DGIT.L vs. NASD.L
Compare and contrast key facts about iShares Digitalisation UCITS Acc (DGIT.L) and Lyxor Nasdaq-100 Ucits ETF Acc USD (NASD.L).
DGIT.L and NASD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGIT.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 8, 2016. NASD.L is a passively managed fund by Amundi that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 17, 2019. Both DGIT.L and NASD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DGIT.L vs. NASD.L - Performance Comparison
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DGIT.L vs. NASD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
DGIT.L
NASD.L
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.L | NASD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.43 | 1.10 | -1.53 |
Sortino ratioReturn per unit of downside risk | -0.48 | 1.62 | -2.09 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.96 | -2.34 |
Martin ratioReturn relative to average drawdown | -1.02 | 5.70 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGIT.L | NASD.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.L | NASD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -21.87% | -7.47% | -14.40% |
Average DrawdownAverage peak-to-trough decline | -10.95% | -7.41% | -3.54% |
Ulcer IndexDepth 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.L | NASD.L | Difference | |
|---|---|---|---|
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% |