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 12.43%/yr vs 18.26%/yr for ^NDX. At a 0.50 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 3.08% return, which is significantly lower than ^NDX's 21.80% return.
IU5C.DE
- 1D
- 1.39%
- 1M
- -2.12%
- YTD
- 3.08%
- 6M
- 1.78%
- 1Y
- 18.77%
- 3Y*
- 23.65%
- 5Y*
- 12.43%
- 10Y*
- —
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
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) | 3.08% | 12.25% | 46.75% | 50.73% | -37.12% | 31.78% | 11.48% | 35.88% | -11.68% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | -15.78% |
Correlation
The correlation between IU5C.DE and ^NDX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.50 |
The correlation between IU5C.DE and ^NDX shifts across timeframes, from 0.35 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.
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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.
| IU5C.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.40 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.38 | -1.06 |
| Martin ratioReturn relative to average drawdown | 7.89 | 10.55 | -2.67 |
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
| IU5C.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.32 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.82 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.73 | -0.01 |
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 -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 | -39.23% | -46.44% | +7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.06% | -11.19% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -23.61% | -27.30% | +3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -39.23% | -31.53% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.53% | — |
Current DrawdownCurrent decline from peak | -4.21% | -0.69% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -8.63% | -8.00% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.58% | -1.21% |
Volatility
IU5C.DE vs. ^NDX - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 4.12% compared to NASDAQ 100 Index (^NDX) at 3.80%. 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 | 4.12% | 3.80% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 11.58% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 16.31% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.30% | 22.24% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.91% | 22.83% | -2.92% |
Frequently Asked Questions
IU5C.DE and ^NDX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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