IWDP.AS vs. ^NDX
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and NASDAQ 100 Index (^NDX).
IWDP.AS is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006.
Performance
IWDP.AS vs. ^NDX - Performance Comparison
Loading graphics...
IWDP.AS vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWDP.AS iShares Developed Markets Property Yield UCITS ETF USD (Dist) | 2.93% | -3.33% | 6.79% | 5.38% | -19.61% | 36.11% | -17.19% | 23.60% | -1.01% | -2.62% |
^NDX NASDAQ 100 Index | -3.41% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
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 2.93% return, which is significantly higher than ^NDX's -3.41% return. Over the past 10 years, IWDP.AS has underperformed ^NDX with an annualized return of 2.67%, while ^NDX has yielded a comparatively higher 17.97% annualized return.
IWDP.AS
- 1D
- 0.88%
- 1M
- -6.02%
- YTD
- 2.93%
- 6M
- 1.64%
- 1Y
- 0.59%
- 3Y*
- 4.53%
- 5Y*
- 1.83%
- 10Y*
- 2.67%
^NDX
- 1D
- 1.07%
- 1M
- -2.88%
- YTD
- -3.41%
- 6M
- -1.77%
- 1Y
- 15.31%
- 3Y*
- 19.54%
- 5Y*
- 12.90%
- 10Y*
- 17.97%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IWDP.AS vs. ^NDX — Risk / Return Rank
IWDP.AS
^NDX
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 | ^NDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.04 | 0.62 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.15 | 1.02 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.15 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.14 | -0.12 |
Martin ratioReturn relative to average drawdown | 2.87 | 3.83 | -0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IWDP.AS | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.04 | 0.62 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.58 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.79 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.67 | -0.51 |
Correlation
The correlation between IWDP.AS and ^NDX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Drawdowns
IWDP.AS vs. ^NDX - Drawdown Comparison
The maximum IWDP.AS drawdown since its inception was -69.86%, 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.
Loading graphics...
Drawdown Indicators
| IWDP.AS | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.86% | -82.90% | +13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -12.72% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.88% | -35.56% | +5.68% |
Max Drawdown (10Y)Largest decline over 10 years | -41.55% | -35.56% | -5.99% |
Current DrawdownCurrent decline from peak | -11.33% | -8.04% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -15.69% | -24.72% | +9.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 3.49% | -0.80% |
Volatility
IWDP.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 4.19%, while NASDAQ 100 Index (^NDX) has a volatility of 5.69%. 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.
Loading graphics...
Volatility by Period
| IWDP.AS | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 5.69% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.69% | 13.16% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 24.94% | -10.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 22.26% | -7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 22.85% | -6.86% |