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QQQ vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

QQQ vs. WINC.AS

Last updated Jul 21, 2026
Documentation

QQQ (Invesco QQQ ETF) and WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) are both exchange-traded funds - QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while WINC.AS is a Global Equity Income fund actively managed by iShares. QQQ is passively managed, while WINC.AS is actively managed. Over the past year, QQQ returned 24.61% vs 21.61% for WINC.AS. At a 0.43 correlation, their price movements are largely independent. QQQ charges 0.18%/yr vs 0.35%/yr for WINC.AS.

Performance

QQQ vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QQQ achieves a 13.58% return, which is significantly higher than WINC.AS's 9.43% return.

QQQ

1D
0.10%
1M
-5.91%
6M
12.30%
YTD
13.58%
1Y
24.61%
3Y*
23.54%
5Y*
14.68%
10Y*
20.72%
ALL TIME*
10.70%

WINC.AS

1D
0.00%
1M
0.82%
6M
9.67%
YTD
9.43%
1Y
21.61%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
17.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. WINC.AS - Yearly Performance Comparison

2026 (YTD)20252024
QQQ
Invesco QQQ ETF		13.58%20.77%15.43%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.43%21.56%8.10%

Correlation

The correlation between QQQ and WINC.AS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2024

0.43

The correlation between QQQ and WINC.AS has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco QQQ ETF

iShares World Equity High Income UCITS ETF USD Inc

Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. SPMO
Often compared with WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. VWRL.ASWINC.AS vs. SWDA.LWINC.AS vs. TDGB.LWINC.AS vs. QQQI

Return for Risk

QQQ vs. WINC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QQQ
QQQ Risk / Return Rank: 5151
Overall Rank
QQQ Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 4747
Sortino Ratio Rank
QQQ Omega Ratio Rank: 4848
Omega Ratio Rank
QQQ Calmar Ratio Rank: 5454
Calmar Ratio Rank
QQQ Martin Ratio Rank: 5757
Martin Ratio Rank
WINC.AS
WINC.AS Risk / Return Rank: 8383
Overall Rank
WINC.AS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 8080
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8686
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.

QQQ vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

QQQWINC.ASDifference
Sharpe ratioReturn per unit of total volatility
1.32
1.97

-0.65

Sortino ratioReturn per unit of downside risk
1.83
3.03

-1.20

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

2.07

3.15

-1.08

Martin ratioReturn relative to average drawdown

7.22

12.97

-5.75

QQQ vs. WINC.AS - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 1.32, which is lower than the WINC.AS Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of QQQ and WINC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

QQQ vs. WINC.AS - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than WINC.AS's maximum drawdown of -14.81%. Use the drawdown chart below to compare losses from any high point for QQQ and WINC.AS.

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Drawdown Indicators

QQQWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-14.81%

-68.16%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-6.77%

-5.19%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

—

—

Current Drawdown

Current decline from peak

-6.61%

-1.03%

-5.58%

Average Drawdown

Average peak-to-trough decline

-32.65%

-1.45%

-31.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

1.65%

+1.77%

Volatility

QQQ vs. WINC.AS - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.41% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 2.63%. This indicates that QQQ's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QQQWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

2.63%

+4.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

8.87%

+6.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.78%

10.87%

+7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.81%

12.52%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

12.52%

+9.93%

QQQ vs. WINC.AS - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is lower than WINC.AS's 0.35% expense ratio.

Dividends

QQQ vs. WINC.AS - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.44%, less than WINC.AS's 9.88% yield.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.44%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.88%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

QQQ and WINC.AS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.35% for WINC.AS.

QQQ is categorized as Nasdaq-100, while WINC.AS is Global Equity Income. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for QQQ and 0.35% for WINC.AS.

Portfolio Optimizer

Find the right allocation for QQQ and WINC.AS

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