CACX.L vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and NASDAQ 100 Index (^NDX).

CACX.L is a passively managed fund by Amundi that tracks the performance of the Euronext Paris CAC 40 NR EUR. It was launched on Dec 13, 2018.

Performance

CACX.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

CACX.L vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist	-1.78%	19.60%	-4.39%	16.83%	-0.56%	22.14%	0.79%	23.85%	-7.71%	17.11%
^NDX NASDAQ 100 Index	-3.30%	11.61%	27.06%	46.12%	-25.00%	27.83%	43.25%	32.72%	4.83%	20.14%

Different Trading Currencies

CACX.L is traded in GBp, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CACX.L achieves a -1.78% return, which is significantly higher than ^NDX's -3.30% return. Over the past 10 years, CACX.L has underperformed ^NDX with an annualized return of 10.31%, while ^NDX has yielded a comparatively higher 18.99% annualized return.

CACX.L

• 1D: 2.03%
• 1M: -4.93%
• YTD: -1.78%
• 6M: 0.60%
• 1Y: 9.02%
• 3Y*: 5.68%
• 5Y*: 8.98%
• 10Y*: 10.31%

^NDX

• 1D: 0.95%
• 1M: -2.80%
• YTD: -3.30%
• 6M: -1.51%
• 1Y: 20.48%
• 3Y*: 19.25%
• 5Y*: 13.46%
• 10Y*: 18.99%

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

Return for Risk

CACX.L vs. ^NDX — Risk / Return Rank

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

CACX.L

CACX.L Risk / Return Rank: 29
CACX.L Sharpe Ratio Rank: 29
CACX.L Sortino Ratio Rank: 27
CACX.L Omega Ratio Rank: 27
CACX.L Calmar Ratio Rank: 29
CACX.L Martin Ratio Rank: 30

^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

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.

CACX.L vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) 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.

	CACX.L	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.58	0.89	-0.31
Sortino ratio Return per unit of downside risk	0.85	1.41	-0.56
Omega ratio Gain probability vs. loss probability	1.12	1.20	-0.09
Calmar ratio Return relative to maximum drawdown	0.78	1.78	-1.00
Martin ratio Return relative to average drawdown	2.72	5.00	-2.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CACX.L vs. ^NDX - Sharpe Ratio Comparison

The current CACX.L Sharpe Ratio is 0.58, which is lower than the ^NDX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CACX.L 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.

Sharpe Ratios by Period

	CACX.L	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	0.89	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.63	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.85	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.76	-0.26

Correlation

The correlation between CACX.L and ^NDX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

CACX.L vs. ^NDX - Drawdown Comparison

The maximum CACX.L drawdown since its inception was -32.83%, smaller than the maximum ^NDX drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for CACX.L and ^NDX.

Drawdown Indicators

	CACX.L	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-32.83%	-82.90%	+50.07%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-12.72%	+0.91%
Max Drawdown (5Y) Largest decline over 5 years	-19.36%	-35.56%	+16.20%
Max Drawdown (10Y) Largest decline over 10 years	-32.83%	-35.56%	+2.73%
Current Drawdown Current decline from peak	-7.66%	-8.04%	+0.38%
Average Drawdown Average peak-to-trough decline	-5.30%	-24.72%	+19.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.49%	-0.12%

Volatility

CACX.L vs. ^NDX - Volatility Comparison

The current volatility for Lyxor CAC 40 (DR) UCITS ETF - Dist (CACX.L) is 5.24%, while NASDAQ 100 Index (^NDX) has a volatility of 5.76%. This indicates that CACX.L 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.

Volatility by Period

	CACX.L	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.24%	5.76%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	12.60%	-2.60%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	23.01%	-7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.56%	21.39%	-4.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.56%	22.44%	-4.88%