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IS3U.DE vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IS3U.DE and ^NDX is 0.35, 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.


-0.50.00.51.00.4

Performance

IS3U.DE vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.71%
11.90%
IS3U.DE
^NDX

Key characteristics

Sharpe Ratio

IS3U.DE:

0.70

^NDX:

1.34

Sortino Ratio

IS3U.DE:

1.05

^NDX:

1.84

Omega Ratio

IS3U.DE:

1.13

^NDX:

1.24

Calmar Ratio

IS3U.DE:

0.78

^NDX:

1.82

Martin Ratio

IS3U.DE:

1.50

^NDX:

6.25

Ulcer Index

IS3U.DE:

6.10%

^NDX:

3.96%

Daily Std Dev

IS3U.DE:

12.98%

^NDX:

18.46%

Max Drawdown

IS3U.DE:

-38.98%

^NDX:

-82.90%

Current Drawdown

IS3U.DE:

-0.35%

^NDX:

-0.48%

Returns By Period

In the year-to-date period, IS3U.DE achieves a 9.24% return, which is significantly higher than ^NDX's 5.03% return.


IS3U.DE

YTD

9.24%

1M

3.23%

6M

6.87%

1Y

6.50%

5Y*

7.97%

10Y*

N/A

^NDX

YTD

5.03%

1M

2.33%

6M

13.22%

1Y

26.26%

5Y*

18.56%

10Y*

17.41%

*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

IS3U.DE vs. ^NDX — Risk-Adjusted Performance Rank

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

IS3U.DE
The Risk-Adjusted Performance Rank of IS3U.DE is 2525
Overall Rank
The Sharpe Ratio Rank of IS3U.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3U.DE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IS3U.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IS3U.DE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of IS3U.DE is 1818
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6161
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5757
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.

IS3U.DE vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.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 IS3U.DE, currently valued at 0.01, compared to the broader market0.002.004.000.011.29
The chart of Sortino ratio for IS3U.DE, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.0012.000.121.76
The chart of Omega ratio for IS3U.DE, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.24
The chart of Calmar ratio for IS3U.DE, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.011.73
The chart of Martin ratio for IS3U.DE, currently valued at 0.02, compared to the broader market0.0020.0040.0060.0080.00100.000.025.88
IS3U.DE
^NDX

The current IS3U.DE Sharpe Ratio is 0.70, which is lower than the ^NDX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IS3U.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
0.01
1.29
IS3U.DE
^NDX

Drawdowns

IS3U.DE vs. ^NDX - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and ^NDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.13%
-0.48%
IS3U.DE
^NDX

Volatility

IS3U.DE vs. ^NDX - Volatility Comparison

The current volatility for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) is 2.98%, while NASDAQ 100 (^NDX) has a volatility of 4.83%. This indicates that IS3U.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.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.98%
4.83%
IS3U.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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