IUSA.DE vs. NASL.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L).
IUSA.DE and NASL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. NASL.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 17, 2019. Both IUSA.DE and NASL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSA.DE or NASL.L.
Key characteristics
| IUSA.DE | NASL.L | |
|---|---|---|
| YTD Return | 31.76% | 24.14% |
| 1Y Return | 39.45% | 30.90% |
| 3Y Return (Ann) | 12.68% | 11.43% |
| 5Y Return (Ann) | 16.48% | 21.33% |
| Sharpe Ratio | 3.13 | 1.92 |
| Sortino Ratio | 4.25 | 2.61 |
| Omega Ratio | 1.65 | 1.35 |
| Calmar Ratio | 4.55 | 2.49 |
| Martin Ratio | 20.19 | 7.58 |
| Ulcer Index | 1.86% | 4.01% |
| Daily Std Dev | 11.93% | 15.80% |
| Max Drawdown | -50.54% | -27.49% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUSA.DE and NASL.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUSA.DE vs. NASL.L - Performance Comparison
In the year-to-date period, IUSA.DE achieves a 31.76% return, which is significantly higher than NASL.L's 24.14% 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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IUSA.DE vs. NASL.L - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than NASL.L's 0.30% expense ratio.
Risk-Adjusted Performance
IUSA.DE vs. NASL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) and Lyxor UCITS Nasdaq-100 D-EUR (NASL.L). 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.
Dividends
IUSA.DE vs. NASL.L - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.97%, while NASL.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.97% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IUSA.DE vs. NASL.L - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -50.54%, which is greater than NASL.L's maximum drawdown of -27.49%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and NASL.L. For additional features, visit the drawdowns tool.
Volatility
IUSA.DE vs. NASL.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) is 3.55%, while Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) has a volatility of 4.44%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than NASL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.