IWDP.AS vs. ^NDX
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 2.60%/yr vs 19.95%/yr for ^NDX. At a 0.36 correlation, their price movements are largely independent.
Performance
IWDP.AS vs. ^NDX - Performance Comparison
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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 12.81% return, which is significantly lower than ^NDX's 19.64% return. Over the past 10 years, IWDP.AS has underperformed ^NDX with an annualized return of 2.60%, while ^NDX has yielded a comparatively higher 19.95% annualized return.
IWDP.AS
- 1D
- 0.00%
- 1M
- 1.90%
- 6M
- 8.12%
- YTD
- 12.81%
- 1Y
- 16.09%
- 3Y*
- 7.47%
- 5Y*
- 1.36%
- 10Y*
- 2.60%
^NDX
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 16.88%
- YTD
- 19.64%
- 1Y
- 30.66%
- 3Y*
- 22.52%
- 5Y*
- 15.64%
- 10Y*
- 19.95%
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) | 12.81% | -3.33% | 6.79% | 5.38% | -19.61% | 36.11% | -17.19% | 23.60% | -1.01% | -2.62% |
^NDX NASDAQ 100 Index | 17.98% | 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 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.36 |
Over the past year, the correlation between IWDP.AS and ^NDX has dropped to 0.02 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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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.
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.
| IWDP.AS | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.29 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.75 | -0.63 |
| Martin ratioReturn relative to average drawdown | 6.69 | 8.31 | -1.62 |
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Drawdowns
IWDP.AS vs. ^NDX - Drawdown Comparison
The maximum IWDP.AS drawdown since its inception was -74.82%, 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 | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.82% | -46.44% | -28.38% |
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 DrawdownCurrent decline from peak | -2.82% | -3.17% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -21.14% | -8.01% | -13.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.70% | -1.30% |
Volatility
IWDP.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 3.26%, while NASDAQ 100 Index (^NDX) has a volatility of 6.83%. 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 | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 6.83% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 14.22% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.10% | 18.36% | -7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.51% | 22.57% | -8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 22.98% | -6.99% |
Frequently Asked Questions
IWDP.AS and ^NDX have a correlation of 0.02, 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 IWDP.AS and ^NDX
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