SPX5.L vs. EQQQ.L
Compare and contrast key facts about SPDR S&P 500 UCITS ETF (SPX5.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
SPX5.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. SPX5.L is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Mar 19, 2012. 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 SPX5.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: SPX5.L or EQQQ.L.
Performance
SPX5.L vs. EQQQ.L - Performance Comparison
Returns By Period
In the year-to-date period, SPX5.L achieves a 24.95% return, which is significantly higher than EQQQ.L's 22.53% return. Over the past 10 years, SPX5.L has underperformed EQQQ.L with an annualized return of 15.14%, while EQQQ.L has yielded a comparatively higher 20.24% annualized return.
SPX5.L
24.95%
4.07%
12.04%
29.99%
15.42%
15.14%
EQQQ.L
22.53%
3.92%
11.07%
27.84%
20.75%
20.24%
Key characteristics
| SPX5.L | EQQQ.L | |
|---|---|---|
| Sharpe Ratio | 2.63 | 1.75 |
| Sortino Ratio | 3.75 | 2.40 |
| Omega Ratio | 1.51 | 1.32 |
| Calmar Ratio | 4.64 | 2.29 |
| Martin Ratio | 18.60 | 6.89 |
| Ulcer Index | 1.59% | 4.04% |
| Daily Std Dev | 11.23% | 15.90% |
| Max Drawdown | -41.23% | -33.75% |
| Current Drawdown | -1.15% | -2.09% |
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SPX5.L vs. EQQQ.L - Expense Ratio Comparison
SPX5.L has a 0.09% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Correlation
The correlation between SPX5.L and EQQQ.L is 0.90, 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
SPX5.L vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF (SPX5.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
SPX5.L vs. EQQQ.L - Dividend Comparison
SPX5.L's dividend yield for the trailing twelve months is around 79.01%, more than EQQQ.L's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 79.01% | 120.99% | 138.50% | 97.80% | 140.46% | 147.87% | 170.82% | 157.18% | 149.13% | 168.09% | 142.74% | 156.08% |
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
SPX5.L vs. EQQQ.L - Drawdown Comparison
The maximum SPX5.L drawdown since its inception was -41.23%, which is greater than EQQQ.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SPX5.L and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
SPX5.L vs. EQQQ.L - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF (SPX5.L) is 3.54%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.95%. This indicates that SPX5.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.