IUSK.DE vs. ^NDX
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) is Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 20.72%/yr for ^NDX. At a 0.43 correlation, their price movements are largely independent.
Performance
IUSK.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
IUSK.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, IUSK.DE achieves a 6.53% return, which is significantly lower than ^NDX's 21.80% return. Over the past 10 years, IUSK.DE has underperformed ^NDX with an annualized return of 7.86%, while ^NDX has yielded a comparatively higher 20.72% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
^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%
IUSK.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
^NDX NASDAQ 100 Index | 21.80% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between IUSK.DE and ^NDX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2011 | 0.43 |
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Return for Risk
IUSK.DE vs. ^NDX — Risk / Return Rank
IUSK.DE
^NDX
IUSK.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.38 | -2.85 |
| Martin ratioReturn relative to average drawdown | 1.40 | 10.55 | -9.15 |
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
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.32 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.82 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.91 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.73 | -0.24 |
Drawdowns
IUSK.DE vs. ^NDX - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and ^NDX.
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Drawdown Indicators
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -46.44% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -11.19% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -27.30% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -31.53% | +8.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -31.53% | -2.03% |
Current DrawdownCurrent decline from peak | -0.86% | -0.69% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -8.00% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.58% | +0.25% |
Volatility
IUSK.DE vs. ^NDX - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that IUSK.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
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 3.80% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 11.58% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 16.31% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 22.24% | -7.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 22.83% | -7.33% |
Frequently Asked Questions
IUSK.DE and ^NDX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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