VMID.L vs. EQQQ.L
Compare and contrast key facts about Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
VMID.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. VMID.L is a passively managed fund by Vanguard that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on Sep 30, 2014. 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 VMID.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: VMID.L or EQQQ.L.
Key characteristics
| VMID.L | EQQQ.L | |
|---|---|---|
| YTD Return | 6.57% | 23.48% |
| 1Y Return | 16.88% | 31.24% |
| 3Y Return (Ann) | -1.39% | 11.27% |
| 5Y Return (Ann) | 2.59% | 20.96% |
| 10Y Return (Ann) | 5.33% | 20.64% |
| Sharpe Ratio | 1.44 | 1.91 |
| Sortino Ratio | 2.11 | 2.61 |
| Omega Ratio | 1.26 | 1.35 |
| Calmar Ratio | 0.85 | 2.48 |
| Martin Ratio | 7.63 | 7.48 |
| Ulcer Index | 2.37% | 4.04% |
| Daily Std Dev | 12.58% | 15.78% |
| Max Drawdown | -41.85% | -33.75% |
| Current Drawdown | -7.36% | 0.00% |
Correlation
The correlation between VMID.L and EQQQ.L is 0.57, 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.
Performance
VMID.L vs. EQQQ.L - Performance Comparison
In the year-to-date period, VMID.L achieves a 6.57% return, which is significantly lower than EQQQ.L's 23.48% return. Over the past 10 years, VMID.L has underperformed EQQQ.L with an annualized return of 5.33%, while EQQQ.L has yielded a comparatively higher 20.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VMID.L vs. EQQQ.L - Expense Ratio Comparison
VMID.L has a 0.10% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Risk-Adjusted Performance
VMID.L vs. EQQQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.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
VMID.L vs. EQQQ.L - Dividend Comparison
VMID.L's dividend yield for the trailing twelve months is around 3.33%, more than EQQQ.L's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMID.L Vanguard FTSE 250 UCITS ETF Distributing | 3.33% | 3.41% | 3.30% | 2.55% | 2.08% | 2.82% | 3.59% | 3.19% | 3.08% | 3.09% | 0.60% | 0.00% |
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
VMID.L vs. EQQQ.L - Drawdown Comparison
The maximum VMID.L drawdown since its inception was -41.85%, 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 VMID.L and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
VMID.L vs. EQQQ.L - Volatility Comparison
The current volatility for Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) is 3.93%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) has a volatility of 4.49%. This indicates that VMID.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.