EUEA.AS vs. ^NDX
Compare and contrast key facts about iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and NASDAQ 100 (^NDX).
EUEA.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Apr 3, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUEA.AS or ^NDX.
Key characteristics
| EUEA.AS | ^NDX | |
|---|---|---|
| YTD Return | 6.26% | 25.02% |
| 1Y Return | 12.01% | 33.04% |
| 3Y Return (Ann) | 5.23% | 9.12% |
| 5Y Return (Ann) | 7.50% | 20.47% |
| 10Y Return (Ann) | 7.40% | 17.45% |
| Sharpe Ratio | 0.82 | 2.05 |
| Sortino Ratio | 1.21 | 2.71 |
| Omega Ratio | 1.15 | 1.37 |
| Calmar Ratio | 1.10 | 2.64 |
| Martin Ratio | 3.32 | 9.55 |
| Ulcer Index | 3.25% | 3.76% |
| Daily Std Dev | 13.17% | 17.53% |
| Max Drawdown | -61.19% | -82.90% |
| Current Drawdown | -7.60% | -0.38% |
Correlation
The correlation between EUEA.AS and ^NDX is 0.40, 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.
Performance
EUEA.AS vs. ^NDX - Performance Comparison
In the year-to-date period, EUEA.AS achieves a 6.26% return, which is significantly lower than ^NDX's 25.02% return. Over the past 10 years, EUEA.AS has underperformed ^NDX with an annualized return of 7.40%, while ^NDX has yielded a comparatively higher 17.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EUEA.AS vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) and NASDAQ 100 (^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.
Drawdowns
EUEA.AS vs. ^NDX - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -61.19%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and ^NDX. For additional features, visit the drawdowns tool.
Volatility
EUEA.AS vs. ^NDX - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (EUEA.AS) has a higher volatility of 5.73% compared to NASDAQ 100 (^NDX) at 4.91%. This indicates that EUEA.AS's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.