NADQ.DE vs. IITU.L
NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) and IITU.L (iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)) are both exchange-traded funds - NADQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while IITU.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, NADQ.DE returned 21.45%/yr vs 25.71%/yr for IITU.L. Their correlation of 0.88 suggests significant overlap in exposure. NADQ.DE charges 0.22%/yr vs 0.15%/yr for IITU.L.
Performance
NADQ.DE vs. IITU.L - Performance Comparison
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Different Trading Currencies
NADQ.DE is traded in EUR, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with NADQ.DE having a 20.63% return and IITU.L slightly higher at 21.03%. Over the past 10 years, NADQ.DE has underperformed IITU.L with an annualized return of 21.45%, while IITU.L has yielded a comparatively higher 25.71% annualized return.
NADQ.DE
- 1D
- -0.86%
- 1M
- 5.87%
- YTD
- 20.63%
- 6M
- 18.85%
- 1Y
- 37.49%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
IITU.L
- 1D
- -0.04%
- 1M
- 6.23%
- YTD
- 21.03%
- 6M
- 18.14%
- 1Y
- 44.42%
- 3Y*
- 30.15%
- 5Y*
- 24.56%
- 10Y*
- 25.71%
NADQ.DE vs. IITU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 20.63% | 7.04% | 34.07% | 51.46% | -29.91% | 39.75% | 34.72% | 43.03% | 3.29% | 15.73% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 21.03% | 8.47% | 47.65% | 53.89% | -24.72% | 44.50% | 30.83% | 53.38% | 2.99% | 20.63% |
Correlation
The correlation between NADQ.DE and IITU.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.88 |
The correlation between NADQ.DE and IITU.L has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
NADQ.DE vs. IITU.L — Risk / Return Rank
NADQ.DE
IITU.L
NADQ.DE vs. IITU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) and iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). 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.
| NADQ.DE | IITU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.80 | +0.99 |
| Martin ratioReturn relative to average drawdown | 11.32 | 7.39 | +3.93 |
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
| NADQ.DE | IITU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.18 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.92 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 1.08 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.72 | +0.25 |
Drawdowns
NADQ.DE vs. IITU.L - Drawdown Comparison
The maximum NADQ.DE drawdown since its inception was -33.44%, smaller than the maximum IITU.L drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for NADQ.DE and IITU.L.
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Drawdown Indicators
| NADQ.DE | IITU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.44% | -47.18% | +13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -15.78% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -29.94% | +3.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -29.94% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -30.70% | -0.46% |
Current DrawdownCurrent decline from peak | -0.86% | -5.65% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -10.97% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 5.99% | -2.64% |
Volatility
NADQ.DE vs. IITU.L - Volatility Comparison
The current volatility for Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) is 4.26%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 7.30%. This indicates that NADQ.DE experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NADQ.DE | IITU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 7.30% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 14.97% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 20.37% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 26.74% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 24.07% | -4.53% |
NADQ.DE vs. IITU.L - Expense Ratio Comparison
NADQ.DE has a 0.22% expense ratio, which is higher than IITU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NADQ.DE vs. IITU.L - Dividend Comparison
NADQ.DE's dividend yield for the trailing twelve months is around 0.33%, while IITU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NADQ.DE Amundi Nasdaq-100 II UCITS ETF Dist | 0.33% | 0.40% | 0.55% | 0.40% | 0.79% | 0.51% | 0.40% | 0.54% | 0.63% |
Frequently Asked Questions
With a correlation of 0.92, NADQ.DE and IITU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IITU.L is cheaper with a 0.15% expense ratio, compared with 0.22% for NADQ.DE.
NADQ.DE is categorized as Nasdaq-100, while IITU.L is Technology Equities. NADQ.DE tracks Nasdaq 100®, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.22% for NADQ.DE and 0.15% for IITU.L.
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