LAUU.L vs. ^NDX
LAUU.L (Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist) is Australia Equities fund tracking the MSCI Australia NR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, LAUU.L returned 15.28%/yr vs 20.04%/yr for ^NDX. At a 0.38 correlation, their price movements are largely independent.
Performance
LAUU.L vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, LAUU.L achieves a 7.74% return, which is significantly lower than ^NDX's 13.24% return. Over the past 10 years, LAUU.L has underperformed ^NDX with an annualized return of 15.28%, while ^NDX has yielded a comparatively higher 20.04% annualized return.
LAUU.L
- 1D
- -0.05%
- 1M
- -2.47%
- 6M
- 5.38%
- YTD
- 7.74%
- 1Y
- 13.24%
- 3Y*
- 10.88%
- 5Y*
- 6.14%
- 10Y*
- 15.28%
^NDX
- 1D
- -1.49%
- 1M
- -3.63%
- 6M
- 12.00%
- YTD
- 13.24%
- 1Y
- 23.88%
- 3Y*
- 21.76%
- 5Y*
- 14.26%
- 10Y*
- 20.04%
LAUU.L vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LAUU.L Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist | 7.74% | 17.87% | 1.59% | 12.22% | -7.81% | 8.85% | 11.75% | 21.86% | 73.15% | 20.34% |
^NDX NASDAQ 100 Index | 13.24% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -1.04% | 31.52% |
Correlation
The correlation between LAUU.L and ^NDX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2010 | 0.38 |
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Return for Risk
LAUU.L vs. ^NDX — Risk / Return Rank
LAUU.L
^NDX
LAUU.L vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) 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.
| LAUU.L | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.98 | -0.72 |
| Martin ratioReturn relative to average drawdown | 3.39 | 6.94 | -3.55 |
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Drawdowns
LAUU.L vs. ^NDX - Drawdown Comparison
The maximum LAUU.L drawdown since its inception was -53.44%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for LAUU.L and ^NDX.
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Drawdown Indicators
| LAUU.L | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.44% | -82.90% | +29.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -12.12% | +1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.15% | -22.93% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -25.35% | -35.56% | +10.21% |
Max Drawdown (10Y)Largest decline over 10 years | -45.04% | -35.56% | -9.48% |
Current DrawdownCurrent decline from peak | -4.59% | -6.74% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -20.13% | -24.56% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.45% | +0.50% |
Volatility
LAUU.L vs. ^NDX - Volatility Comparison
The current volatility for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) is 4.16%, while NASDAQ 100 Index (^NDX) has a volatility of 7.19%. This indicates that LAUU.L 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
| LAUU.L | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 7.19% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 15.43% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 18.72% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.73% | 23.00% | -3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.72% | 22.67% | +7.05% |
Frequently Asked Questions
LAUU.L and ^NDX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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