IWDP.AS vs. ^NDX
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) and NASDAQ 100 (^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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWDP.AS or ^NDX.
Key characteristics
| IWDP.AS | ^NDX | |
|---|---|---|
| YTD Return | 10.71% | 20.95% |
| 1Y Return | 30.41% | 43.52% |
| 3Y Return (Ann) | -0.43% | 8.74% |
| 5Y Return (Ann) | 0.99% | 20.35% |
| 10Y Return (Ann) | 5.06% | 17.26% |
| Sharpe Ratio | 2.19 | 2.55 |
| Sortino Ratio | 3.26 | 3.28 |
| Omega Ratio | 1.42 | 1.45 |
| Calmar Ratio | 1.06 | 3.06 |
| Martin Ratio | 11.18 | 11.84 |
| Ulcer Index | 2.61% | 3.73% |
| Daily Std Dev | 13.46% | 17.41% |
| Max Drawdown | -68.40% | -82.90% |
| Current Drawdown | -7.28% | -1.57% |
Correlation
The correlation between IWDP.AS and ^NDX is 0.34, 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.
Performance
IWDP.AS vs. ^NDX - Performance Comparison
In the year-to-date period, IWDP.AS achieves a 10.71% return, which is significantly lower than ^NDX's 20.95% return. Over the past 10 years, IWDP.AS has underperformed ^NDX with an annualized return of 5.06%, while ^NDX has yielded a comparatively higher 17.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IWDP.AS vs. ^NDX - Risk-Adjusted Performance 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 (^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.
Drawdowns
IWDP.AS vs. ^NDX - Drawdown Comparison
The maximum IWDP.AS drawdown since its inception was -68.40%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for IWDP.AS and ^NDX. For additional features, visit the drawdowns tool.
Volatility
IWDP.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) is 2.76%, while NASDAQ 100 (^NDX) has a volatility of 3.91%. 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.