IQQP.DE vs. ^NDX
Compare and contrast key facts about iShares European Property Yield UCITS ETF (IQQP.DE) and NASDAQ 100 (^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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQQP.DE or ^NDX.
Key characteristics
| IQQP.DE | ^NDX | |
|---|---|---|
| YTD Return | 1.56% | 20.22% |
| 1Y Return | 20.91% | 33.47% |
| 3Y Return (Ann) | -9.79% | 7.36% |
| 5Y Return (Ann) | -5.03% | 19.80% |
| 10Y Return (Ann) | 2.70% | 17.18% |
| Sharpe Ratio | 1.01 | 1.95 |
| Sortino Ratio | 1.62 | 2.58 |
| Omega Ratio | 1.18 | 1.35 |
| Calmar Ratio | 0.44 | 2.50 |
| Martin Ratio | 3.73 | 9.04 |
| Ulcer Index | 5.18% | 3.76% |
| Daily Std Dev | 19.34% | 17.45% |
| Max Drawdown | -64.70% | -82.90% |
| Current Drawdown | -31.28% | -2.17% |
Correlation
The correlation between IQQP.DE and ^NDX is 0.32, 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.
Performance
IQQP.DE vs. ^NDX - Performance Comparison
In the year-to-date period, IQQP.DE achieves a 1.56% return, which is significantly lower than ^NDX's 20.22% return. Over the past 10 years, IQQP.DE has underperformed ^NDX with an annualized return of 2.70%, while ^NDX has yielded a comparatively higher 17.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IQQP.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IQQP.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.
Drawdowns
IQQP.DE vs. ^NDX - Drawdown Comparison
The maximum IQQP.DE drawdown since its inception was -64.70%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
IQQP.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares European Property Yield UCITS ETF (IQQP.DE) is 4.11%, while NASDAQ 100 (^NDX) has a volatility of 4.53%. This indicates that IQQP.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.