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IUIT.L vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUIT.L and QQQM is 0.61, 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.


-0.50.00.51.00.6

Performance

IUIT.L vs. QQQM - 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 NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.15%
13.67%
IUIT.L
QQQM

Key characteristics

Sharpe Ratio

IUIT.L:

1.25

QQQM:

1.45

Sortino Ratio

IUIT.L:

1.73

QQQM:

1.96

Omega Ratio

IUIT.L:

1.23

QQQM:

1.26

Calmar Ratio

IUIT.L:

1.89

QQQM:

1.95

Martin Ratio

IUIT.L:

6.03

QQQM:

6.75

Ulcer Index

IUIT.L:

4.60%

QQQM:

3.92%

Daily Std Dev

IUIT.L:

22.07%

QQQM:

18.21%

Max Drawdown

IUIT.L:

-33.46%

QQQM:

-35.05%

Current Drawdown

IUIT.L:

-2.03%

QQQM:

0.00%

Returns By Period

In the year-to-date period, IUIT.L achieves a -0.09% return, which is significantly lower than QQQM's 5.28% return.


IUIT.L

YTD

-0.09%

1M

2.51%

6M

9.15%

1Y

28.18%

5Y*

21.83%

10Y*

N/A

QQQM

YTD

5.28%

1M

4.19%

6M

13.67%

1Y

24.67%

5Y*

N/A

10Y*

N/A

*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. QQQM - Expense Ratio Comparison

Both IUIT.L and QQQM have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
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%
Expense ratio chart for QQQM: 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. QQQM — 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

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5858
Overall Rank
The Sharpe Ratio Rank of QQQM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5757
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5959
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. QQQM - 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 NASDAQ 100 ETF (QQQM). 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 1.23, compared to the broader market0.002.004.001.231.32
The chart of Sortino ratio for IUIT.L, currently valued at 1.69, compared to the broader market0.005.0010.001.691.79
The chart of Omega ratio for IUIT.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.24
The chart of Calmar ratio for IUIT.L, currently valued at 1.81, compared to the broader market0.005.0010.0015.001.811.74
The chart of Martin ratio for IUIT.L, currently valued at 5.77, compared to the broader market0.0020.0040.0060.0080.00100.005.776.00
IUIT.L
QQQM

The current IUIT.L Sharpe Ratio is 1.25, which is comparable to the QQQM Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IUIT.L and QQQM, 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
1.23
1.32
IUIT.L
QQQM

Dividends

IUIT.L vs. QQQM - Dividend Comparison

IUIT.L has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.58%.


TTM20242023202220212020
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.58%0.61%0.65%0.83%0.40%0.16%

Drawdowns

IUIT.L vs. QQQM - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, roughly equal to the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for IUIT.L and QQQM. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.03%
0
IUIT.L
QQQM

Volatility

IUIT.L vs. QQQM - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 9.14% compared to Invesco NASDAQ 100 ETF (QQQM) at 4.89%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
9.14%
4.89%
IUIT.L
QQQM
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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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