EXX5.DE vs. ^NDX
EXX5.DE (iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR) is Large Cap Value Equities fund tracking the Dow Jones U.S. Select Dividend Index, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, EXX5.DE returned 8.59%/yr vs 19.95%/yr for ^NDX. At a 0.30 correlation, their price movements are largely independent.
Performance
EXX5.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
EXX5.DE 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, EXX5.DE achieves a 16.91% return, which is significantly lower than ^NDX's 19.64% return. Over the past 10 years, EXX5.DE has underperformed ^NDX with an annualized return of 8.59%, while ^NDX has yielded a comparatively higher 19.95% annualized return.
EXX5.DE
- 1D
- 0.46%
- 1M
- 3.46%
- 6M
- 12.56%
- YTD
- 16.91%
- 1Y
- 23.57%
- 3Y*
- 14.10%
- 5Y*
- 10.19%
- 10Y*
- 8.59%
^NDX
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 16.88%
- YTD
- 19.64%
- 1Y
- 30.66%
- 3Y*
- 22.52%
- 5Y*
- 15.64%
- 10Y*
- 19.95%
EXX5.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXX5.DE iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR | 16.91% | -1.07% | 21.19% | -2.83% | 7.04% | 43.02% | -15.23% | 23.88% | -3.48% | -0.27% |
^NDX NASDAQ 100 Index | 19.64% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between EXX5.DE and ^NDX is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.30 |
Over the past year, the correlation between EXX5.DE and ^NDX has dropped to 0.04 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
EXX5.DE vs. ^NDX — Risk / Return Rank
EXX5.DE
^NDX
EXX5.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) 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.
| EXX5.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 2.75 | +2.51 |
| Martin ratioReturn relative to average drawdown | 15.80 | 8.31 | +7.49 |
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Drawdowns
EXX5.DE vs. ^NDX - Drawdown Comparison
The maximum EXX5.DE drawdown since its inception was -65.87%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for EXX5.DE and ^NDX.
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Drawdown Indicators
| EXX5.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.87% | -46.44% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.46% | -11.19% | +6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.96% | -27.30% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.96% | -31.53% | +9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -31.53% | -8.94% |
Current DrawdownCurrent decline from peak | -0.40% | -3.17% | +2.77% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -8.01% | -6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 3.70% | -2.21% |
Volatility
EXX5.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares Dow Jones U.S. Select Dividend UCITS ETF (DE) EUR (EXX5.DE) is 3.10%, while NASDAQ 100 Index (^NDX) has a volatility of 6.83%. This indicates that EXX5.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.
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Volatility by Period
| EXX5.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 6.83% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 14.22% | -6.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 18.36% | -7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 22.57% | -7.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 22.98% | -5.91% |
Frequently Asked Questions
EXX5.DE and ^NDX have a correlation of 0.04, 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 EXX5.DE and ^NDX
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