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EXS2.DE vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EXS2.DE and ^NDX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

EXS2.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares TecDAX UCITS ETF (DE) (EXS2.DE) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.03%
9.60%
EXS2.DE
^NDX

Key characteristics

Sharpe Ratio

EXS2.DE:

0.92

^NDX:

1.25

Sortino Ratio

EXS2.DE:

1.37

^NDX:

1.72

Omega Ratio

EXS2.DE:

1.16

^NDX:

1.23

Calmar Ratio

EXS2.DE:

0.62

^NDX:

1.71

Martin Ratio

EXS2.DE:

3.39

^NDX:

5.85

Ulcer Index

EXS2.DE:

3.87%

^NDX:

3.97%

Daily Std Dev

EXS2.DE:

14.32%

^NDX:

18.58%

Max Drawdown

EXS2.DE:

-77.11%

^NDX:

-82.90%

Current Drawdown

EXS2.DE:

-5.79%

^NDX:

-2.53%

Returns By Period

In the year-to-date period, EXS2.DE achieves a 12.28% return, which is significantly higher than ^NDX's 2.86% return. Over the past 10 years, EXS2.DE has underperformed ^NDX with an annualized return of 8.77%, while ^NDX has yielded a comparatively higher 17.16% annualized return.


EXS2.DE

YTD

12.28%

1M

4.69%

6M

14.52%

1Y

11.93%

5Y*

2.79%

10Y*

8.77%

^NDX

YTD

2.86%

1M

-1.09%

6M

9.60%

1Y

20.05%

5Y*

18.05%

10Y*

17.16%

*Annualized

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Risk-Adjusted Performance

EXS2.DE vs. ^NDX — Risk-Adjusted Performance Rank

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

EXS2.DE
The Risk-Adjusted Performance Rank of EXS2.DE is 3434
Overall Rank
The Sharpe Ratio Rank of EXS2.DE is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EXS2.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EXS2.DE is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EXS2.DE is 3030
Calmar Ratio Rank
The Martin Ratio Rank of EXS2.DE is 3737
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXS2.DE vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares TecDAX UCITS ETF (DE) (EXS2.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for EXS2.DE, currently valued at 0.50, compared to the broader market0.002.004.000.501.08
The chart of Sortino ratio for EXS2.DE, currently valued at 0.82, compared to the broader market0.005.0010.000.821.51
The chart of Omega ratio for EXS2.DE, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.20
The chart of Calmar ratio for EXS2.DE, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.271.46
The chart of Martin ratio for EXS2.DE, currently valued at 1.52, compared to the broader market0.0020.0040.0060.0080.00100.001.524.95
EXS2.DE
^NDX

The current EXS2.DE Sharpe Ratio is 0.92, which is comparable to the ^NDX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EXS2.DE 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.50
1.08
EXS2.DE
^NDX

Drawdowns

EXS2.DE vs. ^NDX - Drawdown Comparison

The maximum EXS2.DE drawdown since its inception was -77.11%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for EXS2.DE and ^NDX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.47%
-2.53%
EXS2.DE
^NDX

Volatility

EXS2.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares TecDAX UCITS ETF (DE) (EXS2.DE) is 3.87%, while NASDAQ 100 (^NDX) has a volatility of 5.13%. This indicates that EXS2.DE 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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.87%
5.13%
EXS2.DE
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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