NASL.L vs. IEFV.L
Compare and contrast key facts about Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L).
NASL.L and IEFV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NASL.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Jan 17, 2019. IEFV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Value NR EUR. It was launched on Jan 16, 2015. Both NASL.L and IEFV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASL.L or IEFV.L.
Key characteristics
| NASL.L | IEFV.L | |
|---|---|---|
| YTD Return | 25.34% | 3.18% |
| 1Y Return | 31.40% | 9.35% |
| 3Y Return (Ann) | 11.76% | 5.03% |
| 5Y Return (Ann) | 21.49% | 6.31% |
| Sharpe Ratio | 1.92 | 0.75 |
| Sortino Ratio | 2.61 | 1.08 |
| Omega Ratio | 1.35 | 1.14 |
| Calmar Ratio | 2.49 | 0.98 |
| Martin Ratio | 7.57 | 2.44 |
| Ulcer Index | 4.01% | 3.38% |
| Daily Std Dev | 15.79% | 10.98% |
| Max Drawdown | -27.49% | -34.64% |
| Current Drawdown | 0.00% | -6.78% |
Correlation
The correlation between NASL.L and IEFV.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NASL.L vs. IEFV.L - Performance Comparison
In the year-to-date period, NASL.L achieves a 25.34% return, which is significantly higher than IEFV.L's 3.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NASL.L vs. IEFV.L - Expense Ratio Comparison
NASL.L has a 0.30% expense ratio, which is higher than IEFV.L's 0.25% expense ratio.
Risk-Adjusted Performance
NASL.L vs. IEFV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.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.
Dividends
NASL.L vs. IEFV.L - Dividend Comparison
Neither NASL.L nor IEFV.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
NASL.L vs. IEFV.L - Drawdown Comparison
The maximum NASL.L drawdown since its inception was -27.49%, smaller than the maximum IEFV.L drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for NASL.L and IEFV.L. For additional features, visit the drawdowns tool.
Volatility
NASL.L vs. IEFV.L - Volatility Comparison
The current volatility for Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) is 4.28%, while iShares Edge MSCI Europe Value Factor UCITS ETF (IEFV.L) has a volatility of 4.72%. This indicates that NASL.L experiences smaller price fluctuations and is considered to be less risky than IEFV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.