NADQ.DE vs. SXR8.DE
NADQ.DE (Amundi Nasdaq-100 II UCITS ETF Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - NADQ.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, NADQ.DE returned 21.45%/yr vs 14.95%/yr for SXR8.DE. Their correlation of 0.87 suggests significant overlap in exposure. NADQ.DE charges 0.22%/yr vs 0.07%/yr for SXR8.DE.
Performance
NADQ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NADQ.DE achieves a 20.63% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, NADQ.DE has outperformed SXR8.DE with an annualized return of 21.45%, while SXR8.DE has yielded a comparatively lower 14.95% annualized return.
NADQ.DE
- 1D
- -0.86%
- 1M
- 7.96%
- YTD
- 20.63%
- 6M
- 18.75%
- 1Y
- 37.21%
- 3Y*
- 24.74%
- 5Y*
- 18.92%
- 10Y*
- 21.45%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
NADQ.DE vs. SXR8.DE - 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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between NADQ.DE and SXR8.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.87 |
The correlation between NADQ.DE and SXR8.DE has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.
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Return for Risk
NADQ.DE vs. SXR8.DE — Risk / Return Rank
NADQ.DE
SXR8.DE
NADQ.DE vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.58 | +0.22 |
| Martin ratioReturn relative to average drawdown | 11.32 | 12.71 | -1.39 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.21 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.96 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.92 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.79 | +0.18 |
Drawdowns
NADQ.DE vs. SXR8.DE - Drawdown Comparison
The maximum NADQ.DE drawdown since its inception was -33.44%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for NADQ.DE and SXR8.DE.
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Drawdown Indicators
| NADQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.44% | -33.78% | +0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -7.13% | -2.84% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -23.32% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.16% | -23.32% | -7.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -33.78% | +2.62% |
Current DrawdownCurrent decline from peak | -0.86% | -0.45% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -5.17% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.01% | +1.34% |
Volatility
NADQ.DE vs. SXR8.DE - Volatility Comparison
Amundi Nasdaq-100 II UCITS ETF Dist (NADQ.DE) has a higher volatility of 4.26% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that NADQ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE 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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.65% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 7.57% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.74% | 11.56% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 15.16% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 16.09% | +3.45% |
NADQ.DE vs. SXR8.DE - Expense Ratio Comparison
NADQ.DE has a 0.22% expense ratio, which is higher than SXR8.DE's 0.07% 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. SXR8.DE - Dividend Comparison
NADQ.DE's dividend yield for the trailing twelve months is around 0.33%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.94, NADQ.DE and SXR8.DE 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, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for NADQ.DE.
NADQ.DE is categorized as Nasdaq-100, while SXR8.DE is S&P 500. NADQ.DE tracks Nasdaq 100®, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.22% for NADQ.DE and 0.07% for SXR8.DE.
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