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WIAU.L vs. QTOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIAU.L vs. QTOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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WIAU.L vs. QTOP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WIAU.L achieves a -1.37% return, which is significantly higher than QTOP's -4.91% return.


WIAU.L

1D
1.33%
1M
-1.82%
YTD
-1.37%
6M
-0.16%
1Y
7.68%
3Y*
7.68%
5Y*
2.55%
10Y*

QTOP

1D
1.40%
1M
-3.16%
YTD
-4.91%
6M
-2.53%
1Y
27.45%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WIAU.L vs. QTOP - Expense Ratio Comparison

WIAU.L has a 0.50% expense ratio, which is higher than QTOP's 0.20% expense ratio.


Return for Risk

WIAU.L vs. QTOP — Risk / Return Rank

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

WIAU.L
WIAU.L Risk / Return Rank: 6666
Overall Rank
WIAU.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WIAU.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
WIAU.L Omega Ratio Rank: 6565
Omega Ratio Rank
WIAU.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
WIAU.L Martin Ratio Rank: 6161
Martin Ratio Rank

QTOP
QTOP Risk / Return Rank: 7070
Overall Rank
QTOP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 6969
Sortino Ratio Rank
QTOP Omega Ratio Rank: 6666
Omega Ratio Rank
QTOP Calmar Ratio Rank: 7979
Calmar Ratio Rank
QTOP 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.

WIAU.L vs. QTOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). 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.


WIAU.LQTOPDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.17

+0.17

Sortino ratio

Return per unit of downside risk

1.93

1.78

+0.15

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.71

2.21

-0.50

Martin ratio

Return relative to average drawdown

6.81

7.54

-0.73

WIAU.L vs. QTOP - Sharpe Ratio Comparison

The current WIAU.L Sharpe Ratio is 1.34, which is comparable to the QTOP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of WIAU.L and QTOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WIAU.LQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.17

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.68

-0.12

Correlation

The correlation between WIAU.L and QTOP is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WIAU.L vs. QTOP - Dividend Comparison

WIAU.L has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.41%.


Drawdowns

WIAU.L vs. QTOP - Drawdown Comparison

The maximum WIAU.L drawdown since its inception was -23.51%, roughly equal to the maximum QTOP drawdown of -23.28%. Use the drawdown chart below to compare losses from any high point for WIAU.L and QTOP.


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Drawdown Indicators


WIAU.LQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-23.51%

-23.28%

-0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-12.88%

+8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

Current Drawdown

Current decline from peak

-3.07%

-8.35%

+5.28%

Average Drawdown

Average peak-to-trough decline

-4.52%

-4.12%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.13%

3.78%

-2.65%

Volatility

WIAU.L vs. QTOP - Volatility Comparison

The current volatility for iShares Fallen Angels High Yield Corporate Bond UCITS ETF USD (Acc) (WIAU.L) is 2.52%, while iShares Nasdaq Top 30 Stocks ETF (QTOP) has a volatility of 7.24%. This indicates that WIAU.L experiences smaller price fluctuations and is considered to be less risky than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WIAU.LQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

7.24%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

13.92%

-10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

23.53%

-17.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.08%

23.11%

-16.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.47%

23.11%

-13.64%