PortfoliosLab logoPortfoliosLab logo
IQQK.DE vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IQQK.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IQQK.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
27.36%77.35%-18.08%15.54%-24.11%-1.13%30.60%14.38%-18.25%27.92%
^NDX
NASDAQ 100 Index
-3.05%5.91%33.12%49.19%-28.81%36.10%35.42%41.08%3.61%15.35%
Different Trading Currencies

IQQK.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQK.DE achieves a 27.36% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, IQQK.DE has underperformed ^NDX with an annualized return of 11.12%, while ^NDX has yielded a comparatively higher 18.02% annualized return.


IQQK.DE

1D
-3.80%
1M
-5.66%
YTD
27.36%
6M
55.07%
1Y
119.29%
3Y*
26.99%
5Y*
8.16%
10Y*
11.12%

^NDX

1D
0.00%
1M
-2.46%
YTD
-3.41%
6M
-2.24%
1Y
14.83%
3Y*
19.85%
5Y*
12.90%
10Y*
18.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

IQQK.DE vs. ^NDX — Risk / Return Rank

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

IQQK.DE
IQQK.DE Risk / Return Rank: 9797
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
Martin Ratio Rank

^NDX
^NDX Risk / Return Rank: 7171
Overall Rank
^NDX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 7171
Sortino Ratio Rank
^NDX Omega Ratio Rank: 7070
Omega Ratio Rank
^NDX Calmar Ratio Rank: 7474
Calmar Ratio Rank
^NDX Martin Ratio Rank: 7676
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.

IQQK.DE vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) 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.


IQQK.DE^NDXDifference

Sharpe ratio

Return per unit of total volatility

3.61

0.60

+3.02

Sortino ratio

Return per unit of downside risk

4.05

1.00

+3.06

Omega ratio

Gain probability vs. loss probability

1.56

1.15

+0.41

Calmar ratio

Return relative to maximum drawdown

6.12

1.06

+5.07

Martin ratio

Return relative to average drawdown

23.33

3.52

+19.80

IQQK.DE vs. ^NDX - Sharpe Ratio Comparison

The current IQQK.DE Sharpe Ratio is 3.61, which is higher than the ^NDX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IQQK.DE and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IQQK.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.61

0.60

+3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.58

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.79

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.67

-0.43

Correlation

The correlation between IQQK.DE and ^NDX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

IQQK.DE vs. ^NDX - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.13%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and ^NDX.


Loading graphics...

Drawdown Indicators


IQQK.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-68.13%

-82.90%

+14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-20.96%

-12.12%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-41.72%

-35.56%

-6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-35.56%

-6.79%

Current Drawdown

Current decline from peak

-16.98%

-7.94%

-9.04%

Average Drawdown

Average peak-to-trough decline

-17.48%

-24.72%

+7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

3.52%

+1.98%

Volatility

IQQK.DE vs. ^NDX - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a higher volatility of 16.65% compared to NASDAQ 100 Index (^NDX) at 5.50%. This indicates that IQQK.DE'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.


Loading graphics...

Volatility by Period


IQQK.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.65%

5.50%

+11.15%

Volatility (6M)

Calculated over the trailing 6-month period

28.40%

13.15%

+15.25%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

24.92%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

22.25%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.86%

22.85%

+1.01%