^NDX vs. XDWT.L

Last updated Apr 2, 2026

Compare and contrast key facts about NASDAQ 100 Index (^NDX) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L).

XDWT.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2016.

Performance

^NDX vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Index (^NDX) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

^NDX vs. XDWT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NDX NASDAQ 100 Index	-4.87%	20.17%	24.88%	53.81%	-32.97%	26.63%	47.58%	37.96%	-1.04%	31.52%
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	-7.97%	22.42%	33.90%	54.82%	-31.38%	29.86%	44.46%	46.27%	-3.14%	37.72%

Returns By Period

In the year-to-date period, ^NDX achieves a -4.87% return, which is significantly higher than XDWT.L's -7.97% return.

^NDX

• 1D: 1.18%
• 1M: -3.89%
• YTD: -4.87%
• 6M: -3.15%
• 1Y: 23.58%
• 3Y*: 22.14%
• 5Y*: 12.50%
• 10Y*: 18.15%

XDWT.L

• 1D: 4.03%
• 1M: -2.76%
• YTD: -7.97%
• 6M: -6.26%
• 1Y: 29.08%
• 3Y*: 24.62%
• 5Y*: 15.08%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

^NDX vs. XDWT.L — Risk / Return Rank

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

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

XDWT.L

XDWT.L Risk / Return Rank: 62
XDWT.L Sharpe Ratio Rank: 66
XDWT.L Sortino Ratio Rank: 69
XDWT.L Omega Ratio Rank: 60
XDWT.L Calmar Ratio Rank: 62
XDWT.L Martin Ratio Rank: 51

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. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Index (^NDX) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	^NDX	XDWT.L	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.21	-0.17
Sortino ratio Return per unit of downside risk	1.62	1.78	-0.16
Omega ratio Gain probability vs. loss probability	1.23	1.23	0.00
Calmar ratio Return relative to maximum drawdown	1.93	1.66	+0.28
Martin ratio Return relative to average drawdown	7.05	5.08	+1.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NDX vs. XDWT.L - Sharpe Ratio Comparison

The current ^NDX Sharpe Ratio is 1.04, which is comparable to the XDWT.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ^NDX and XDWT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^NDX	XDWT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.21	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.64	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.97	-0.42

Correlation

The correlation between ^NDX and XDWT.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Drawdowns

^NDX vs. XDWT.L - Drawdown Comparison

The maximum ^NDX drawdown since its inception was -82.90%, which is greater than XDWT.L's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for ^NDX and XDWT.L.

Drawdown Indicators

	^NDX	XDWT.L	Difference
Max Drawdown Largest peak-to-trough decline	-82.90%	-35.99%	-46.91%
Max Drawdown (1Y) Largest decline over 1 year	-12.72%	-16.86%	+4.14%
Max Drawdown (5Y) Largest decline over 5 years	-35.56%	-35.99%	+0.43%
Max Drawdown (10Y) Largest decline over 10 years	-35.56%	—	—
Current Drawdown Current decline from peak	-8.04%	-12.89%	+4.85%
Average Drawdown Average peak-to-trough decline	-24.72%	-6.48%	-18.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.49%	5.49%	-2.00%

Volatility

^NDX vs. XDWT.L - Volatility Comparison

NASDAQ 100 Index (^NDX) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) have volatilities of 6.65% and 6.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NDX	XDWT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.65%	6.86%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	12.93%	15.32%	-2.39%
Volatility (1Y) Calculated over the trailing 1-year period	22.77%	23.94%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.61%	23.44%	-0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.48%	21.98%	+0.50%