IEFV.L vs. NASL.L
Compare and contrast key facts about iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L).
IEFV.L and NASL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. NASL.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 17, 2019. Both IEFV.L and NASL.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFV.L or NASL.L.
Key characteristics
| IEFV.L | NASL.L | |
|---|---|---|
| YTD Return | 3.18% | 25.34% |
| 1Y Return | 9.35% | 31.40% |
| 3Y Return (Ann) | 5.03% | 11.76% |
| 5Y Return (Ann) | 6.31% | 21.49% |
| Sharpe Ratio | 0.75 | 1.92 |
| Sortino Ratio | 1.08 | 2.61 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.98 | 2.49 |
| Martin Ratio | 2.44 | 7.57 |
| Ulcer Index | 3.38% | 4.01% |
| Daily Std Dev | 10.98% | 15.79% |
| Max Drawdown | -34.64% | -27.49% |
| Current Drawdown | -6.78% | 0.00% |
Correlation
The correlation between IEFV.L and NASL.L is 0.56, 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.
Performance
IEFV.L vs. NASL.L - Performance Comparison
In the year-to-date period, IEFV.L achieves a 3.18% return, which is significantly lower than NASL.L's 25.34% 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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IEFV.L vs. NASL.L - Expense Ratio Comparison
IEFV.L has a 0.25% expense ratio, which is lower than NASL.L's 0.30% expense ratio.
Risk-Adjusted Performance
IEFV.L vs. NASL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.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.
Dividends
IEFV.L vs. NASL.L - Dividend Comparison
Neither IEFV.L nor NASL.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% |
Drawdowns
IEFV.L vs. NASL.L - Drawdown Comparison
The maximum IEFV.L drawdown since its inception was -34.64%, which is greater than NASL.L's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for IEFV.L and NASL.L. For additional features, visit the drawdowns tool.
Volatility
IEFV.L vs. NASL.L - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a higher volatility of 4.72% compared to Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) at 4.28%. This indicates that IEFV.L's price experiences larger fluctuations and is considered to be riskier than NASL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.