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6AQQ.DE vs. NASL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6AQQ.DE vs. NASL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

6AQQ.DE is traded in EUR, while NASL.L is traded in GBp. To make them comparable, the NASL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 6AQQ.DE achieves a 20.65% return, which is significantly higher than NASL.L's 18.71% return. Over the past 10 years, 6AQQ.DE has outperformed NASL.L with an annualized return of 21.42%, while NASL.L has yielded a comparatively lower 18.28% annualized return.


6AQQ.DE

1D
-0.84%
1M
5.89%
YTD
20.65%
6M
18.86%
1Y
37.40%
3Y*
24.68%
5Y*
18.87%
10Y*
21.42%

NASL.L

1D
-0.00%
1M
4.02%
YTD
18.71%
6M
16.61%
1Y
34.83%
3Y*
24.43%
5Y*
18.29%
10Y*
18.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

6AQQ.DE vs. NASL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
20.65%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%3.22%15.90%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
18.71%5.89%34.99%51.08%-29.23%38.22%35.64%27.63%3.26%11.68%

Correlation

The correlation between 6AQQ.DE and NASL.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.95

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

0.94

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

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.77

The correlation between 6AQQ.DE and NASL.L shifts across timeframes, from 0.77 (all time) to 0.96 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

6AQQ.DE vs. NASL.L — Risk / Return Rank

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

6AQQ.DE
6AQQ.DE Risk / Return Rank: 7272
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6363
Martin Ratio Rank

NASL.L
NASL.L Risk / Return Rank: 7979
Overall Rank
NASL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NASL.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
NASL.L Omega Ratio Rank: 8484
Omega Ratio Rank
NASL.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
NASL.L Martin Ratio Rank: 6363
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.

6AQQ.DE vs. NASL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.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.


6AQQ.DENASL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

3.77

3.44

+0.33

Martin ratioReturn relative to average drawdown

11.17

10.30

+0.87

6AQQ.DE vs. NASL.L - Sharpe Ratio Comparison

The current 6AQQ.DE Sharpe Ratio is 2.41, which is comparable to the NASL.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of 6AQQ.DE and NASL.L, 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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Sharpe Ratios by Period


6AQQ.DENASL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.25

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.85

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

0.84

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.63

+0.45

Drawdowns

6AQQ.DE vs. NASL.L - Drawdown Comparison

The maximum 6AQQ.DE drawdown since its inception was -31.19%, smaller than the maximum NASL.L drawdown of -55.82%. Use the drawdown chart below to compare losses from any high point for 6AQQ.DE and NASL.L.


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Drawdown Indicators


6AQQ.DENASL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-55.82%

+24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-10.07%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.73%

-26.49%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-31.17%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-31.17%

-0.02%

Current Drawdown

Current decline from peak

-0.84%

-2.69%

+1.85%

Average Drawdown

Average peak-to-trough decline

-5.36%

-10.41%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.37%

+0.02%

Volatility

6AQQ.DE vs. NASL.L - Volatility Comparison

Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) have volatilities of 4.40% and 4.38%, 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.


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Volatility by Period


6AQQ.DENASL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.38%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

10.78%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

15.41%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

21.50%

-1.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

22.02%

-2.39%

6AQQ.DE vs. NASL.L - Expense Ratio Comparison

6AQQ.DE has a 0.23% expense ratio, which is lower than NASL.L's 0.30% expense ratio.


Dividends

6AQQ.DE vs. NASL.L - Dividend Comparison

Neither 6AQQ.DE nor NASL.L has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.61%0.68%

Frequently Asked Questions


With a correlation of 0.96, 6AQQ.DE and NASL.L 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.

On fees, 6AQQ.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6AQQ.DE is cheaper with a 0.23% expense ratio, compared with 0.30% for NASL.L.

6AQQ.DE tracks Nasdaq 100®, while NASL.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.23% for 6AQQ.DE and 0.30% for NASL.L.

Portfolio Optimizer

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