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

Performance

SPOG.L vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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SPOG.L vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPOG.L
iShares Oil & Gas Exploration & Production UCITS ETF
42.11%-0.88%0.57%-2.90%54.40%69.37%20.29%
QQQM
Invesco NASDAQ 100 ETF
-4.13%12.24%27.88%47.26%-24.49%28.66%1.00%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPOG.L achieves a 42.11% return, which is significantly higher than QQQM's -4.13% return.


SPOG.L

1D
-0.77%
1M
19.61%
YTD
42.11%
6M
47.07%
1Y
36.16%
3Y*
15.12%
5Y*
22.54%
10Y*
10.77%

QQQM

1D
3.07%
1M
-2.97%
YTD
-4.13%
6M
-1.94%
1Y
20.92%
3Y*
19.60%
5Y*
13.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPOG.L vs. QQQM - Expense Ratio Comparison

SPOG.L has a 0.55% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Return for Risk

SPOG.L vs. QQQM — Risk / Return Rank

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

SPOG.L
SPOG.L Risk / Return Rank: 6666
Overall Rank
SPOG.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPOG.L Omega Ratio Rank: 6868
Omega Ratio Rank
SPOG.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
SPOG.L Martin Ratio Rank: 4646
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7070
Overall Rank
QQQM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6868
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQM Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) and Invesco NASDAQ 100 ETF (QQQM). 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.


SPOG.LQQQMDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.93

+0.42

Sortino ratio

Return per unit of downside risk

1.77

1.45

+0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.77

1.76

0.00

Martin ratio

Return relative to average drawdown

4.31

4.98

-0.68

SPOG.L vs. QQQM - Sharpe Ratio Comparison

The current SPOG.L Sharpe Ratio is 1.35, which is higher than the QQQM Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SPOG.L and QQQM, 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


SPOG.LQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.93

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.67

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.64

-0.46

Correlation

The correlation between SPOG.L and QQQM is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SPOG.L vs. QQQM - Dividend Comparison

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


TTM202520242023202220212020
SPOG.L
iShares Oil & Gas Exploration & Production UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%

Drawdowns

SPOG.L vs. QQQM - Drawdown Comparison

The maximum SPOG.L drawdown since its inception was -76.49%, which is greater than QQQM's maximum drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for SPOG.L and QQQM.


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Drawdown Indicators


SPOG.LQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-76.49%

-35.04%

-41.45%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-12.55%

-7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-32.90%

-35.04%

+2.14%

Max Drawdown (10Y)

Largest decline over 10 years

-71.97%

Current Drawdown

Current decline from peak

-0.77%

-8.99%

+8.22%

Average Drawdown

Average peak-to-trough decline

-26.69%

-8.47%

-18.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.36%

3.41%

+4.95%

Volatility

SPOG.L vs. QQQM - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (SPOG.L) has a higher volatility of 9.31% compared to Invesco NASDAQ 100 ETF (QQQM) at 5.63%. This indicates that SPOG.L's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPOG.LQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.31%

5.63%

+3.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

12.44%

+4.98%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

22.66%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.96%

21.04%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.73%

21.16%

+10.57%