ISAC.L vs. ^NDX
ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI ACWI Index, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, ISAC.L returned 12.63%/yr vs 20.99%/yr for ^NDX. At a 0.50 correlation, their price movements are largely independent.
Performance
ISAC.L vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, ISAC.L achieves a 11.54% return, which is significantly lower than ^NDX's 20.43% return. Over the past 10 years, ISAC.L has underperformed ^NDX with an annualized return of 12.63%, while ^NDX has yielded a comparatively higher 20.99% annualized return.
ISAC.L
- 1D
- -0.10%
- 1M
- 4.26%
- YTD
- 11.54%
- 6M
- 13.01%
- 1Y
- 28.81%
- 3Y*
- 21.19%
- 5Y*
- 11.38%
- 10Y*
- 12.63%
^NDX
- 1D
- -0.53%
- 1M
- 8.54%
- YTD
- 20.43%
- 6M
- 18.87%
- 1Y
- 39.99%
- 3Y*
- 27.83%
- 5Y*
- 17.17%
- 10Y*
- 20.99%
ISAC.L vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.54% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 24.39% |
^NDX NASDAQ 100 Index | 20.43% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between ISAC.L and ^NDX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2011 | 0.50 |
The correlation between ISAC.L and ^NDX shifts across timeframes, from 0.50 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISAC.L vs. ^NDX — Risk / Return Rank
ISAC.L
^NDX
ISAC.L vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) 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.
| ISAC.L | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.31 | -0.04 |
| Martin ratioReturn relative to average drawdown | 13.72 | 12.67 | +1.05 |
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
| ISAC.L | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.50 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.57 | +0.18 |
Drawdowns
ISAC.L vs. ^NDX - Drawdown Comparison
The maximum ISAC.L drawdown since its inception was -33.82%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ISAC.L and ^NDX.
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Drawdown Indicators
| ISAC.L | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -82.90% | +49.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -12.12% | +3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -22.93% | +6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -35.56% | +9.49% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -35.56% | +1.74% |
Current DrawdownCurrent decline from peak | -0.72% | -0.82% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -24.62% | +19.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 3.17% | -1.07% |
Volatility
ISAC.L vs. ^NDX - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.84%, while NASDAQ 100 Index (^NDX) has a volatility of 4.54%. This indicates that ISAC.L 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
| ISAC.L | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.54% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 12.18% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.40% | 16.08% | -3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 22.59% | -7.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 22.52% | -6.57% |
Frequently Asked Questions
ISAC.L and ^NDX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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