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

Performance

NASL.L vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NASL.L vs. SXRV.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%
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

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

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.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. 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.LSXRV.DEDifference
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

NASL.L vs. SXRV.DE - Sharpe Ratio Comparison

The current NASL.L Sharpe Ratio is 2.60, which is comparable to the SXRV.DE Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of NASL.L and SXRV.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.LSXRV.DEDifference

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.LSXRV.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.66%

-0.76%

-1.90%

Average Drawdown

Average peak-to-trough decline

-7.35%

-6.45%

-0.90%

Ulcer Index

Depth 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.LSXRV.DEDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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