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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.

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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 107.68% return, which is significantly higher than ^NDX's 21.80% return.


IQQK.DE

1D
-4.65%
1M
11.93%
YTD
107.68%
6M
121.46%
1Y
216.52%
3Y*
44.83%
5Y*
19.47%
10Y*
16.55%

^NDX

1D
0.00%
1M
7.55%
YTD
21.80%
6M
18.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQK.DE vs. ^NDX - Yearly Performance Comparison


2026 (YTD)2025
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
107.68%51.82%
^NDX
NASDAQ 100 Index
16.93%12.54%

Correlation

The correlation between IQQK.DE and ^NDX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.49

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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: 9696
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
Martin Ratio Rank

^NDX
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 ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.78

Calmar ratioReturn relative to maximum drawdown

10.70

Martin ratioReturn relative to average drawdown

38.75

IQQK.DE vs. ^NDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IQQK.DE^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

2.30

-1.98

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 -11.19%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and ^NDX.


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Drawdown Indicators


IQQK.DE^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-68.13%

-11.19%

-56.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.96%

Max Drawdown (3Y)

Largest decline over 3 years

-30.51%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

Current Drawdown

Current decline from peak

-5.73%

-0.69%

-5.04%

Average Drawdown

Average peak-to-trough decline

-17.35%

-2.54%

-14.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

Volatility

IQQK.DE vs. ^NDX - Volatility Comparison


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Volatility by Period


IQQK.DE^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.23%

Volatility (6M)

Calculated over the trailing 6-month period

33.01%

Volatility (1Y)

Calculated over the trailing 1-year period

37.90%

16.28%

+21.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

16.28%

+9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

16.28%

+8.56%

Frequently Asked Questions


IQQK.DE and ^NDX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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