WLDS.L vs. EQGB.L
Compare and contrast key facts about iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L).
WLDS.L and EQGB.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Inde. It was launched on Mar 27, 2018. EQGB.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 17, 2017. Both WLDS.L and EQGB.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: WLDS.L or EQGB.L.
Performance
WLDS.L vs. EQGB.L - Performance Comparison
Returns By Period
In the year-to-date period, WLDS.L achieves a 9.72% return, which is significantly lower than EQGB.L's 21.16% return.
WLDS.L
9.72%
1.81%
6.38%
-2.11%
8.20%
N/A
EQGB.L
21.16%
0.60%
10.45%
29.65%
18.62%
N/A
Key characteristics
| WLDS.L | EQGB.L | |
|---|---|---|
| Sharpe Ratio | 1.53 | 1.79 |
| Sortino Ratio | 2.21 | 2.43 |
| Omega Ratio | 1.28 | 1.33 |
| Calmar Ratio | 1.05 | 2.44 |
| Martin Ratio | 7.62 | 8.54 |
| Ulcer Index | 2.68% | 3.47% |
| Daily Std Dev | 31.85% | 16.54% |
| Max Drawdown | -33.26% | -36.77% |
| Current Drawdown | -2.11% | -2.92% |
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WLDS.L vs. EQGB.L - Expense Ratio Comparison
Both WLDS.L and EQGB.L have an expense ratio of 0.35%.
Correlation
The correlation between WLDS.L and EQGB.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
WLDS.L vs. EQGB.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.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
WLDS.L vs. EQGB.L - Dividend Comparison
Neither WLDS.L nor EQGB.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQGB.L Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% |
Drawdowns
WLDS.L vs. EQGB.L - Drawdown Comparison
The maximum WLDS.L drawdown since its inception was -33.26%, smaller than the maximum EQGB.L drawdown of -36.77%. Use the drawdown chart below to compare losses from any high point for WLDS.L and EQGB.L. For additional features, visit the drawdowns tool.
Volatility
WLDS.L vs. EQGB.L - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 4.36%, while Invesco EQQQ Nasdaq-100 UCITS ETF GBP Hdg Acc (EQGB.L) has a volatility of 6.31%. This indicates that WLDS.L experiences smaller price fluctuations and is considered to be less risky than EQGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.