2B79.DE vs. ^NDX
2B79.DE (iShares Digitalisation UCITS ETF) is Technology Equities fund tracking the iSTOXX® FactSet Digitalisation, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, 2B79.DE returned 0.21%/yr vs 16.65%/yr for ^NDX. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
2B79.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
2B79.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 2B79.DE achieves a 1.28% return, which is significantly lower than ^NDX's 23.49% return.
2B79.DE
- 1D
- -0.63%
- 1M
- -0.42%
- YTD
- 1.28%
- 6M
- 1.28%
- 1Y
- -3.16%
- 3Y*
- 10.61%
- 5Y*
- 0.21%
- 10Y*
- —
^NDX
- 1D
- 1.86%
- 1M
- 1.99%
- YTD
- 23.49%
- 6M
- 22.45%
- 1Y
- 37.90%
- 3Y*
- 24.02%
- 5Y*
- 16.65%
- 10Y*
- 20.88%
2B79.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
2B79.DE iShares Digitalisation UCITS ETF | 1.28% | -6.48% | 29.09% | 28.64% | -32.59% | 8.74% | 28.55% | 30.02% | -1.20% | 12.39% |
^NDX NASDAQ 100 Index | 23.49% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between 2B79.DE and ^NDX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2016 | 0.52 |
The correlation between 2B79.DE and ^NDX has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
2B79.DE vs. ^NDX — Risk / Return Rank
2B79.DE
^NDX
2B79.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and NASDAQ 100 Index (^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.
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.
| 2B79.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.40 | -3.55 |
| Martin ratioReturn relative to average drawdown | -0.31 | 10.41 | -10.72 |
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Drawdowns
2B79.DE vs. ^NDX - Drawdown Comparison
The maximum 2B79.DE drawdown since its inception was -38.44%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and ^NDX.
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Drawdown Indicators
| 2B79.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.44% | -46.44% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -22.07% | -11.19% | -10.88% |
Max Drawdown (3Y)Largest decline over 3 years | -27.89% | -27.30% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.44% | -31.53% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -13.40% | -0.06% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -12.44% | -8.00% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.23% | 3.65% | +6.58% |
Volatility
2B79.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 4.85%, while NASDAQ 100 Index (^NDX) has a volatility of 8.66%. 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.
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Volatility by Period
| 2B79.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 8.66% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.84% | 13.80% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.26% | 18.04% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.19% | 22.52% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.88% | 22.96% | -2.08% |
Frequently Asked Questions
2B79.DE and ^NDX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for 2B79.DE and ^NDX
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