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MXFS.L vs. EQGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MXFS.L vs. EQGB.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L).

MXFS.L and EQGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXFS.L is a passively managed fund by Invesco that tracks the performance of the MSCI Emerging Markets Total Return (Net) Index. It was launched on Apr 26, 2010. EQGB.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 17, 2017. Both MXFS.L and EQGB.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.

Performance

MXFS.L vs. EQGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L). The values are adjusted to include any dividend payments, if applicable.

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MXFS.L vs. EQGB.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MXFS.L
Invesco MSCI Emerging Markets UCITS ETF Acc		5.04%33.98%7.21%7.99%-19.20%-3.47%18.07%19.21%-15.38%1.94%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc		-6.46%28.61%24.02%62.04%-42.01%26.53%49.89%40.34%-8.11%7.88%
Different Trading Currencies

MXFS.L is traded in USD, while EQGB.L is traded in GBp. To make them comparable, the EQGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MXFS.L achieves a 5.04% return, which is significantly higher than EQGB.L's -6.46% return.

MXFS.L

1D
4.36%
1M
-5.43%
YTD
5.04%
6M
9.21%
1Y
34.91%
3Y*
16.54%
5Y*
4.10%
10Y*
8.03%

EQGB.L

1D
4.09%
1M
-3.85%
YTD
-6.46%
6M
-3.79%
1Y
27.23%
3Y*
25.59%
5Y*
11.07%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Invesco MSCI Emerging Markets UCITS ETF Acc

Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc

Often compared with MXFS.L:
MXFS.L vs. GLDMXFS.L vs. EIMI.LMXFS.L vs. DGSE.LMXFS.L vs. E127.LMXFS.L vs. EMDV.LMXFS.L vs. EMHD.LMXFS.L vs. EMV.L
Often compared with EQGB.L:
EQGB.L vs. EQQQ.LEQGB.L vs. CNX1.LEQGB.L vs. VWRP.LEQGB.L vs. QQQEQGB.L vs. XNAQ.LEQGB.L vs. WLDS.LEQGB.L vs. INTL.L

MXFS.L vs. EQGB.L - Expense Ratio Comparison

MXFS.L has a 0.19% expense ratio, which is lower than EQGB.L's 0.35% expense ratio.

EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc
MXFS.L
Invesco MSCI Emerging Markets UCITS ETF Acc

Return for Risk

MXFS.L vs. EQGB.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MXFS.L
MXFS.L Risk / Return Rank: 8383
Overall Rank
MXFS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MXFS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
MXFS.L Omega Ratio Rank: 8282
Omega Ratio Rank
MXFS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
MXFS.L Martin Ratio Rank: 8282
Martin Ratio Rank
EQGB.L
EQGB.L Risk / Return Rank: 6767
Overall Rank
EQGB.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EQGB.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
EQGB.L Omega Ratio Rank: 6161
Omega Ratio Rank
EQGB.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQGB.L 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.

MXFS.L vs. EQGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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.

MXFS.LEQGB.LDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.18

+0.63

Sortino ratio

Return per unit of downside risk

2.37

1.79

+0.58

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.11

Calmar ratio

Return relative to maximum drawdown

2.75

1.74

+1.01

Martin ratio

Return relative to average drawdown

10.15

6.58

+3.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXFS.L vs. EQGB.L - Sharpe Ratio Comparison

The current MXFS.L Sharpe Ratio is 1.80, which is higher than the EQGB.L Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MXFS.L and EQGB.L, 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

MXFS.LEQGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.18

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.45

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.67

-0.41

Correlation

The correlation between MXFS.L and EQGB.L is 0.64, 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.

Dividends

MXFS.L vs. EQGB.L - Dividend Comparison

Neither MXFS.L nor EQGB.L has paid dividends to shareholders.

TTM2025202420232022202120202019
MXFS.L
Invesco MSCI Emerging Markets UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EQGB.L
Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%

Drawdowns

MXFS.L vs. EQGB.L - Drawdown Comparison

The maximum MXFS.L drawdown since its inception was -39.81%, smaller than the maximum EQGB.L drawdown of -47.56%. Use the drawdown chart below to compare losses from any high point for MXFS.L and EQGB.L.

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Drawdown Indicators

MXFS.LEQGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.81%

-36.77%

-3.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-12.60%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.38%

-36.77%

-0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

—

—

Current Drawdown

Current decline from peak

-8.61%

-7.87%

-0.74%

Average Drawdown

Average peak-to-trough decline

-15.47%

-7.64%

-7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.14%

+0.31%

Volatility

MXFS.L vs. EQGB.L - Volatility Comparison

Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) has a higher volatility of 8.64% compared to Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) at 7.46%. This indicates that MXFS.L's price experiences larger fluctuations and is considered to be riskier than EQGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MXFS.LEQGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

7.46%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.16%

13.77%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

23.06%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

24.74%

-5.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

24.86%

-4.44%