NASL.L vs. SXRV.DE
NASL.L (Lyxor UCITS Nasdaq-100 D-EUR) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both Nasdaq-100 funds - NASL.L tracks the Russell 1000 Growth TR USD while SXRV.DE tracks the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, NASL.L returned 19.37%/yr vs 22.42%/yr for SXRV.DE. A 0.71 correlation means they provide meaningful diversification when combined. NASL.L charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
NASL.L vs. SXRV.DE - Performance Comparison
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Different Trading Currencies
NASL.L is traded in GBp, while SXRV.DE is traded in EUR. To make them comparable, the SXRV.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 SXRV.DE's 19.56% return. Over the past 10 years, NASL.L has underperformed SXRV.DE with an annualized return of 19.37%, while SXRV.DE has yielded a comparatively higher 22.42% 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%
SXRV.DE
- 1D
- -0.76%
- 1M
- 5.93%
- YTD
- 19.56%
- 6M
- 17.59%
- 1Y
- 40.96%
- 3Y*
- 24.69%
- 5Y*
- 18.83%
- 10Y*
- 22.42%
NASL.L vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.56% | 12.54% | 27.73% | 48.17% | -26.22% | 29.51% | 42.07% | 35.47% | 4.48% | 20.75% |
Correlation
The correlation between NASL.L and SXRV.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 May 10, 2010 | 0.71 |
Over the past year, NASL.L and SXRV.DE have become more correlated (0.95) than their long-term average of 0.71, meaning their price movements have been converging.
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Return for Risk
NASL.L vs. SXRV.DE — Risk / Return Rank
NASL.L
SXRV.DE
NASL.L vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.L | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.47 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.73 | -0.25 |
| Martin ratioReturn relative to average drawdown | 10.23 | 10.86 | -0.63 |
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
| NASL.L | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.72 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.96 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 1.14 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.91 | -0.18 |
Drawdowns
NASL.L vs. SXRV.DE - Drawdown Comparison
The maximum NASL.L drawdown since its inception was -41.96%, which is greater than SXRV.DE's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for NASL.L and SXRV.DE.
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Drawdown Indicators
| NASL.L | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.96% | -33.79% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -11.06% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -24.53% | -25.09% | +0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -27.49% | -27.70% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -27.49% | -27.70% | +0.21% |
Current DrawdownCurrent decline from peak | -2.66% | -0.76% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -6.45% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 3.81% | -0.06% |
Volatility
NASL.L vs. SXRV.DE - Volatility Comparison
Lyxor UCITS Nasdaq-100 D-EUR (NASL.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.66% and 4.53%, 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.L | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.53% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.43% | 10.70% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.76% | 15.17% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.83% | 19.41% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 19.59% | +1.16% |
NASL.L vs. SXRV.DE - Expense Ratio Comparison
NASL.L has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
NASL.L vs. SXRV.DE - Dividend Comparison
Neither NASL.L nor SXRV.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 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 0.95, NASL.L and SXRV.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, NASL.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NASL.L is cheaper with a 0.30% expense ratio, compared with 0.36% for SXRV.DE.
NASL.L tracks Russell 1000 Growth TR USD, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for NASL.L and 0.36% for SXRV.DE.
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