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 5 years, LAUU.L returned 5.08%/yr vs 17.17%/yr for ^NDX. At a 0.40 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 8.08% return, which is significantly lower than ^NDX's 20.43% return.
LAUU.L
- 1D
- -0.65%
- 1M
- -0.49%
- YTD
- 8.08%
- 6M
- 9.74%
- 1Y
- 14.51%
- 3Y*
- 12.32%
- 5Y*
- 5.08%
- 10Y*
- —
^NDX
- 1D
- -0.53%
- 1M
- 8.54%
- YTD
- 20.43%
- 6M
- 18.87%
- 1Y
- 39.99%
- 3Y*
- 27.83%
- 5Y*
- 17.17%
- 10Y*
- 20.99%
LAUU.L vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LAUU.L Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist | 8.08% | 17.36% | 1.39% | 11.94% | -7.97% | 8.38% | 11.35% | 21.36% | -11.21% |
^NDX NASDAQ 100 Index | 20.43% | 20.17% | 24.88% | 53.81% | -32.97% | 26.63% | 47.58% | 37.96% | -7.79% |
Correlation
The correlation between LAUU.L and ^NDX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2018 | 0.40 |
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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.
| LAUU.L | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.31 | -1.96 |
| Martin ratioReturn relative to average drawdown | 4.15 | 12.67 | -8.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LAUU.L | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.50 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.76 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.57 | -0.26 |
Drawdowns
LAUU.L vs. ^NDX - Drawdown Comparison
The maximum LAUU.L drawdown since its inception was -45.03%, 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 | -45.03% | -82.90% | +37.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -12.12% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -22.93% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.38% | -35.56% | +10.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.56% | — |
Current DrawdownCurrent decline from peak | -4.28% | -0.82% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -7.16% | -24.62% | +17.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.17% | +0.32% |
Volatility
LAUU.L vs. ^NDX - Volatility Comparison
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) has a higher volatility of 5.36% compared to NASDAQ 100 Index (^NDX) at 4.54%. This indicates that LAUU.L's price experiences larger fluctuations and is considered to be riskier 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 | 5.36% | 4.54% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 12.18% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 16.08% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.71% | 22.59% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 22.52% | -0.39% |
Frequently Asked Questions
LAUU.L and ^NDX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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