1M
13.14%
YTD
23.04%
6M
22.75%
1Y
51.87%
3Y*
34.42%
5Y*
24.18%
10Y*
26.33%

LQQ.PA

1D
-1.26%
1M
17.16%
YTD
38.36%
6M
36.48%
1Y
82.25%
3Y*
48.77%
5Y*
25.72%
10Y*
35.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUIT.L vs. LQQ.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
23.04%22.93%38.51%59.45%-29.15%34.09%43.14%48.90%-1.41%38.43%
LQQ.PA
Lyxor UCITS NASDAQ-100 Daily Leverage
38.36%29.49%47.31%119.04%-61.65%59.55%89.58%79.72%-8.07%69.54%

Correlation

The correlation between IUIT.L and LQQ.PA is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2015

0.88

The correlation between IUIT.L and LQQ.PA has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

IUIT.L vs. LQQ.PA — Risk / Return Rank

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

IUIT.L
IUIT.L Risk / Return Rank: 6868
Overall Rank
IUIT.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 7070
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5353
Martin Ratio Rank

LQQ.PA
LQQ.PA Risk / Return Rank: 7171
Overall Rank
LQQ.PA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
LQQ.PA Sortino Ratio Rank: 7070
Sortino Ratio Rank
LQQ.PA Omega Ratio Rank: 6969
Omega Ratio Rank
LQQ.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
LQQ.PA Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUIT.L vs. LQQ.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA). 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.


IUIT.LLQQ.PADifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.41

1.40

+0.01

Calmar ratioReturn relative to maximum drawdown

3.03

3.55

-0.52

Martin ratioReturn relative to average drawdown

8.99

12.07

-3.08

IUIT.L vs. LQQ.PA - Sharpe Ratio Comparison

The current IUIT.L Sharpe Ratio is 2.55, which is comparable to the LQQ.PA Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of IUIT.L and LQQ.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUIT.LLQQ.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.60

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.02

0.62

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.20

0.89

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

0.63

+0.53

Drawdowns

IUIT.L vs. LQQ.PA - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, smaller than the maximum LQQ.PA drawdown of -78.94%. Use the drawdown chart below to compare losses from any high point for IUIT.L and LQQ.PA.


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Drawdown Indicators


IUIT.LLQQ.PADifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-78.94%

+45.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.03%

-22.81%

+5.78%

Max Drawdown (3Y)

Largest decline over 3 years

-26.40%

-41.77%

+15.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

-63.36%

+29.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

-63.36%

+29.90%

Current Drawdown

Current decline from peak

-3.14%

-1.54%

-1.60%

Average Drawdown

Average peak-to-trough decline

-6.02%

-16.56%

+10.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

6.75%

-0.99%

Volatility

IUIT.L vs. LQQ.PA - Volatility Comparison

The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) is 7.49%, while Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a volatility of 9.39%. This indicates that IUIT.L experiences smaller price fluctuations and is considered to be less risky than LQQ.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUIT.LLQQ.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

9.39%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

23.04%

-7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

31.14%

-10.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

41.04%

-17.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

39.56%

-17.09%

IUIT.L vs. LQQ.PA - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than LQQ.PA's 0.60% expense ratio.


Dividends

IUIT.L vs. LQQ.PA - Dividend Comparison

Neither IUIT.L nor LQQ.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, IUIT.L and LQQ.PA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.60% for LQQ.PA.

IUIT.L is categorized as Technology Equities, while LQQ.PA is Nasdaq-100. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while LQQ.PA tracks Nasdaq 100® Leverage (2x) index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for IUIT.L and 0.60% for LQQ.PA.

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