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2B79.DE vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 2B79.DE and ^NDX is 0.54, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

2B79.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
99.28%
284.70%
2B79.DE
^NDX

Key characteristics

Sharpe Ratio

2B79.DE:

0.34

^NDX:

0.12

Sortino Ratio

2B79.DE:

0.57

^NDX:

0.35

Omega Ratio

2B79.DE:

1.08

^NDX:

1.05

Calmar Ratio

2B79.DE:

0.26

^NDX:

0.13

Martin Ratio

2B79.DE:

1.05

^NDX:

0.49

Ulcer Index

2B79.DE:

6.73%

^NDX:

6.30%

Daily Std Dev

2B79.DE:

20.41%

^NDX:

25.00%

Max Drawdown

2B79.DE:

-38.40%

^NDX:

-82.90%

Current Drawdown

2B79.DE:

-22.38%

^NDX:

-17.67%

Returns By Period

In the year-to-date period, 2B79.DE achieves a -15.08% return, which is significantly lower than ^NDX's -13.11% return.


2B79.DE

YTD

-15.08%

1M

-8.07%

6M

-8.54%

1Y

5.79%

5Y*

8.58%

10Y*

N/A

^NDX

YTD

-13.11%

1M

-6.29%

6M

-9.57%

1Y

4.37%

5Y*

15.67%

10Y*

15.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

2B79.DE vs. ^NDX — Risk-Adjusted Performance Rank

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

2B79.DE
The Risk-Adjusted Performance Rank of 2B79.DE is 5555
Overall Rank
The Sharpe Ratio Rank of 2B79.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B79.DE is 5656
Sortino Ratio Rank
The Omega Ratio Rank of 2B79.DE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of 2B79.DE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of 2B79.DE is 5252
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 4545
Overall Rank
The Sharpe Ratio Rank of ^NDX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

2B79.DE vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and NASDAQ 100 (^NDX). 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.


Sharpe ratio
The chart of Sharpe ratio for 2B79.DE, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
2B79.DE: 0.58
^NDX: 0.12
The chart of Sortino ratio for 2B79.DE, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
2B79.DE: 0.90
^NDX: 0.35
The chart of Omega ratio for 2B79.DE, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
2B79.DE: 1.13
^NDX: 1.05
The chart of Calmar ratio for 2B79.DE, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
2B79.DE: 0.46
^NDX: 0.13
The chart of Martin ratio for 2B79.DE, currently valued at 2.16, compared to the broader market0.0020.0040.0060.00
2B79.DE: 2.16
^NDX: 0.48

The current 2B79.DE Sharpe Ratio is 0.34, which is higher than the ^NDX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of 2B79.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.58
0.12
2B79.DE
^NDX

Drawdowns

2B79.DE vs. ^NDX - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.40%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and ^NDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.86%
-17.67%
2B79.DE
^NDX

Volatility

2B79.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 13.97%, while NASDAQ 100 (^NDX) has a volatility of 16.16%. This indicates that 2B79.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.97%
16.16%
2B79.DE
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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