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QQQM vs. IUIT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQM vs. IUIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ 100 ETF (QQQM) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). The values are adjusted to include any dividend payments, if applicable.

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QQQM vs. IUIT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
QQQM
Invesco NASDAQ 100 ETF
-4.75%20.85%25.68%55.01%-32.52%27.45%6.67%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
-8.54%22.93%38.51%59.45%-29.15%34.09%5.08%

Returns By Period

In the year-to-date period, QQQM achieves a -4.75% return, which is significantly higher than IUIT.L's -8.54% return.


QQQM

1D
1.24%
1M
-3.78%
YTD
-4.75%
6M
-2.87%
1Y
24.28%
3Y*
22.91%
5Y*
13.24%
10Y*

IUIT.L

1D
3.97%
1M
-2.55%
YTD
-8.54%
6M
-6.57%
1Y
29.81%
3Y*
26.91%
5Y*
17.83%
10Y*
22.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQQM vs. IUIT.L - Expense Ratio Comparison

Both QQQM and IUIT.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

QQQM vs. IUIT.L — Risk / Return Rank

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

QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
Martin Ratio Rank

IUIT.L
IUIT.L Risk / Return Rank: 6363
Overall Rank
IUIT.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IUIT.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
IUIT.L Omega Ratio Rank: 6262
Omega Ratio Rank
IUIT.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IUIT.L Martin Ratio Rank: 5151
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.

QQQM vs. IUIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ 100 ETF (QQQM) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.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.


QQQMIUIT.LDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.24

-0.15

Sortino ratio

Return per unit of downside risk

1.68

1.81

-0.13

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

2.02

1.68

+0.33

Martin ratio

Return relative to average drawdown

7.35

5.14

+2.21

QQQM vs. IUIT.L - Sharpe Ratio Comparison

The current QQQM Sharpe Ratio is 1.09, which is comparable to the IUIT.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of QQQM and IUIT.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


QQQMIUIT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.24

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.76

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.02

-0.38

Correlation

The correlation between QQQM and IUIT.L is 0.61, 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

QQQM vs. IUIT.L - Dividend Comparison

QQQM's dividend yield for the trailing twelve months is around 0.53%, while IUIT.L has not paid dividends to shareholders.


TTM202520242023202220212020
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QQQM vs. IUIT.L - Drawdown Comparison

The maximum QQQM drawdown since its inception was -35.04%, roughly equal to the maximum IUIT.L drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for QQQM and IUIT.L.


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Drawdown Indicators


QQQMIUIT.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-33.46%

-1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-17.03%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-35.04%

-33.46%

-1.58%

Max Drawdown (10Y)

Largest decline over 10 years

-33.46%

Current Drawdown

Current decline from peak

-7.86%

-13.18%

+5.32%

Average Drawdown

Average peak-to-trough decline

-8.47%

-6.08%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

5.57%

-2.13%

Volatility

QQQM vs. IUIT.L - Volatility Comparison

Invesco NASDAQ 100 ETF (QQQM) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) have volatilities of 6.58% 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


QQQMIUIT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

6.61%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

15.16%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

24.00%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.24%

23.41%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

22.47%

-0.21%