LAUU.L vs. ^NDX
LAUU.L (Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist) is Asia Pacific Equities fund tracking the MSCI Australia NR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, LAUU.L returned 15.92%/yr vs 21.16%/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 5.81% return, which is significantly lower than ^NDX's 15.72% return. Over the past 10 years, LAUU.L has underperformed ^NDX with an annualized return of 15.92%, while ^NDX has yielded a comparatively higher 21.16% annualized return.
LAUU.L
- 1D
- -0.27%
- 1M
- -1.25%
- YTD
- 5.81%
- 6M
- 4.48%
- 1Y
- 12.47%
- 3Y*
- 12.07%
- 5Y*
- 5.33%
- 10Y*
- 15.92%
^NDX
- 1D
- -0.43%
- 1M
- -0.89%
- YTD
- 15.72%
- 6M
- 13.89%
- 1Y
- 31.68%
- 3Y*
- 25.19%
- 5Y*
- 15.29%
- 10Y*
- 21.16%
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 | 5.81% | 17.87% | 1.59% | 12.22% | -7.81% | 8.85% | 11.75% | 21.86% | 73.15% | 20.34% |
^NDX NASDAQ 100 Index | 15.72% | 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 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
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 | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.31 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.63 | -1.46 |
| Martin ratioReturn relative to average drawdown | 3.39 | 9.66 | -6.26 |
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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 | -6.30% | -4.70% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -20.18% | -24.60% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.29% | +0.38% |
Volatility
LAUU.L vs. ^NDX - Volatility Comparison
The current volatility for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) is 5.61%, while NASDAQ 100 Index (^NDX) has a volatility of 9.08%. 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 | 5.61% | 9.08% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 14.52% | -1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 18.02% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.75% | 22.89% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.78% | 22.64% | +7.14% |
Frequently Asked Questions
LAUU.L and ^NDX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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