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IQQK.DE vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IQQK.DE and ^NDX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

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 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-16.40%
11.88%
IQQK.DE
^NDX

Key characteristics

Sharpe Ratio

IQQK.DE:

-0.44

^NDX:

1.39

Sortino Ratio

IQQK.DE:

-0.48

^NDX:

1.89

Omega Ratio

IQQK.DE:

0.94

^NDX:

1.25

Calmar Ratio

IQQK.DE:

-0.26

^NDX:

1.89

Martin Ratio

IQQK.DE:

-0.82

^NDX:

6.47

Ulcer Index

IQQK.DE:

11.43%

^NDX:

3.97%

Daily Std Dev

IQQK.DE:

21.61%

^NDX:

18.50%

Max Drawdown

IQQK.DE:

-68.13%

^NDX:

-82.90%

Current Drawdown

IQQK.DE:

-30.40%

^NDX:

0.00%

Returns By Period

In the year-to-date period, IQQK.DE achieves a 8.74% return, which is significantly higher than ^NDX's 5.25% return. Over the past 10 years, IQQK.DE has underperformed ^NDX with an annualized return of 2.74%, while ^NDX has yielded a comparatively higher 17.47% annualized return.


IQQK.DE

YTD

8.74%

1M

0.27%

6M

-10.56%

1Y

-10.26%

5Y*

-0.35%

10Y*

2.74%

^NDX

YTD

5.25%

1M

3.14%

6M

11.88%

1Y

25.04%

5Y*

17.95%

10Y*

17.47%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

IQQK.DE vs. ^NDX — Risk-Adjusted Performance Rank

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

IQQK.DE
The Risk-Adjusted Performance Rank of IQQK.DE is 33
Overall Rank
The Sharpe Ratio Rank of IQQK.DE is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of IQQK.DE is 33
Sortino Ratio Rank
The Omega Ratio Rank of IQQK.DE is 33
Omega Ratio Rank
The Calmar Ratio Rank of IQQK.DE is 33
Calmar Ratio Rank
The Martin Ratio Rank of IQQK.DE is 33
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and NASDAQ 100 (^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.


Sharpe ratio
The chart of Sharpe ratio for IQQK.DE, currently valued at -0.65, compared to the broader market0.002.004.00-0.651.28
The chart of Sortino ratio for IQQK.DE, currently valued at -0.81, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.811.75
The chart of Omega ratio for IQQK.DE, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.24
The chart of Calmar ratio for IQQK.DE, currently valued at -0.32, compared to the broader market0.005.0010.0015.0020.00-0.321.71
The chart of Martin ratio for IQQK.DE, currently valued at -1.12, compared to the broader market0.0020.0040.0060.0080.00100.00-1.125.84
IQQK.DE
^NDX

The current IQQK.DE Sharpe Ratio is -0.44, which is lower than the ^NDX Sharpe Ratio of 1.39. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.65
1.28
IQQK.DE
^NDX

Drawdowns

IQQK.DE vs. ^NDX - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.13%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and ^NDX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-40.68%
0
IQQK.DE
^NDX

Volatility

IQQK.DE vs. ^NDX - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and NASDAQ 100 (^NDX) have volatilities of 5.16% and 5.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%SeptemberOctoberNovemberDecember2025February
5.16%
5.04%
IQQK.DE
^NDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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