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

UIFS.L vs. QQQ

Last updated Jun 5, 2026

UIFS.L (iShares S&P 500 Financials Sector UCITS ETF USD (Acc)) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - UIFS.L is a Financials Equities fund tracking the S&P 500 Capped 35/20 Financials Index, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, UIFS.L returned 13.04%/yr vs 22.80%/yr for QQQ. At a 0.30 correlation, their price movements are largely independent. UIFS.L charges 0.15%/yr vs 0.18%/yr for QQQ.

Performance

UIFS.L vs. QQQ - 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 QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, UIFS.L achieves a -4.82% return, which is significantly lower than QQQ's 21.75% return. Over the past 10 years, UIFS.L has underperformed QQQ with an annualized return of 13.04%, while QQQ has yielded a comparatively higher 22.80% annualized return.

UIFS.L

1D
3.20%
1M
2.23%
YTD
-4.82%
6M
-2.63%
1Y
4.61%
3Y*
15.44%
5Y*
9.10%
10Y*
13.04%

QQQ

1D
0.00%
1M
10.15%
YTD
21.75%
6M
18.90%
1Y
42.75%
3Y*
25.50%
5Y*
19.24%
10Y*
22.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UIFS.L vs. QQQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF USD (Acc)		-4.82%7.07%32.24%6.12%-0.45%38.07%-6.59%27.05%-9.40%12.02%
QQQ
Invesco QQQ ETF		21.20%12.17%27.77%47.12%-24.56%28.63%44.26%33.67%5.80%21.19%

Correlation

The correlation between UIFS.L and QQQ is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.18

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

0.24

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

0.28

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.30

The correlation between UIFS.L and QQQ shifts across timeframes, from 0.18 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

UIFS.L vs. QQQ - Sectors Allocation Comparison

Sectors
UIFS.L
QQQ

Financial Services

98.1%
0.2%

Technology

1.7%
53.8%

Industrials

0.2%
2.8%

Basic Materials

-

1.1%

Communication Services

-

15.8%

Consumer Cyclical

-

12.3%

Consumer Defensive

-

7.7%

Energy

-

0.6%

Healthcare

-

4.2%

Real Estate

-

0.1%

Utilities

-

1.4%

Financial Services

UIFS.L
98.1%
QQQ
0.2%

Technology

UIFS.L
1.7%
QQQ
53.8%

Industrials

UIFS.L
0.2%
QQQ
2.8%

Basic Materials

UIFS.L

-

QQQ
1.1%

Communication Services

UIFS.L

-

QQQ
15.8%

Consumer Cyclical

UIFS.L

-

QQQ
12.3%

Consumer Defensive

UIFS.L

-

QQQ
7.7%

Energy

UIFS.L

-

QQQ
0.6%

Healthcare

UIFS.L

-

QQQ
4.2%

Real Estate

UIFS.L

-

QQQ
0.1%

Utilities

UIFS.L

-

QQQ
1.4%

Compare stocks, funds, or ETFs

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

Invesco QQQ 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 QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

UIFS.L vs. QQQ — 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: 1414
Overall Rank
UIFS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
UIFS.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
UIFS.L Omega Ratio Rank: 1414
Omega Ratio Rank
UIFS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
UIFS.L Martin Ratio Rank: 1313
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7474
Overall Rank
QQQ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7676
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7575
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7171
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. QQQ - 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 QQQ ETF (QQQ). 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.

UIFS.LQQQDifference
Sharpe ratioReturn per unit of total volatility
0.33
2.81

-2.48

Sortino ratioReturn per unit of downside risk
0.56
3.58

-3.02

Omega ratioGain probability vs. loss probability

1.07

1.50

-0.43

Calmar ratioReturn relative to maximum drawdown

0.36

3.61

-3.26

Martin ratioReturn relative to average drawdown

0.83

10.93

-10.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UIFS.L vs. QQQ - Sharpe Ratio Comparison

The current UIFS.L Sharpe Ratio is 0.33, which is lower than the QQQ Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of UIFS.L and QQQ, 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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Sharpe Ratios by Period

UIFS.LQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

2.81

-2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.92

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.03

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.87

-0.25

Drawdowns

UIFS.L vs. QQQ - Drawdown Comparison

The maximum UIFS.L drawdown since its inception was -35.31%, roughly equal to the maximum QQQ drawdown of -34.25%. Use the drawdown chart below to compare losses from any high point for UIFS.L and QQQ.

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Drawdown Indicators

UIFS.LQQQDifference

Max Drawdown

Largest peak-to-trough decline

-35.31%

-34.25%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-11.89%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-24.87%

+6.15%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-27.87%

+9.15%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

-27.87%

-7.44%

Current Drawdown

Current decline from peak

-6.76%

0.00%

-6.76%

Average Drawdown

Average peak-to-trough decline

-6.08%

-5.47%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.53%

3.92%

+1.61%

Volatility

UIFS.L vs. QQQ - Volatility Comparison

iShares S&P 500 Financials Sector UCITS ETF USD (Acc) (UIFS.L) has a higher volatility of 4.41% compared to Invesco QQQ ETF (QQQ) at 3.94%. This indicates that UIFS.L's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UIFS.LQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.94%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.96%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

15.29%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

21.11%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

22.22%

-2.10%

UIFS.L vs. QQQ - Expense Ratio Comparison

UIFS.L has a 0.15% expense ratio, which is lower than QQQ's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UIFS.L vs. QQQ - Dividend Comparison

UIFS.L has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.38%.

PositionTTM20252024202320222021202020192018201720162015
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
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 QQQ have a correlation of 0.24, 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 0.18% for QQQ.

UIFS.L is categorized as Financials Equities, while QQQ is Nasdaq-100. UIFS.L tracks S&P 500 Capped 35/20 Financials Index, while QQQ tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for UIFS.L and 0.18% for QQQ.

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