IU5C.DE vs. ^NDX
IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) is Communications Equities fund tracking the S&P 500 Capped 35/20 Communication Services, while ^NDX (NASDAQ 100 Index) is an index. Over the past 5 years, IU5C.DE returned 10.41%/yr vs 14.99%/yr for ^NDX. At a 0.48 correlation, their price movements are largely independent.
Performance
IU5C.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
IU5C.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, IU5C.DE achieves a 0.42% return, which is significantly lower than ^NDX's 16.29% return.
IU5C.DE
- 1D
- -4.21%
- 1M
- 0.08%
- 6M
- 0.17%
- YTD
- 0.42%
- 1Y
- 13.03%
- 3Y*
- 23.26%
- 5Y*
- 10.41%
- 10Y*
- —
^NDX
- 1D
- -1.46%
- 1M
- -3.10%
- 6M
- 13.57%
- YTD
- 16.29%
- 1Y
- 25.57%
- 3Y*
- 21.01%
- 5Y*
- 14.99%
- 10Y*
- 19.59%
IU5C.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 0.42% | 12.24% | 46.78% | 50.62% | -37.06% | 31.68% | 11.45% | 36.10% | -22.22% |
^NDX NASDAQ 100 Index | 16.29% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | -14.90% |
Correlation
The correlation between IU5C.DE and ^NDX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2018 | 0.48 |
Over the past year, the correlation between IU5C.DE and ^NDX has dropped to 0.25 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
IU5C.DE vs. ^NDX — Risk / Return Rank
IU5C.DE
^NDX
IU5C.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IU5C.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.30 | -0.83 |
| Martin ratioReturn relative to average drawdown | 4.03 | 6.89 | -2.86 |
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Drawdowns
IU5C.DE vs. ^NDX - Drawdown Comparison
The maximum IU5C.DE drawdown since its inception was -39.29%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and ^NDX.
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Drawdown Indicators
| IU5C.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -46.44% | +7.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -11.19% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.62% | -27.30% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -39.29% | -31.53% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -6.66% | -5.89% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -8.01% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.72% | -0.49% |
Volatility
IU5C.DE vs. ^NDX - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 8.12% compared to NASDAQ 100 Index (^NDX) at 6.81%. This indicates that IU5C.DE's price experiences larger fluctuations and is considered to be riskier 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
| IU5C.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 6.81% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 14.34% | -2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.76% | 18.48% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.68% | 22.58% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.62% | 22.99% | -2.37% |
Frequently Asked Questions
IU5C.DE and ^NDX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for IU5C.DE and ^NDX
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