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Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) Sharpe Ratio: 1.99

ETF · Currency in USD · Last updated Jun 25, 2026

NASD.L is a passive ETF by Amundi tracking the investment results of the NASDAQ-100 Index. NASD.L launched on Jan 17, 2019 and has a 0.30% expense ratio.

NASD.L's Sharpe Ratio of 1.99 indicates that for each unit of volatility, it generates 1.99 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

NASD.L Sharpe Ratio Rank

NASD.L Sharpe Ratio Rank: 70.170
Above Average

NASD.L ranks above 70.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

NASD.L Sharpe Ratio Market Positioning

The chart shows NASD.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.07
  • Green zone (top 25%): 2.07 or higher
  • Top 1%: 6.81+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Lyxor Nasdaq-100 Ucits ETF Acc USD's Sharpe Ratio with other ETFs in the Nasdaq-100 category across multiple time periods, showing how NASD.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 25, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
QYLP.LGlobal X NASDAQ 100 Covered Call UCITS ETF Dis GBP2.71
EQSG.LInvesco Nasdaq-100 Swap UCITS ETF Acc2.43
NASL.LLyxor UCITS Nasdaq-100 D-EUR2.43
ANXG.LAmundi Nasdaq-100 UCITS USD2.43
XNAQ.LXtrackers Nasdaq 100 UCITS ETF 1C2.42
EQQQ.LInvesco EQQQ NASDAQ-100 UCITS ETF2.41
CNX1.LiShares NASDAQ 100 UCITS ETF USD (Acc)2.41
NESP.LInvesco Nasdaq-100 ESG UCITS ETF Acc2.38
JEQP.LJPM Nasdaq Equity Premium Income Active UCITS ETF USD Dist GBP2.26
NESG.LInvesco NASDAQ-100 ESG UCITS ETF Acc2.02
NASD.LLyxor Nasdaq-100 Ucits ETF Acc USD1.99

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NASD.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NASD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does NASD.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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