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 12.65%/yr vs 21.89%/yr for ^NDX. At a 0.38 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 -12.08% 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%
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) | -12.08% | -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
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.
| IPRV.L | ^NDX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IPRV.L | ^NDX | Difference | |
|---|---|---|---|
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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.45% | -0.53% | -21.92% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -5.62% | -6.02% |
Ulcer IndexDepth 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 | ^NDX | Difference | |
|---|---|---|---|
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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