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IPRV.L vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IPRV.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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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 -12.08% return, which is significantly lower than ^NDX's 20.92% return. Over the past 10 years, IPRV.L has underperformed ^NDX with an annualized return of 12.65%, while ^NDX has yielded a comparatively higher 21.89% annualized return.


IPRV.L

1D
2.62%
1M
-2.90%
YTD
-12.08%
6M
-10.54%
1Y
-7.71%
3Y*
10.33%
5Y*
6.33%
10Y*
12.65%

^NDX

1D
-0.53%
1M
9.54%
YTD
20.92%
6M
18.04%
1Y
41.34%
3Y*
24.62%
5Y*
18.43%
10Y*
21.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPRV.L vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPRV.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-12.08%-4.65%26.96%32.91%-19.32%45.11%2.39%40.72%-7.63%15.66%
^NDX
NASDAQ 100 Index
20.92%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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.37

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

0.40

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.38

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Return for Risk

IPRV.L vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPRV.L
IPRV.L Risk / Return Rank: 66
Overall Rank
IPRV.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IPRV.L Sortino Ratio Rank: 55
Sortino Ratio Rank
IPRV.L Omega Ratio Rank: 55
Omega Ratio Rank
IPRV.L Calmar Ratio Rank: 66
Calmar Ratio Rank
IPRV.L Martin Ratio Rank: 66
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 8383
Overall Rank
^NDX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8484
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8282
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
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.

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.


IPRV.L^NDXDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-3.90

Omega ratioGain probability vs. loss probability

0.95

1.47

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.33

3.45

-3.78

Martin ratioReturn relative to average drawdown

-0.69

10.41

-11.10

IPRV.L vs. ^NDX - Sharpe Ratio Comparison

The current IPRV.L Sharpe Ratio is -0.41, which is lower than the ^NDX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of IPRV.L and ^NDX, 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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Sharpe Ratios by Period


IPRV.L^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

2.69

-3.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.87

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.98

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.81

-0.65

Drawdowns

IPRV.L vs. ^NDX - Drawdown Comparison

The maximum IPRV.L drawdown since its inception was -74.08%, 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^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-34.63%

-39.45%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-12.05%

-11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-27.90%

-24.98%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-28.43%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-44.53%

-28.43%

-16.10%

Current Drawdown

Current decline from peak

-22.45%

-0.53%

-21.92%

Average Drawdown

Average peak-to-trough decline

-11.64%

-5.62%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

3.98%

+7.10%

Volatility

IPRV.L vs. ^NDX - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IPRV.L) has a higher volatility of 5.75% compared to NASDAQ 100 Index (^NDX) at 3.97%. This indicates that IPRV.L's price experiences larger fluctuations and is considered to be riskier 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^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.97%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

11.00%

+4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

15.42%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.52%

21.32%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

22.44%

-2.08%

Frequently Asked Questions


IPRV.L and ^NDX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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