IUQD.L vs. EQQQ.L
Compare and contrast key facts about iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
IUQD.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. IUQD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Feb 21, 2018. 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 IUQD.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: IUQD.L or EQQQ.L.
Key characteristics
| IUQD.L | EQQQ.L | |
|---|---|---|
| YTD Return | 25.29% | 25.14% |
| 1Y Return | 32.33% | 31.28% |
| 3Y Return (Ann) | 9.31% | 11.58% |
| 5Y Return (Ann) | 14.89% | 21.26% |
| Sharpe Ratio | 2.73 | 1.91 |
| Sortino Ratio | 3.90 | 2.60 |
| Omega Ratio | 1.51 | 1.35 |
| Calmar Ratio | 4.73 | 2.48 |
| Martin Ratio | 16.18 | 7.47 |
| Ulcer Index | 1.99% | 4.04% |
| Daily Std Dev | 11.85% | 15.78% |
| Max Drawdown | -33.83% | -33.75% |
| Current Drawdown | -0.36% | 0.00% |
Correlation
The correlation between IUQD.L and EQQQ.L is 0.85, 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.
Performance
IUQD.L vs. EQQQ.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with IUQD.L having a 25.29% return and EQQQ.L slightly lower at 25.14%. 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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IUQD.L vs. EQQQ.L - Expense Ratio Comparison
IUQD.L has a 0.20% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Risk-Adjusted Performance
IUQD.L vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.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
IUQD.L vs. EQQQ.L - Dividend Comparison
IUQD.L's dividend yield for the trailing twelve months is around 0.83%, more than EQQQ.L's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUQD.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) | 0.83% | 1.05% | 1.34% | 0.95% | 1.21% | 1.32% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.39% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
Drawdowns
IUQD.L vs. EQQQ.L - Drawdown Comparison
The maximum IUQD.L drawdown since its inception was -33.83%, roughly equal to the maximum EQQQ.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for IUQD.L and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
IUQD.L vs. EQQQ.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) is 3.16%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.36%. This indicates that IUQD.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.