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DGIT.L vs. NASD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGIT.L vs. NASD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Digitalisation UCITS Acc (DGIT.L) and Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L). The values are adjusted to include any dividend payments, if applicable.

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DGIT.L vs. NASD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGIT.L
iShares Digitalisation UCITS Acc
-11.94%-3.01%24.03%25.52%-28.82%2.05%37.30%20.58%-7.96%
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD
-3.53%11.33%29.03%48.58%-25.47%29.46%44.11%32.84%-3.09%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, DGIT.L achieves a -11.94% return, which is significantly lower than NASD.L's -3.53% return.


DGIT.L

1D
1.58%
1M
-2.97%
YTD
-11.94%
6M
-16.52%
1Y
-8.04%
3Y*
7.12%
5Y*
-1.03%
10Y*

NASD.L

1D
3.18%
1M
-1.74%
YTD
-3.53%
6M
-0.56%
1Y
21.70%
3Y*
20.35%
5Y*
14.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGIT.L vs. NASD.L - Expense Ratio Comparison

DGIT.L has a 0.40% expense ratio, which is higher than NASD.L's 0.30% expense ratio.


Return for Risk

DGIT.L vs. NASD.L — Risk / Return Rank

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

DGIT.L
DGIT.L Risk / Return Rank: 55
Overall Rank
DGIT.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DGIT.L Sortino Ratio Rank: 55
Sortino Ratio Rank
DGIT.L Omega Ratio Rank: 55
Omega Ratio Rank
DGIT.L Calmar Ratio Rank: 66
Calmar Ratio Rank
DGIT.L Martin Ratio Rank: 44
Martin Ratio Rank

NASD.L
NASD.L Risk / Return Rank: 7070
Overall Rank
NASD.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NASD.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
NASD.L Omega Ratio Rank: 6565
Omega Ratio Rank
NASD.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
NASD.L Martin Ratio Rank: 7272
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.

DGIT.L vs. NASD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS Acc (DGIT.L) and Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.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.


DGIT.LNASD.LDifference

Sharpe ratio

Return per unit of total volatility

-0.43

1.10

-1.53

Sortino ratio

Return per unit of downside risk

-0.48

1.62

-2.09

Omega ratio

Gain probability vs. loss probability

0.94

1.22

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.38

1.96

-2.34

Martin ratio

Return relative to average drawdown

-1.02

5.70

-6.71

DGIT.L vs. NASD.L - Sharpe Ratio Comparison

The current DGIT.L Sharpe Ratio is -0.43, which is lower than the NASD.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of DGIT.L and NASD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DGIT.LNASD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

1.10

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.71

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.86

-0.48

Correlation

The correlation between DGIT.L and NASD.L is 0.80, 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.


Dividends

DGIT.L vs. NASD.L - Dividend Comparison

Neither DGIT.L nor NASD.L has paid dividends to shareholders.


TTM20252024202320222021202020192018
DGIT.L
iShares Digitalisation UCITS Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASD.L
Lyxor Nasdaq-100 Ucits ETF Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.66%0.70%

Drawdowns

DGIT.L vs. NASD.L - Drawdown Comparison

The maximum DGIT.L drawdown since its inception was -37.95%, which is greater than NASD.L's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for DGIT.L and NASD.L.


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Drawdown Indicators


DGIT.LNASD.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.95%

-35.01%

-2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-22.67%

-11.90%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-37.95%

-35.01%

-2.94%

Current Drawdown

Current decline from peak

-21.87%

-7.47%

-14.40%

Average Drawdown

Average peak-to-trough decline

-10.95%

-7.41%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.57%

3.03%

+5.54%

Volatility

DGIT.L vs. NASD.L - Volatility Comparison

The current volatility for iShares Digitalisation UCITS Acc (DGIT.L) is 4.94%, while Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L) has a volatility of 5.95%. This indicates that DGIT.L experiences smaller price fluctuations and is considered to be less risky than NASD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGIT.LNASD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.95%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

12.18%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

19.79%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

20.08%

-0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

20.90%

-1.89%