EUEA.AS vs. ^NDX
EUEA.AS (iShares EURO STOXX 50 UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, EUEA.AS returned 12.00%/yr vs 21.12%/yr for ^NDX. At a 0.40 correlation, their price movements are largely independent.
Performance
EUEA.AS vs. ^NDX - Performance Comparison
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Different Trading Currencies
EUEA.AS is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EUEA.AS achieves a 10.52% return, which is significantly lower than ^NDX's 20.50% return. Over the past 10 years, EUEA.AS has underperformed ^NDX with an annualized return of 12.00%, while ^NDX has yielded a comparatively higher 21.12% annualized return.
EUEA.AS
- 1D
- 1.00%
- 1M
- 3.51%
- YTD
- 10.52%
- 6M
- 11.34%
- 1Y
- 22.44%
- 3Y*
- 16.77%
- 5Y*
- 11.95%
- 10Y*
- 12.00%
^NDX
- 1D
- 0.69%
- 1M
- 0.41%
- YTD
- 20.50%
- 6M
- 18.91%
- 1Y
- 35.77%
- 3Y*
- 24.35%
- 5Y*
- 16.60%
- 10Y*
- 21.12%
EUEA.AS vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUEA.AS iShares EURO STOXX 50 UCITS ETF | 10.52% | 21.53% | 11.64% | 23.09% | -9.30% | 24.06% | -2.55% | 27.75% | -11.10% | 9.82% |
^NDX NASDAQ 100 Index | 20.50% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between EUEA.AS and ^NDX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2007 | 0.40 |
The correlation between EUEA.AS and ^NDX shifts across timeframes, from 0.34 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUEA.AS vs. ^NDX — Risk / Return Rank
EUEA.AS
^NDX
EUEA.AS vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUEA.AS | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.21 | -1.18 |
| Martin ratioReturn relative to average drawdown | 7.05 | 9.85 | -2.80 |
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Drawdowns
EUEA.AS vs. ^NDX - Drawdown Comparison
The maximum EUEA.AS drawdown since its inception was -58.88%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for EUEA.AS and ^NDX.
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Drawdown Indicators
| EUEA.AS | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -46.44% | -12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -11.19% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -27.30% | +10.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.34% | -31.53% | +8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.22% | -31.53% | -6.69% |
Current DrawdownCurrent decline from peak | -0.92% | -2.48% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -14.70% | -8.00% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.64% | -0.48% |
Volatility
EUEA.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares EURO STOXX 50 UCITS ETF (EUEA.AS) is 3.69%, while NASDAQ 100 Index (^NDX) has a volatility of 8.19%. This indicates that EUEA.AS 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.
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Volatility by Period
| EUEA.AS | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 8.19% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 13.52% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 17.83% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 22.49% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 22.95% | -5.11% |
Frequently Asked Questions
EUEA.AS and ^NDX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EUEA.AS and ^NDX
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