IS3T.DE vs. ^NDX
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) is Global Equities fund tracking the MSCI World Mid Cap Equal Weighted, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IS3T.DE returned 7.96%/yr vs 20.72%/yr for ^NDX. At a 0.48 correlation, their price movements are largely independent.
Performance
IS3T.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
IS3T.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, IS3T.DE achieves a 6.98% return, which is significantly lower than ^NDX's 21.80% return. Over the past 10 years, IS3T.DE has underperformed ^NDX with an annualized return of 7.96%, while ^NDX has yielded a comparatively higher 20.72% annualized return.
IS3T.DE
- 1D
- 0.30%
- 1M
- 1.92%
- YTD
- 6.98%
- 6M
- 8.42%
- 1Y
- 15.28%
- 3Y*
- 11.56%
- 5Y*
- 6.43%
- 10Y*
- 7.96%
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
IS3T.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 6.98% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 26.96% | -10.50% | 9.17% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between IS3T.DE and ^NDX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.48 |
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Return for Risk
IS3T.DE vs. ^NDX — Risk / Return Rank
IS3T.DE
^NDX
IS3T.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
| IS3T.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.38 | -1.23 |
| Martin ratioReturn relative to average drawdown | 8.02 | 10.55 | -2.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3T.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.32 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.82 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.91 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.73 | -0.21 |
Drawdowns
IS3T.DE vs. ^NDX - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and ^NDX.
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Drawdown Indicators
| IS3T.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -46.44% | +9.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -11.19% | +4.10% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -27.30% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -31.53% | +12.92% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -31.53% | -5.34% |
Current DrawdownCurrent decline from peak | -0.59% | -0.69% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -8.00% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.58% | -1.68% |
Volatility
IS3T.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.77%, while NASDAQ 100 Index (^NDX) has a volatility of 3.80%. This indicates that IS3T.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.
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Volatility by Period
| IS3T.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.80% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 11.58% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 16.31% | -4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 22.24% | -8.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 22.83% | -7.58% |
Frequently Asked Questions
IS3T.DE and ^NDX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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