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NASL.L vs. 6AQQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NASL.L vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NASL.L is traded in GBp, while 6AQQ.DE is traded in EUR. To make them comparable, the 6AQQ.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NASL.L achieves a 17.60% return, which is significantly lower than 6AQQ.DE's 19.65% return. Over the past 10 years, NASL.L has underperformed 6AQQ.DE with an annualized return of 19.37%, while 6AQQ.DE has yielded a comparatively higher 22.60% annualized return.


NASL.L

1D
0.06%
1M
4.02%
YTD
17.60%
6M
15.44%
1Y
38.42%
3Y*
24.92%
5Y*
18.35%
10Y*
19.37%

6AQQ.DE

1D
-0.77%
1M
5.95%
YTD
19.65%
6M
17.69%
1Y
41.11%
3Y*
24.85%
5Y*
19.03%
10Y*
22.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NASL.L vs. 6AQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
17.60%11.71%28.78%47.95%-25.38%29.78%43.43%19.99%4.55%16.27%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
19.65%12.65%27.94%48.51%-26.12%29.77%42.33%35.47%4.68%20.85%

Correlation

The correlation between NASL.L and 6AQQ.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.73

Over the past year, NASL.L and 6AQQ.DE have become more correlated (0.95) than their long-term average of 0.73, meaning their price movements have been converging.

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Return for Risk

NASL.L vs. 6AQQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NASL.L
NASL.L Risk / Return Rank: 7979
Overall Rank
NASL.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NASL.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
NASL.L Omega Ratio Rank: 8484
Omega Ratio Rank
NASL.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
NASL.L Martin Ratio Rank: 6363
Martin Ratio Rank

6AQQ.DE
6AQQ.DE Risk / Return Rank: 7272
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NASL.L vs. 6AQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.


NASL.L6AQQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.46

1.47

-0.01

Calmar ratioReturn relative to maximum drawdown

3.48

3.75

-0.27

Martin ratioReturn relative to average drawdown

10.23

10.89

-0.67

NASL.L vs. 6AQQ.DE - Sharpe Ratio Comparison

The current NASL.L Sharpe Ratio is 2.60, which is comparable to the 6AQQ.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of NASL.L and 6AQQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


NASL.L6AQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

2.73

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.97

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

1.15

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.11

-0.38

Drawdowns

NASL.L vs. 6AQQ.DE - Drawdown Comparison

The maximum NASL.L drawdown since its inception was -41.96%, which is greater than 6AQQ.DE's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for NASL.L and 6AQQ.DE.


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Drawdown Indicators


NASL.L6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-27.56%

-14.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-11.02%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-24.53%

-25.16%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.49%

-27.56%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-27.49%

-27.56%

+0.07%

Current Drawdown

Current decline from peak

-2.66%

-0.77%

-1.89%

Average Drawdown

Average peak-to-trough decline

-7.35%

-4.54%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.81%

-0.06%

Volatility

NASL.L vs. 6AQQ.DE - Volatility Comparison

Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) have volatilities of 4.66% and 4.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NASL.L6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.65%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

10.67%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.76%

15.15%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

19.40%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

19.57%

+1.18%

NASL.L vs. 6AQQ.DE - Expense Ratio Comparison

NASL.L has a 0.30% expense ratio, which is higher than 6AQQ.DE's 0.23% expense ratio.


Dividends

NASL.L vs. 6AQQ.DE - Dividend Comparison

Neither NASL.L nor 6AQQ.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NASL.L
Lyxor UCITS Nasdaq-100 D-EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.69%0.61%0.68%

Frequently Asked Questions


With a correlation of 0.95, NASL.L and 6AQQ.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, 6AQQ.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6AQQ.DE is cheaper with a 0.23% expense ratio, compared with 0.30% for NASL.L.

NASL.L tracks Russell 1000 Growth TR USD, while 6AQQ.DE tracks Nasdaq 100®. Their fees differ too: 0.30% for NASL.L and 0.23% for 6AQQ.DE.

Portfolio Optimizer

Find the right allocation for NASL.L and 6AQQ.DE

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