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IOO vs. NDAQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. NDAQ

Last updated Jun 21, 2026

IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net), while NDAQ (Nasdaq, Inc.) is a stock. Over the past 10 years, IOO returned 16.56%/yr vs 16.44%/yr for NDAQ. At a 0.48 correlation, their price movements are largely independent.

Performance

IOO vs. NDAQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) and Nasdaq, Inc. (NDAQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IOO achieves a 10.41% return, which is significantly higher than NDAQ's -14.76% return. Both investments have delivered pretty close results over the past 10 years, with IOO having a 16.56% annualized return and NDAQ not far behind at 16.44%.

IOO

1D
1.21%
1M
-1.32%
YTD
10.41%
6M
11.38%
1Y
36.05%
3Y*
23.70%
5Y*
16.48%
10Y*
16.56%

NDAQ

1D
-1.26%
1M
-8.71%
YTD
-14.76%
6M
-13.17%
1Y
-3.28%
3Y*
18.72%
5Y*
8.48%
10Y*
16.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. NDAQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOO
iShares Global 100 ETF		10.41%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%
NDAQ
Nasdaq, Inc.		-14.76%27.19%34.85%-3.66%-11.19%60.13%25.99%33.88%8.21%16.76%

Correlation

The correlation between IOO and NDAQ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2002

0.48

The correlation between IOO and NDAQ shifts across timeframes, from 0.33 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global 100 ETF

Nasdaq, Inc.

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. VGTIOO vs. MOATIOO vs. AIA
Often compared with NDAQ:
NDAQ vs. QQQNDAQ vs. TQQQNDAQ vs. ICENDAQ vs. VOONDAQ vs. CBOENDAQ vs. MSCINDAQ vs. SPY

Return for Risk

IOO vs. NDAQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8080
Overall Rank
IOO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8080
Sortino Ratio Rank
IOO Omega Ratio Rank: 8080
Omega Ratio Rank
IOO Calmar Ratio Rank: 7474
Calmar Ratio Rank
IOO Martin Ratio Rank: 8282
Martin Ratio Rank
NDAQ
NDAQ Risk / Return Rank: 3434
Overall Rank
NDAQ Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NDAQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
NDAQ Omega Ratio Rank: 3131
Omega Ratio Rank
NDAQ Calmar Ratio Rank: 3737
Calmar Ratio Rank
NDAQ Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IOO vs. NDAQ - Risk-Adjusted Trends 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.

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.

IOONDAQDifference
Sharpe ratioReturn per unit of total volatility
2.50
-0.14

+2.64

Sortino ratioReturn per unit of downside risk
3.36
-0.02

+3.37

Omega ratioGain probability vs. loss probability

1.44

1.00

+0.44

Calmar ratioReturn relative to maximum drawdown

3.55

-0.17

+3.71

Martin ratioReturn relative to average drawdown

15.52

-0.37

+15.89

IOO vs. NDAQ - Sharpe Ratio Comparison

The current IOO Sharpe Ratio is 2.50, which is higher than the NDAQ Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of IOO and NDAQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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.

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Drawdown Indicators

IOONDAQDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-68.48%

+12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-21.76%

+11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-21.76%

+2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

-32.84%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

-38.31%

+6.88%

Current Drawdown

Current decline from peak

-2.95%

-18.01%

+15.06%

Average Drawdown

Average peak-to-trough decline

-11.25%

-23.80%

+12.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

9.67%

-7.40%

Volatility

IOO vs. NDAQ - Volatility Comparison

The current volatility for iShares Global 100 ETF (IOO) is 5.12%, while Nasdaq, Inc. (NDAQ) has a volatility of 10.68%. 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.

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Volatility by Period

IOONDAQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

10.68%

-5.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.44%

22.05%

-10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

25.70%

-11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

24.17%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

24.38%

-6.56%

Dividends

IOO vs. NDAQ - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.84%, less than NDAQ's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.84%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
NDAQ
Nasdaq, Inc.		1.36%1.08%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%

Frequently Asked Questions

IOO and NDAQ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NDAQ has higher volatility (10.68%) compared to IOO (5.12%). In terms of maximum drawdown, IOO dropped -55.85% vs NDAQ's -68.48%.

IOO currently has the higher Sharpe Ratio (2.50 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IOO and NDAQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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