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PNQI vs. EUFN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PNQI and EUFN is 0.68, 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.


Performance

PNQI vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ Internet ETF (PNQI) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%December2025FebruaryMarchAprilMay
850.96%
134.77%
PNQI
EUFN

Key characteristics

Sharpe Ratio

PNQI:

0.87

EUFN:

2.08

Sortino Ratio

PNQI:

1.31

EUFN:

2.70

Omega Ratio

PNQI:

1.19

EUFN:

1.39

Calmar Ratio

PNQI:

0.72

EUFN:

2.81

Martin Ratio

PNQI:

3.15

EUFN:

12.69

Ulcer Index

PNQI:

6.61%

EUFN:

3.54%

Daily Std Dev

PNQI:

24.06%

EUFN:

21.62%

Max Drawdown

PNQI:

-59.70%

EUFN:

-53.26%

Current Drawdown

PNQI:

-11.49%

EUFN:

0.00%

Returns By Period

In the year-to-date period, PNQI achieves a -0.58% return, which is significantly lower than EUFN's 31.12% return. Over the past 10 years, PNQI has outperformed EUFN with an annualized return of 12.34%, while EUFN has yielded a comparatively lower 6.69% annualized return.


PNQI

YTD

-0.58%

1M

16.87%

6M

6.30%

1Y

16.99%

5Y*

9.37%

10Y*

12.34%

EUFN

YTD

31.12%

1M

19.29%

6M

28.49%

1Y

42.26%

5Y*

24.97%

10Y*

6.69%

*Annualized

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PNQI vs. EUFN - Expense Ratio Comparison

PNQI has a 0.62% expense ratio, which is higher than EUFN's 0.48% expense ratio.


Risk-Adjusted Performance

PNQI vs. EUFN — Risk-Adjusted Performance Rank

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

PNQI
The Risk-Adjusted Performance Rank of PNQI is 7171
Overall Rank
The Sharpe Ratio Rank of PNQI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of PNQI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PNQI is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PNQI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of PNQI is 6969
Martin Ratio Rank

EUFN
The Risk-Adjusted Performance Rank of EUFN is 9494
Overall Rank
The Sharpe Ratio Rank of EUFN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of EUFN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of EUFN is 9494
Omega Ratio Rank
The Calmar Ratio Rank of EUFN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EUFN is 9595
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.

PNQI vs. EUFN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Internet ETF (PNQI) and iShares MSCI Europe Financials ETF (EUFN). 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.


The current PNQI Sharpe Ratio is 0.87, which is lower than the EUFN Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of PNQI and EUFN, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.87
2.08
PNQI
EUFN

Dividends

PNQI vs. EUFN - Dividend Comparison

PNQI has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 4.09%.


TTM20242023202220212020201920182017201620152014
PNQI
Invesco NASDAQ Internet ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%
EUFN
iShares MSCI Europe Financials ETF
4.09%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%3.35%

Drawdowns

PNQI vs. EUFN - Drawdown Comparison

The maximum PNQI drawdown since its inception was -59.70%, which is greater than EUFN's maximum drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for PNQI and EUFN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-11.49%
0
PNQI
EUFN

Volatility

PNQI vs. EUFN - Volatility Comparison

Invesco NASDAQ Internet ETF (PNQI) has a higher volatility of 14.48% compared to iShares MSCI Europe Financials ETF (EUFN) at 13.71%. This indicates that PNQI's price experiences larger fluctuations and is considered to be riskier than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
14.48%
13.71%
PNQI
EUFN