ISAC.L vs. ^NDX
Compare and contrast key facts about iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) and NASDAQ 100 (^NDX).
ISAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Index. It was launched on Oct 21, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ISAC.L or ^NDX.
Key characteristics
| ISAC.L | ^NDX | |
|---|---|---|
| YTD Return | 14.88% | 14.97% |
| 1Y Return | 24.24% | 27.34% |
| 3Y Return (Ann) | 6.19% | 8.08% |
| 5Y Return (Ann) | 11.27% | 19.92% |
| 10Y Return (Ann) | 8.62% | 16.82% |
| Sharpe Ratio | 1.93 | 1.51 |
| Daily Std Dev | 12.10% | 17.91% |
| Max Drawdown | -33.82% | -82.90% |
| Current Drawdown | -0.70% | -6.44% |
Correlation
The correlation between ISAC.L and ^NDX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ISAC.L vs. ^NDX - Performance Comparison
The year-to-date returns for both investments are quite close, with ISAC.L having a 14.88% return and ^NDX slightly higher at 14.97%. Over the past 10 years, ISAC.L has underperformed ^NDX with an annualized return of 8.62%, while ^NDX has yielded a comparatively higher 16.82% 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
ISAC.L vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) 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
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. For additional features, visit the drawdowns tool.
Volatility
ISAC.L vs. ^NDX - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.59%, while NASDAQ 100 (^NDX) has a volatility of 6.06%. 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.