NASL.L vs. IUSA.DE
Compare and contrast key facts about Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE).
NASL.L and IUSA.DE 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. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both NASL.L and IUSA.DE 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 IUSA.DE.
Key characteristics
| NASL.L | IUSA.DE | |
|---|---|---|
| YTD Return | 25.34% | 32.42% |
| 1Y Return | 31.40% | 38.53% |
| 3Y Return (Ann) | 11.76% | 12.83% |
| 5Y Return (Ann) | 21.49% | 16.49% |
| Sharpe Ratio | 1.92 | 3.23 |
| Sortino Ratio | 2.61 | 4.37 |
| Omega Ratio | 1.35 | 1.67 |
| Calmar Ratio | 2.49 | 4.70 |
| Martin Ratio | 7.57 | 20.83 |
| Ulcer Index | 4.01% | 1.86% |
| Daily Std Dev | 15.79% | 11.90% |
| Max Drawdown | -27.49% | -50.54% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between NASL.L and IUSA.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
NASL.L vs. IUSA.DE - Performance Comparison
In the year-to-date period, NASL.L achieves a 25.34% return, which is significantly lower than IUSA.DE's 32.42% 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. IUSA.DE - Expense Ratio Comparison
NASL.L has a 0.30% expense ratio, which is higher than IUSA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
NASL.L vs. IUSA.DE - 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 Core S&P 500 UCITS ETF USD (Dist) (IUSA.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.
Dividends
NASL.L vs. IUSA.DE - Dividend Comparison
NASL.L has not paid dividends to shareholders, while IUSA.DE's dividend yield for the trailing twelve months is around 0.96%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASL.L Lyxor UCITS Nasdaq-100 D-EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.69% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.96% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
Drawdowns
NASL.L vs. IUSA.DE - Drawdown Comparison
The maximum NASL.L drawdown since its inception was -27.49%, smaller than the maximum IUSA.DE drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for NASL.L and IUSA.DE. For additional features, visit the drawdowns tool.
Volatility
NASL.L vs. IUSA.DE - Volatility Comparison
Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) has a higher volatility of 4.28% compared to iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) at 3.53%. This indicates that NASL.L's price experiences larger fluctuations and is considered to be riskier than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.