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

Performance

WENS.L vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WENS.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, WENS.L achieves a 31.38% return, which is significantly higher than QQQM's 21.22% return.


WENS.L

1D
-0.43%
1M
-0.63%
YTD
31.38%
6M
26.68%
1Y
44.00%
3Y*
13.87%
5Y*
10Y*

QQQM

1D
-0.54%
1M
9.66%
YTD
21.22%
6M
18.39%
1Y
42.20%
3Y*
25.41%
5Y*
19.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WENS.L vs. QQQM - Yearly Performance Comparison


2026 (YTD)2025202420232022
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.38%3.24%2.09%-2.00%17.73%
QQQM
Invesco NASDAQ 100 ETF
21.22%12.24%27.88%47.26%-3.87%

Correlation

The correlation between WENS.L and QQQM is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.06

The correlation between WENS.L and QQQM shifts across timeframes, from -0.06 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WENS.L vs. QQQM — Risk / Return Rank

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

WENS.L
WENS.L Risk / Return Rank: 5959
Overall Rank
WENS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 6262
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 5656
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 7575
Overall Rank
QQQM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 7676
Sortino Ratio Rank
QQQM Omega Ratio Rank: 7575
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQM 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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.


WENS.LQQQMDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.37

1.49

-0.12

Calmar ratioReturn relative to maximum drawdown

2.99

3.57

-0.57

Martin ratioReturn relative to average drawdown

9.66

10.77

-1.11

WENS.L vs. QQQM - Sharpe Ratio Comparison

The current WENS.L Sharpe Ratio is 2.06, which is comparable to the QQQM Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of WENS.L and QQQM, 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


WENS.LQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.78

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.85

-0.26

Drawdowns

WENS.L vs. QQQM - Drawdown Comparison

The maximum WENS.L drawdown since its inception was -22.49%, smaller than the maximum QQQM drawdown of -27.83%. Use the drawdown chart below to compare losses from any high point for WENS.L and QQQM.


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Drawdown Indicators


WENS.LQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-22.49%

-27.83%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-11.88%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-22.49%

-24.83%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

Current Drawdown

Current decline from peak

-7.62%

-0.54%

-7.08%

Average Drawdown

Average peak-to-trough decline

-9.15%

-6.83%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.54%

3.93%

+0.61%

Volatility

WENS.L vs. QQQM - Volatility Comparison

iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 7.96% compared to Invesco NASDAQ 100 ETF (QQQM) at 3.95%. This indicates that WENS.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


WENS.LQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

3.95%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.19%

10.91%

+7.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

15.26%

+6.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

20.97%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.49%

20.98%

+0.51%

WENS.L vs. QQQM - Expense Ratio Comparison

WENS.L has a 0.25% expense ratio, which is higher than QQQM's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WENS.L vs. QQQM - Dividend Comparison

WENS.L has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM202520242023202220212020
QQQM
Invesco NASDAQ 100 ETF
0.42%0.50%0.61%0.65%0.83%0.40%0.16%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
0.00%0.00%1.75%3.61%1.77%0.00%0.00%

Frequently Asked Questions


WENS.L and QQQM have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

QQQM is cheaper with a 0.15% expense ratio, compared with 0.25% for WENS.L.

WENS.L is categorized as Energy Equities, while QQQM is Nasdaq-100. WENS.L tracks MSCI World/Energy NR USD, while QQQM tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.25% for WENS.L and 0.15% for QQQM.

Portfolio Optimizer

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