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UIFS.L vs. EQQQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UIFS.L vs. EQQQ.L

Last updated Jul 16, 2026
Documentation

UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) and EQQQ.L (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while EQQQ.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, UIFS.L returned 13.03%/yr vs 20.77%/yr for EQQQ.L. A 0.52 correlation means they provide meaningful diversification when combined. UIFS.L charges 0.15%/yr vs 0.30%/yr for EQQQ.L.

Performance

UIFS.L vs. EQQQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UIFS.L achieves a 3.37% return, which is significantly lower than EQQQ.L's 15.65% return. Over the past 10 years, UIFS.L has underperformed EQQQ.L with an annualized return of 13.03%, while EQQQ.L has yielded a comparatively higher 20.77% annualized return.

UIFS.L

1D
0.04%
1M
5.20%
6M
5.51%
YTD
3.37%
1Y
9.80%
3Y*
18.71%
5Y*
11.33%
10Y*
13.03%

EQQQ.L

1D
-1.34%
1M
-3.89%
6M
15.70%
YTD
15.65%
1Y
27.43%
3Y*
22.66%
5Y*
15.80%
10Y*
20.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. EQQQ.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)		3.37%7.07%32.24%6.12%-0.45%38.07%-6.59%27.05%-9.40%12.02%
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		15.65%11.54%28.55%47.79%-25.54%29.59%43.32%33.69%4.64%20.12%

Correlation

The correlation between UIFS.L and EQQQ.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.52

Over the past year, the correlation between UIFS.L and EQQQ.L has dropped to 0.26 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

UIFS.L vs. EQQQ.L - Sectors Allocation Comparison

Sectors
UIFS.L
EQQQ.L

Financial Services

98.2%
0.2%

Technology

1.6%
59.6%

Industrials

0.2%
3.0%

Basic Materials

-

1.1%

Communication Services

-

13.6%

Consumer Cyclical

-

11.0%

Consumer Defensive

-

6.3%

Energy

-

0.4%

Healthcare

-

3.6%

Real Estate

-

0.0%

Utilities

-

1.1%

Financial Services

UIFS.L
98.2%
EQQQ.L
0.2%

Technology

UIFS.L
1.6%
EQQQ.L
59.6%

Industrials

UIFS.L
0.2%
EQQQ.L
3.0%

Basic Materials

UIFS.L

-

EQQQ.L
1.1%

Communication Services

UIFS.L

-

EQQQ.L
13.6%

Consumer Cyclical

UIFS.L

-

EQQQ.L
11.0%

Consumer Defensive

UIFS.L

-

EQQQ.L
6.3%

Energy

UIFS.L

-

EQQQ.L
0.4%

Healthcare

UIFS.L

-

EQQQ.L
3.6%

Real Estate

UIFS.L

-

EQQQ.L
0.0%

Utilities

UIFS.L

-

EQQQ.L
1.1%

Compare stocks, funds, or ETFs

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

iShares S&P 500 Financials Sector UCITS ETF USD (Acc)

Invesco EQQQ NASDAQ-100 UCITS ETF

Often compared with UIFS.L:
UIFS.L vs. ESIF.LUIFS.L vs. XLFQ.LUIFS.L vs. IISU.LUIFS.L vs. XUFB.LUIFS.L vs. CB5.LUIFS.L vs. QDVH.DEUIFS.L vs. WFIN.AS
Often compared with EQQQ.L:
EQQQ.L vs. QQQEQQQ.L vs. QQQMEQQQ.L vs. EQGB.LEQQQ.L vs. CNX1.LEQQQ.L vs. EQQU.LEQQQ.L vs. CSPX.LEQQQ.L vs. XNAQ.L

Return for Risk

UIFS.L vs. EQQQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UIFS.L
UIFS.L Risk / Return Rank: 2121
Overall Rank
UIFS.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 2121
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1919
Martin Ratio Rank
EQQQ.L
EQQQ.L Risk / Return Rank: 6060
Overall Rank
EQQQ.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EQQQ.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
EQQQ.L Omega Ratio Rank: 6161
Omega Ratio Rank
EQQQ.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
EQQQ.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.

UIFS.L vs. EQQQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.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.

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.

UIFS.LEQQQ.LDifference
Sharpe ratioReturn per unit of total volatility
0.70
1.66

-0.97

Sortino ratioReturn per unit of downside risk
1.06
2.29

-1.23

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

0.76

2.49

-1.73

Martin ratioReturn relative to average drawdown

1.74

7.02

-5.28

UIFS.L vs. EQQQ.L - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.70, which is lower than the EQQQ.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of UIFS.L and EQQQ.L, 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

UIFS.L vs. EQQQ.L - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -44.49%, smaller than the maximum EQQQ.L drawdown of -65.36%. Use the drawdown chart below to compare losses from any high point for UIFS.L and EQQQ.L.

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Drawdown Indicators

UIFS.LEQQQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.49%

-65.36%

+20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-10.97%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-20.12%

-24.09%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.12%

-27.76%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-27.76%

-7.55%

Current Drawdown

Current decline from peak

-0.04%

-4.95%

+4.91%

Average Drawdown

Average peak-to-trough decline

-9.13%

-12.46%

+3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.62%

3.90%

+1.72%

Volatility

UIFS.L vs. EQQQ.L - Volatility Comparison

The current volatility for iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) is 3.62%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 6.19%. This indicates that UIFS.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.

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Volatility by Period

UIFS.LEQQQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

6.19%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

12.46%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

16.44%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

19.40%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

19.38%

+3.00%

UIFS.L vs. EQQQ.L - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.

Dividends

UIFS.L vs. EQQQ.L - Dividend Comparison

UIFS.L has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.23%.

PositionTTM20252024202320222021202020192018201720162015
EQQQ.L
Invesco EQQQ NASDAQ-100 UCITS ETF		0.23%0.29%0.38%0.39%0.56%0.25%0.41%0.56%0.63%0.67%0.77%0.72%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

UIFS.L and EQQQ.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UIFS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UIFS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for EQQQ.L.

UIFS.L is categorized as Financials Equities, while EQQQ.L is Nasdaq-100. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while EQQQ.L tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for UIFS.L and 0.30% for EQQQ.L.

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