IQQP.DE vs. ^NDX

Last updated Apr 2, 2026

Compare and contrast key facts about iShares European Property Yield UCITS ETF (IQQP.DE) and NASDAQ 100 Index (^NDX).

IQQP.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Europe ex UK Dividend+. It was launched on Nov 4, 2005.

Performance

IQQP.DE vs. ^NDX - Performance Comparison

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

IQQP.DE vs. ^NDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQQP.DE iShares European Property Yield UCITS ETF	1.39%	8.56%	-0.81%	17.81%	-37.23%	8.18%	-8.95%	26.21%	-7.04%	14.56%
^NDX NASDAQ 100 Index	-3.41%	5.91%	33.12%	49.19%	-28.81%	36.10%	35.42%	41.08%	3.61%	15.35%

Different Trading Currencies

IQQP.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, IQQP.DE achieves a 1.39% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, IQQP.DE has underperformed ^NDX with an annualized return of 0.90%, while ^NDX has yielded a comparatively higher 17.97% annualized return.

IQQP.DE

• 1D: 3.11%
• 1M: -8.50%
• YTD: 1.39%
• 6M: 1.74%
• 1Y: 9.76%
• 3Y*: 11.54%
• 5Y*: -2.18%
• 10Y*: 0.90%

^NDX

• 1D: 1.07%
• 1M: -2.88%
• YTD: -3.41%
• 6M: -1.77%
• 1Y: 15.31%
• 3Y*: 19.54%
• 5Y*: 12.90%
• 10Y*: 17.97%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IQQP.DE vs. ^NDX — Risk / Return Rank

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

IQQP.DE

IQQP.DE Risk / Return Rank: 28
IQQP.DE Sharpe Ratio Rank: 29
IQQP.DE Sortino Ratio Rank: 28
IQQP.DE Omega Ratio Rank: 28
IQQP.DE Calmar Ratio Rank: 27
IQQP.DE Martin Ratio Rank: 27

^NDX

^NDX Risk / Return Rank: 76
^NDX Sharpe Ratio Rank: 70
^NDX Sortino Ratio Rank: 74
^NDX Omega Ratio Rank: 74
^NDX Calmar Ratio Rank: 81
^NDX Martin Ratio Rank: 80

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IQQP.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.

	IQQP.DE	^NDX	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.62	-0.02
Sortino ratio Return per unit of downside risk	0.90	1.02	-0.12
Omega ratio Gain probability vs. loss probability	1.12	1.15	-0.03
Calmar ratio Return relative to maximum drawdown	0.71	1.14	-0.43
Martin ratio Return relative to average drawdown	2.44	3.83	-1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQP.DE vs. ^NDX - Sharpe Ratio Comparison

The current IQQP.DE Sharpe Ratio is 0.60, which is comparable to the ^NDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IQQP.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.

Sharpe Ratios by Period

	IQQP.DE	^NDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.62	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.58	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	0.79	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.67	-0.49

Correlation

The correlation between IQQP.DE and ^NDX is 0.25, 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

IQQP.DE vs. ^NDX - Drawdown Comparison

The maximum IQQP.DE drawdown since its inception was -64.70%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and ^NDX.

Drawdown Indicators

	IQQP.DE	^NDX	Difference
Max Drawdown Largest peak-to-trough decline	-64.70%	-82.90%	+18.20%
Max Drawdown (1Y) Largest decline over 1 year	-15.07%	-12.72%	-2.35%
Max Drawdown (5Y) Largest decline over 5 years	-49.34%	-35.56%	-13.78%
Max Drawdown (10Y) Largest decline over 10 years	-50.23%	-35.56%	-14.67%
Current Drawdown Current decline from peak	-26.14%	-8.04%	-18.10%
Average Drawdown Average peak-to-trough decline	-20.11%	-24.72%	+4.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	3.49%	+0.88%

Volatility

IQQP.DE vs. ^NDX - Volatility Comparison

iShares European Property Yield UCITS ETF (IQQP.DE) has a higher volatility of 7.53% compared to NASDAQ 100 Index (^NDX) at 5.69%. This indicates that IQQP.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.

Volatility by Period

	IQQP.DE	^NDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.53%	5.69%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	13.16%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	16.29%	24.94%	-8.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.37%	22.26%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	22.85%	-3.54%