^NDXE vs. ^IXIC

Last updated Apr 1, 2026

Compare and contrast key facts about NASDAQ 100 Equal Weighted Index (^NDXE) and NASDAQ Composite (^IXIC).

Performance

^NDXE vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ 100 Equal Weighted Index (^NDXE) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

^NDXE vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^NDXE NASDAQ 100 Equal Weighted Index	-3.65%	13.87%	6.26%	32.61%	-25.05%	17.50%	36.88%	35.17%	-5.62%	25.48%
^IXIC NASDAQ Composite	-7.11%	20.36%	28.64%	43.42%	-33.10%	21.39%	43.64%	35.23%	-3.88%	28.24%

Returns By Period

In the year-to-date period, ^NDXE achieves a -3.65% return, which is significantly higher than ^IXIC's -7.11% return. Over the past 10 years, ^NDXE has underperformed ^IXIC with an annualized return of 12.46%, while ^IXIC has yielded a comparatively higher 15.95% annualized return.

^NDXE

• 1D: 2.60%
• 1M: -5.17%
• YTD: -3.65%
• 6M: -3.03%
• 1Y: 13.14%
• 3Y*: 10.81%
• 5Y*: 5.48%
• 10Y*: 12.46%

^IXIC

• 1D: 3.83%
• 1M: -4.75%
• YTD: -7.11%
• 6M: -4.72%
• 1Y: 24.81%
• 3Y*: 20.89%
• 5Y*: 9.88%
• 10Y*: 15.95%

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

Return for Risk

^NDXE vs. ^IXIC — Risk / Return Rank

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

^NDXE

^NDXE Risk / Return Rank: 48
^NDXE Sharpe Ratio Rank: 44
^NDXE Sortino Ratio Rank: 46
^NDXE Omega Ratio Rank: 45
^NDXE Calmar Ratio Rank: 50
^NDXE Martin Ratio Rank: 54

^IXIC

^IXIC Risk / Return Rank: 81
^IXIC Sharpe Ratio Rank: 77
^IXIC Sortino Ratio Rank: 83
^IXIC Omega Ratio Rank: 81
^IXIC Calmar Ratio Rank: 81
^IXIC Martin Ratio Rank: 84

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.

^NDXE vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ 100 Equal Weighted Index (^NDXE) and NASDAQ Composite (^IXIC). 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.

	^NDXE	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.63	1.07	-0.44
Sortino ratio Return per unit of downside risk	1.06	1.66	-0.60
Omega ratio Gain probability vs. loss probability	1.15	1.24	-0.09
Calmar ratio Return relative to maximum drawdown	1.01	1.86	-0.84
Martin ratio Return relative to average drawdown	4.09	6.71	-2.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^NDXE vs. ^IXIC - Sharpe Ratio Comparison

The current ^NDXE Sharpe Ratio is 0.63, which is lower than the ^IXIC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of ^NDXE and ^IXIC, 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

	^NDXE	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	1.07	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.44	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.73	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.51	-0.03

Correlation

The correlation between ^NDXE and ^IXIC is 0.95, 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.

Drawdowns

^NDXE vs. ^IXIC - Drawdown Comparison

The maximum ^NDXE drawdown since its inception was -58.20%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for ^NDXE and ^IXIC.

Drawdown Indicators

	^NDXE	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-58.20%	-77.93%	+19.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-13.26%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-32.54%	-36.40%	+3.86%
Max Drawdown (10Y) Largest decline over 10 years	-32.54%	-36.40%	+3.86%
Current Drawdown Current decline from peak	-7.22%	-9.88%	+2.66%
Average Drawdown Average peak-to-trough decline	-8.41%	-21.46%	+13.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	3.67%	-0.46%

Volatility

^NDXE vs. ^IXIC - Volatility Comparison

The current volatility for NASDAQ 100 Equal Weighted Index (^NDXE) is 5.84%, while NASDAQ Composite (^IXIC) has a volatility of 6.98%. This indicates that ^NDXE experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^NDXE	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.84%	6.98%	-1.14%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	13.04%	-1.73%
Volatility (1Y) Calculated over the trailing 1-year period	20.85%	23.31%	-2.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.53%	22.45%	-1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.86%	21.97%	-1.11%