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IOZ.AX vs. NDQ.AX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IOZ.AX vs. NDQ.AX

Last updated Apr 1, 2026

Compare and contrast key facts about Ishares Core S&P/ASX 200 ETF (IOZ.AX) and BetaShares NASDAQ 100 ETF (NDQ.AX).

IOZ.AX and NDQ.AX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOZ.AX is a passively managed fund by iShares that tracks the performance of the S&P/ASX 200 Index. It was launched on Dec 6, 2010. NDQ.AX is a passively managed fund by BetaShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jul 20, 2020. Both IOZ.AX and NDQ.AX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IOZ.AX vs. NDQ.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Ishares Core S&P/ASX 200 ETF (IOZ.AX) and BetaShares NASDAQ 100 ETF (NDQ.AX). The values are adjusted to include any dividend payments, if applicable.

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IOZ.AX vs. NDQ.AX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IOZ.AX
Ishares Core S&P/ASX 200 ETF		-1.59%10.22%11.35%12.19%-0.91%16.90%1.35%23.29%-2.99%11.57%
NDQ.AX
BetaShares NASDAQ 100 ETF		-11.12%12.19%38.30%53.41%-28.42%35.46%34.50%39.66%9.14%21.89%

Returns By Period

In the year-to-date period, IOZ.AX achieves a -1.59% return, which is significantly higher than NDQ.AX's -11.12% return. Over the past 10 years, IOZ.AX has underperformed NDQ.AX with an annualized return of 9.49%, while NDQ.AX has yielded a comparatively higher 19.59% annualized return.

IOZ.AX

1D
0.20%
1M
-7.16%
YTD
-1.59%
6M
-2.50%
1Y
11.61%
3Y*
9.45%
5Y*
8.41%
10Y*
9.49%

NDQ.AX

1D
0.02%
1M
-3.85%
YTD
-11.12%
6M
-8.85%
1Y
12.12%
3Y*
20.80%
5Y*
14.51%
10Y*
19.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Ishares Core S&P/ASX 200 ETF

BetaShares NASDAQ 100 ETF

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Often compared with NDQ.AX:
NDQ.AX vs. QQQNDQ.AX vs. IVVNDQ.AX vs. IOONDQ.AX vs. BTC-USDNDQ.AX vs. TQQQNDQ.AX vs. SCHGNDQ.AX vs. JPM

IOZ.AX vs. NDQ.AX - Expense Ratio Comparison

IOZ.AX has a 0.05% expense ratio, which is lower than NDQ.AX's 0.48% expense ratio.

NDQ.AX
BetaShares NASDAQ 100 ETF
IOZ.AX
Ishares Core S&P/ASX 200 ETF

Return for Risk

IOZ.AX vs. NDQ.AX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOZ.AX
IOZ.AX Risk / Return Rank: 4545
Overall Rank
IOZ.AX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IOZ.AX Sortino Ratio Rank: 4646
Sortino Ratio Rank
IOZ.AX Omega Ratio Rank: 4646
Omega Ratio Rank
IOZ.AX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IOZ.AX Martin Ratio Rank: 3838
Martin Ratio Rank
NDQ.AX
NDQ.AX Risk / Return Rank: 3333
Overall Rank
NDQ.AX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
NDQ.AX Sortino Ratio Rank: 3636
Sortino Ratio Rank
NDQ.AX Omega Ratio Rank: 3636
Omega Ratio Rank
NDQ.AX Calmar Ratio Rank: 3232
Calmar Ratio Rank
NDQ.AX Martin Ratio Rank: 2727
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.

IOZ.AX vs. NDQ.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Core S&P/ASX 200 ETF (IOZ.AX) and BetaShares NASDAQ 100 ETF (NDQ.AX). 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.

IOZ.AXNDQ.AXDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.58

+0.31

Sortino ratio

Return per unit of downside risk

1.28

0.98

+0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.05

Calmar ratio

Return relative to maximum drawdown

1.25

0.73

+0.52

Martin ratio

Return relative to average drawdown

3.62

1.99

+1.63

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOZ.AX vs. NDQ.AX - Sharpe Ratio Comparison

The current IOZ.AX Sharpe Ratio is 0.89, which is higher than the NDQ.AX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IOZ.AX and NDQ.AX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IOZ.AXNDQ.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.58

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.75

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

1.02

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.94

-0.40

Correlation

The correlation between IOZ.AX and NDQ.AX is 0.46, 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.

Dividends

IOZ.AX vs. NDQ.AX - Dividend Comparison

IOZ.AX's dividend yield for the trailing twelve months is around 3.49%, more than NDQ.AX's 1.82% yield.

TTM20252024202320222021202020192018201720162015
IOZ.AX
Ishares Core S&P/ASX 200 ETF		3.49%3.39%3.47%3.73%6.11%3.32%2.40%4.62%4.27%3.90%4.89%7.69%
NDQ.AX
BetaShares NASDAQ 100 ETF		1.82%1.67%1.86%2.17%3.36%3.33%2.47%2.22%0.52%0.45%0.43%0.00%

Drawdowns

IOZ.AX vs. NDQ.AX - Drawdown Comparison

The maximum IOZ.AX drawdown since its inception was -35.75%, which is greater than NDQ.AX's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for IOZ.AX and NDQ.AX.

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Drawdown Indicators

IOZ.AXNDQ.AXDifference

Max Drawdown

Largest peak-to-trough decline

-35.75%

-30.79%

-4.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-15.17%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-14.92%

-30.79%

+15.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.75%

-30.79%

-4.96%

Current Drawdown

Current decline from peak

-7.18%

-15.15%

+7.97%

Average Drawdown

Average peak-to-trough decline

-4.68%

-5.90%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.53%

-2.62%

Volatility

IOZ.AX vs. NDQ.AX - Volatility Comparison

The current volatility for Ishares Core S&P/ASX 200 ETF (IOZ.AX) is 5.01%, while BetaShares NASDAQ 100 ETF (NDQ.AX) has a volatility of 5.77%. This indicates that IOZ.AX experiences smaller price fluctuations and is considered to be less risky than NDQ.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IOZ.AXNDQ.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.77%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

11.19%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

21.14%

-8.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.75%

19.22%

-6.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.36%

19.15%

-4.79%