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^NDX vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility

Performance

^NDX vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Index (^NDX) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^NDX achieves a 17.37% return, which is significantly higher than ACWI's 10.59% return. Over the past 10 years, ^NDX has outperformed ACWI with an annualized return of 20.95%, while ACWI has yielded a comparatively lower 13.02% annualized return.


^NDX

1D
0.64%
1M
0.19%
YTD
17.37%
6M
17.62%
1Y
37.01%
3Y*
25.76%
5Y*
16.18%
10Y*
20.95%

ACWI

1D
0.41%
1M
-0.11%
YTD
10.59%
6M
11.34%
1Y
26.86%
3Y*
19.78%
5Y*
10.88%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^NDX vs. ACWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^NDX
NASDAQ 100 Index
17.37%20.17%24.88%53.81%-32.97%26.63%47.58%37.96%-1.04%31.52%
ACWI
iShares MSCI ACWI ETF
10.59%22.41%17.45%22.27%-18.39%18.66%16.34%26.59%-9.19%24.33%

Correlation

The correlation between ^NDX and ACWI is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2008

0.85

The correlation between ^NDX and ACWI has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

^NDX vs. ACWI — Risk / Return Rank

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

^NDX
^NDX Risk / Return Rank: 7979
Overall Rank
^NDX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7979
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7676
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 6767
Overall Rank
ACWI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6767
Omega Ratio Rank
ACWI Calmar Ratio Rank: 6161
Calmar Ratio Rank
ACWI 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.

^NDX vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and iShares MSCI ACWI ETF (ACWI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^NDXACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.92

2.62

+0.30

Martin ratioReturn relative to average drawdown

10.85

11.46

-0.61

^NDX vs. ACWI - Sharpe Ratio Comparison

The current ^NDX Sharpe Ratio is 2.05, which is comparable to the ACWI Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ^NDX and ACWI, 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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Drawdowns

^NDX vs. ACWI - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ^NDX and ACWI.


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Drawdown Indicators


^NDXACWIDifference

Max Drawdown

Largest peak-to-trough decline

-82.90%

-56.00%

-26.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-9.73%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-22.93%

-16.55%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-35.56%

-26.42%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

-33.53%

-2.03%

Current Drawdown

Current decline from peak

-3.34%

-2.19%

-1.15%

Average Drawdown

Average peak-to-trough decline

-24.61%

-8.60%

-16.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.22%

+1.04%

Volatility

^NDX vs. ACWI - Volatility Comparison

NASDAQ 100 Index (^NDX) has a higher volatility of 7.51% compared to iShares MSCI ACWI ETF (ACWI) at 5.17%. This indicates that ^NDX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^NDXACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

5.17%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

11.09%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

17.29%

13.42%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.76%

16.15%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

17.14%

+5.47%

Frequently Asked Questions


With a correlation of 0.90, ^NDX and ACWI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^NDX has higher volatility (7.51%) compared to ACWI (5.17%). In terms of maximum drawdown, ^NDX dropped -82.90% vs ACWI's -56.00%.

^NDX currently has the higher Sharpe Ratio (2.05 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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