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LCCN.L vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCCN.L vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor MSCI China UCITS ETF - Acc (LCCN.L) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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LCCN.L vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCCN.L
Lyxor MSCI China UCITS ETF - Acc
-6.78%32.04%19.37%-11.61%-22.21%-21.87%29.79%21.86%1.99%
QQQ
Invesco QQQ ETF
-4.76%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-8.90%

Returns By Period

In the year-to-date period, LCCN.L achieves a -6.78% return, which is significantly lower than QQQ's -4.76% return.


LCCN.L

1D
1.65%
1M
-3.61%
YTD
-6.78%
6M
-13.72%
1Y
5.36%
3Y*
7.36%
5Y*
-4.93%
10Y*

QQQ

1D
1.24%
1M
-3.79%
YTD
-4.76%
6M
-2.89%
1Y
24.21%
3Y*
22.83%
5Y*
13.16%
10Y*
18.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCCN.L vs. QQQ - Expense Ratio Comparison

LCCN.L has a 0.29% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

LCCN.L vs. QQQ — Risk / Return Rank

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

LCCN.L
LCCN.L Risk / Return Rank: 1818
Overall Rank
LCCN.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LCCN.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
LCCN.L Omega Ratio Rank: 1717
Omega Ratio Rank
LCCN.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
LCCN.L Martin Ratio Rank: 1818
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
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.

LCCN.L vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China UCITS ETF - Acc (LCCN.L) and Invesco QQQ ETF (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.


LCCN.LQQQDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.07

-0.83

Sortino ratio

Return per unit of downside risk

0.47

1.66

-1.19

Omega ratio

Gain probability vs. loss probability

1.06

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.38

2.00

-1.62

Martin ratio

Return relative to average drawdown

0.98

7.32

-6.34

LCCN.L vs. QQQ - Sharpe Ratio Comparison

The current LCCN.L Sharpe Ratio is 0.24, which is lower than the QQQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of LCCN.L and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCCN.LQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.07

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.59

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.38

-0.26

Correlation

The correlation between LCCN.L and QQQ is 0.34, 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.


Dividends

LCCN.L vs. QQQ - Dividend Comparison

LCCN.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
LCCN.L
Lyxor MSCI China UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

LCCN.L vs. QQQ - Drawdown Comparison

The maximum LCCN.L drawdown since its inception was -62.38%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for LCCN.L and QQQ.


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Drawdown Indicators


LCCN.LQQQDifference

Max Drawdown

Largest peak-to-trough decline

-62.38%

-82.97%

+20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.80%

-12.62%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-56.26%

-35.12%

-21.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-33.89%

-7.86%

-26.03%

Average Drawdown

Average peak-to-trough decline

-30.11%

-32.99%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

3.44%

+2.98%

Volatility

LCCN.L vs. QQQ - Volatility Comparison

Lyxor MSCI China UCITS ETF - Acc (LCCN.L) and Invesco QQQ ETF (QQQ) have volatilities of 6.80% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCCN.LQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

6.61%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

12.82%

+1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

22.32%

22.70%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.24%

22.38%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.97%

22.25%

+5.72%