INXG.L vs. NDAQ
Compare and contrast key facts about iShares £ Index-Linked Gilts UCITS ETF (INXG.L) and Nasdaq, Inc. (NDAQ).
INXG.L is a passively managed fund by iShares that tracks the performance of the Bloomberg UK Government Inflation-Linked Bond Index. It was launched on Dec 1, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INXG.L or NDAQ.
Key characteristics
| INXG.L | NDAQ | |
|---|---|---|
| YTD Return | -5.43% | 38.54% |
| 1Y Return | 1.94% | 55.18% |
| 3Y Return (Ann) | -15.45% | 6.23% |
| 5Y Return (Ann) | -6.70% | 20.10% |
| 10Y Return (Ann) | 0.02% | 20.54% |
| Sharpe Ratio | 0.12 | 3.04 |
| Sortino Ratio | 0.26 | 4.13 |
| Omega Ratio | 1.03 | 1.55 |
| Calmar Ratio | 0.03 | 2.34 |
| Martin Ratio | 0.27 | 18.02 |
| Ulcer Index | 5.26% | 3.18% |
| Daily Std Dev | 11.81% | 18.85% |
| Max Drawdown | -50.87% | -68.48% |
| Current Drawdown | -41.72% | 0.00% |
Correlation
The correlation between INXG.L and NDAQ is 0.03, 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
INXG.L vs. NDAQ - Performance Comparison
In the year-to-date period, INXG.L achieves a -5.43% return, which is significantly lower than NDAQ's 38.54% return. Over the past 10 years, INXG.L has underperformed NDAQ with an annualized return of 0.02%, while NDAQ has yielded a comparatively higher 20.54% 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
INXG.L vs. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares £ Index-Linked Gilts UCITS ETF (INXG.L) and Nasdaq, Inc. (NDAQ). 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
INXG.L vs. NDAQ - Dividend Comparison
INXG.L's dividend yield for the trailing twelve months is around 2.39%, more than NDAQ's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INXG.L iShares £ Index-Linked Gilts UCITS ETF | 2.39% | 0.43% | 0.00% | 0.00% | 0.61% | 1.36% | 1.95% | 1.28% | 0.65% | 1.94% | 2.35% | 2.75% |
NDAQ Nasdaq, Inc. | 1.15% | 1.48% | 1.27% | 1.00% | 1.46% | 1.73% | 2.08% | 1.90% | 1.80% | 1.55% | 1.21% | 1.31% |
Drawdowns
INXG.L vs. NDAQ - Drawdown Comparison
The maximum INXG.L drawdown since its inception was -50.87%, smaller than the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for INXG.L and NDAQ. For additional features, visit the drawdowns tool.
Volatility
INXG.L vs. NDAQ - Volatility Comparison
The current volatility for iShares £ Index-Linked Gilts UCITS ETF (INXG.L) is 3.50%, while Nasdaq, Inc. (NDAQ) has a volatility of 4.56%. This indicates that INXG.L experiences smaller price fluctuations and is considered to be less risky than NDAQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.