IPRV.L vs. ^NDX
IPRV.L (iShares Listed Private Equity UCITS ETF USD (Dist)) is Financials Equities fund tracking the S&P Listed Private Equity Index, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IPRV.L returned 10.20%/yr vs 19.59%/yr for ^NDX. At a 0.41 correlation, their price movements are largely independent.
Performance
IPRV.L vs. ^NDX - Performance Comparison
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Different Trading Currencies
IPRV.L is traded in GBp, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IPRV.L achieves a -12.60% return, which is significantly lower than ^NDX's 13.62% return. Over the past 10 years, IPRV.L has underperformed ^NDX with an annualized return of 10.20%, while ^NDX has yielded a comparatively higher 19.59% annualized return.
IPRV.L
- 1D
- -1.68%
- 1M
- 0.73%
- 6M
- -14.16%
- YTD
- -12.60%
- 1Y
- -18.62%
- 3Y*
- 6.83%
- 5Y*
- 4.37%
- 10Y*
- 10.20%
- ALL TIME*
- 6.88%
^NDX
- 1D
- 0.19%
- 1M
- -7.49%
- 6M
- 11.57%
- YTD
- 13.62%
- 1Y
- 23.90%
- 3Y*
- 21.06%
- 5Y*
- 14.49%
- 10Y*
- 19.59%
- ALL TIME*
- 17.84%
IPRV.L vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IPRV.L iShares Listed Private Equity UCITS ETF USD (Dist) | -12.60% | -5.57% | 25.87% | 31.59% | -19.97% | 43.61% | 1.19% | 39.30% | -8.92% | 13.81% |
^NDX NASDAQ 100 Index | 13.62% | 11.61% | 27.06% | 46.12% | -25.00% | 27.83% | 43.25% | 32.72% | 4.83% | 20.14% |
Correlation
The correlation between IPRV.L and ^NDX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2007 | 0.41 |
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Return for Risk
IPRV.L vs. ^NDX — Risk / Return Rank
IPRV.L
^NDX
IPRV.L vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and NASDAQ 100 Index (^NDX). 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.
| IPRV.L | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.24 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.99 | -2.77 |
| Martin ratioReturn relative to average drawdown | -1.40 | 5.66 | -7.07 |
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Drawdowns
IPRV.L vs. ^NDX - Drawdown Comparison
The maximum IPRV.L drawdown since its inception was -84.60%, which is greater than ^NDX's maximum drawdown of -34.63%. Use the drawdown chart below to compare losses from any high point for IPRV.L and ^NDX.
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Drawdown Indicators
| IPRV.L | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.60% | -34.63% | -49.97% |
Max Drawdown (1Y)Largest decline over 1 year | -23.89% | -12.05% | -11.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.60% | -24.98% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -28.60% | -28.43% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.53% | -28.43% | -16.10% |
Current DrawdownCurrent decline from peak | -23.65% | -7.49% | -16.16% |
Average DrawdownAverage peak-to-trough decline | -25.81% | -5.63% | -20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.26% | 4.23% | +9.03% |
Volatility
IPRV.L vs. ^NDX - Volatility Comparison
The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) is 5.05%, while NASDAQ 100 Index (^NDX) has a volatility of 6.94%. This indicates that IPRV.L experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPRV.L | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 6.94% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 14.13% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.01% | 17.94% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.65% | 21.71% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 22.54% | -2.15% |
Frequently Asked Questions
IPRV.L and ^NDX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IPRV.L and ^NDX
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