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 8.92%/yr vs 20.75%/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 8.91% return, which is significantly lower than ^NDX's 18.99% return. Over the past 10 years, IUSK.DE has underperformed ^NDX with an annualized return of 8.92%, while ^NDX has yielded a comparatively higher 20.75% annualized return.
IUSK.DE
- 1D
- -0.36%
- 1M
- 2.37%
- YTD
- 8.91%
- 6M
- 9.82%
- 1Y
- 11.69%
- 3Y*
- 8.50%
- 5Y*
- 5.34%
- 10Y*
- 8.92%
^NDX
- 1D
- -1.20%
- 1M
- -0.76%
- YTD
- 18.99%
- 6M
- 17.41%
- 1Y
- 33.30%
- 3Y*
- 23.32%
- 5Y*
- 16.30%
- 10Y*
- 20.75%
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) | 8.91% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.01% | 30.88% | -7.68% | 11.41% |
^NDX NASDAQ 100 Index | 18.99% | 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 | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 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.
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.
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.33 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 2.99 | -1.84 |
| Martin ratioReturn relative to average drawdown | 3.70 | 9.15 | -5.45 |
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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 | -0.36% | -3.70% | +3.34% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -8.00% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.65% | -0.50% |
Volatility
IUSK.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 2.84%, while NASDAQ 100 Index (^NDX) has a volatility of 8.28%. This indicates that IUSK.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.
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Volatility by Period
| IUSK.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 8.28% | -5.44% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 13.59% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 17.88% | -4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 22.49% | -7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 22.95% | -7.79% |
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.
Find the right allocation for IUSK.DE and ^NDX
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