IU5C.DE vs. ^NDX
Compare and contrast key facts about iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and NASDAQ 100 (^NDX).
IU5C.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Communication Services. It was launched on Sep 17, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IU5C.DE or ^NDX.
Key characteristics
| IU5C.DE | ^NDX | |
|---|---|---|
| YTD Return | 40.05% | 25.23% |
| 1Y Return | 44.47% | 36.09% |
| 3Y Return (Ann) | 9.25% | 9.20% |
| 5Y Return (Ann) | 14.72% | 20.68% |
| Sharpe Ratio | 2.79 | 2.04 |
| Sortino Ratio | 3.74 | 2.70 |
| Omega Ratio | 1.52 | 1.37 |
| Calmar Ratio | 3.91 | 2.63 |
| Martin Ratio | 13.51 | 9.50 |
| Ulcer Index | 3.25% | 3.76% |
| Daily Std Dev | 15.63% | 17.54% |
| Max Drawdown | -39.23% | -82.90% |
| Current Drawdown | 0.00% | -0.22% |
Correlation
The correlation between IU5C.DE and ^NDX is 0.54, 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
IU5C.DE vs. ^NDX - Performance Comparison
In the year-to-date period, IU5C.DE achieves a 40.05% return, which is significantly higher than ^NDX's 25.23% 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
IU5C.DE vs. ^NDX - Risk-Adjusted Performance 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 (^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
IU5C.DE vs. ^NDX - Drawdown Comparison
The maximum IU5C.DE drawdown since its inception was -39.23%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
IU5C.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) is 4.50%, while NASDAQ 100 (^NDX) has a volatility of 5.15%. This indicates that IU5C.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.