IOO vs. NDAQ
Compare and contrast key facts about iShares Global 100 ETF (IOO) and Nasdaq, Inc. (NDAQ).
IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IOO or NDAQ.
Performance
IOO vs. NDAQ - Performance Comparison
Returns By Period
In the year-to-date period, IOO achieves a 24.15% return, which is significantly lower than NDAQ's 39.27% return. Over the past 10 years, IOO has underperformed NDAQ with an annualized return of 11.99%, while NDAQ has yielded a comparatively higher 20.50% annualized return.
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
NDAQ
39.27%
7.78%
29.18%
48.83%
19.97%
20.50%
Key characteristics
| IOO | NDAQ | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.65 |
| Sortino Ratio | 2.74 | 3.65 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 2.51 | 2.34 |
| Martin Ratio | 10.37 | 15.76 |
| Ulcer Index | 2.69% | 3.18% |
| Daily Std Dev | 13.64% | 18.94% |
| Max Drawdown | -55.85% | -68.48% |
| Current Drawdown | -2.28% | -0.10% |
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Correlation
The correlation between IOO and NDAQ is 0.48, 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.
Risk-Adjusted Performance
IOO vs. NDAQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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
IOO vs. NDAQ - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.09%, less than NDAQ's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.09% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
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
IOO vs. NDAQ - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, smaller than the maximum NDAQ drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for IOO and NDAQ. For additional features, visit the drawdowns tool.
Volatility
IOO vs. NDAQ - Volatility Comparison
The current volatility for iShares Global 100 ETF (IOO) is 4.24%, while Nasdaq, Inc. (NDAQ) has a volatility of 5.29%. This indicates that IOO 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.