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IWDP.AS vs. ^NDX
Performance
Return for Risk
Drawdowns
Volatility

IWDP.AS vs. ^NDX

Last updated Jun 4, 2026

IWDP.AS (iShares Developed Markets Property Yield UCITS ETF USD (Dist)) is REIT fund tracking the FTSE EPRA Nareit Global TR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, IWDP.AS returned 2.95%/yr vs 20.84%/yr for ^NDX. At a 0.32 correlation, their price movements are largely independent.

Performance

IWDP.AS vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and NASDAQ 100 Index (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDP.AS 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, IWDP.AS achieves a 7.91% return, which is significantly lower than ^NDX's 22.53% return. Over the past 10 years, IWDP.AS has underperformed ^NDX with an annualized return of 2.95%, while ^NDX has yielded a comparatively higher 20.84% annualized return.

IWDP.AS

1D
0.41%
1M
-0.38%
YTD
7.91%
6M
8.11%
1Y
8.45%
3Y*
5.65%
5Y*
1.62%
10Y*
2.95%

^NDX

1D
-0.08%
1M
11.35%
YTD
22.53%
6M
20.04%
1Y
38.31%
3Y*
24.69%
5Y*
18.40%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDP.AS vs. ^NDX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)		7.91%-3.33%6.79%5.38%-19.61%36.11%-17.19%23.60%-1.01%-2.62%
^NDX
NASDAQ 100 Index		22.53%5.91%33.12%49.19%-28.81%36.10%35.42%41.08%3.61%15.35%

Correlation

The correlation between IWDP.AS and ^NDX is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2007

0.32

The correlation between IWDP.AS and ^NDX shifts across timeframes, from 0.16 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

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iShares Developed Markets Property Yield UCITS ETF USD (Dist)

NASDAQ 100 Index

Often compared with IWDP.AS:
IWDP.AS vs. HPRD.LIWDP.AS vs. TREG.LIWDP.AS vs. VGOV.LIWDP.AS vs. HPRO.LIWDP.AS vs. BIRDXIWDP.AS vs. VNQIWDP.AS vs. SPY
Often compared with ^NDX:
^NDX vs. BRK-B^NDX vs. SPY^NDX vs. ARKK^NDX vs. ^IXIC^NDX vs. TSLA^NDX vs. VOO^NDX vs. NQ=F

Return for Risk

IWDP.AS vs. ^NDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IWDP.AS
IWDP.AS Risk / Return Rank: 2222
Overall Rank
IWDP.AS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IWDP.AS Sortino Ratio Rank: 2121
Sortino Ratio Rank
IWDP.AS Omega Ratio Rank: 2121
Omega Ratio Rank
IWDP.AS Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWDP.AS Martin Ratio Rank: 2424
Martin Ratio Rank
^NDX
^NDX Risk / Return Rank: 8181
Overall Rank
^NDX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
^NDX Sortino Ratio Rank: 8282
Sortino Ratio Rank
^NDX Omega Ratio Rank: 8181
Omega Ratio Rank
^NDX Calmar Ratio Rank: 8181
Calmar Ratio Rank
^NDX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWDP.AS vs. ^NDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) 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.

IWDP.AS^NDXDifference
Sharpe ratioReturn per unit of total volatility
0.77
2.36

-1.60

Sortino ratioReturn per unit of downside risk
1.14
3.02

-1.88

Omega ratioGain probability vs. loss probability

1.14

1.41

-0.27

Calmar ratioReturn relative to maximum drawdown

1.11

3.44

-2.34

Martin ratioReturn relative to average drawdown

3.24

10.74

-7.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IWDP.AS vs. ^NDX - Sharpe Ratio Comparison

The current IWDP.AS Sharpe Ratio is 0.77, which is lower than the ^NDX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IWDP.AS and ^NDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IWDP.AS^NDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

2.36

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.83

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.92

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.73

-0.56

Drawdowns

IWDP.AS vs. ^NDX - Drawdown Comparison

The maximum IWDP.AS drawdown since its inception was -70.13%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and ^NDX.

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Drawdown Indicators

IWDP.AS^NDXDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-46.44%

-23.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-11.19%

+3.64%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-27.30%

+7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.88%

-31.53%

+1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.55%

-31.53%

-10.02%

Current Drawdown

Current decline from peak

-7.03%

-0.08%

-6.95%

Average Drawdown

Average peak-to-trough decline

-15.78%

-8.00%

-7.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.58%

-0.99%

Volatility

IWDP.AS vs. ^NDX - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.54%, while NASDAQ 100 Index (^NDX) has a volatility of 3.78%. This indicates that IWDP.AS 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

IWDP.AS^NDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.78%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.15%

11.58%

-3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

16.34%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

22.25%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

22.84%

-6.86%

Frequently Asked Questions

IWDP.AS and ^NDX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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