MXUS.L vs. EQQQ.L
Compare and contrast key facts about Invesco MSCI USA UCITS ETF (MXUS.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
MXUS.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. MXUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 31, 2009. 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 MXUS.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: MXUS.L or EQQQ.L.
Performance
MXUS.L vs. EQQQ.L - Performance Comparison
Returns By Period
In the year-to-date period, MXUS.L achieves a 24.64% return, which is significantly higher than EQQQ.L's 23.19% return. Over the past 10 years, MXUS.L has underperformed EQQQ.L with an annualized return of 12.78%, while EQQQ.L has yielded a comparatively higher 20.24% annualized return.
MXUS.L
24.64%
0.97%
11.73%
33.15%
15.37%
12.78%
EQQQ.L
23.19%
4.48%
11.07%
28.53%
20.87%
20.24%
Key characteristics
| MXUS.L | EQQQ.L | |
|---|---|---|
| Sharpe Ratio | 2.76 | 1.76 |
| Sortino Ratio | 3.80 | 2.41 |
| Omega Ratio | 1.52 | 1.32 |
| Calmar Ratio | 4.08 | 2.30 |
| Martin Ratio | 17.59 | 6.94 |
| Ulcer Index | 1.83% | 4.04% |
| Daily Std Dev | 11.68% | 15.92% |
| Max Drawdown | -34.38% | -33.75% |
| Current Drawdown | -1.82% | -1.56% |
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MXUS.L vs. EQQQ.L - Expense Ratio Comparison
MXUS.L has a 0.05% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Correlation
The correlation between MXUS.L and EQQQ.L is 0.84, 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.
Risk-Adjusted Performance
MXUS.L vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.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
MXUS.L vs. EQQQ.L - Dividend Comparison
MXUS.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
MXUS.L vs. EQQQ.L - Drawdown Comparison
The maximum MXUS.L drawdown since its inception was -34.38%, roughly equal to the maximum EQQQ.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for MXUS.L and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
MXUS.L vs. EQQQ.L - Volatility Comparison
The current volatility for Invesco MSCI USA UCITS ETF (MXUS.L) is 4.01%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 5.04%. This indicates that MXUS.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.