NDAQ vs. IOO

Last updated Apr 1, 2026

Compare and contrast key facts about Nasdaq, Inc. (NDAQ) and iShares Global 100 ETF (IOO).

IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.

Performance

NDAQ vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nasdaq, Inc. (NDAQ) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

NDAQ vs. IOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
NDAQ Nasdaq, Inc.	-12.32%	27.19%	34.85%	-3.66%	-11.19%	60.13%	25.99%	33.88%	8.21%	16.76%
IOO iShares Global 100 ETF	-4.50%	27.02%	26.54%	27.71%	-16.34%	26.03%	18.61%	30.01%	-6.22%	23.56%

Returns By Period

In the year-to-date period, NDAQ achieves a -12.32% return, which is significantly lower than IOO's -4.50% return. Over the past 10 years, NDAQ has outperformed IOO with an annualized return of 16.29%, while IOO has yielded a comparatively lower 15.03% annualized return.

NDAQ

• 1D: 1.64%
• 1M: -2.76%
• YTD: -12.32%
• 6M: -3.43%
• 1Y: 13.26%
• 3Y*: 17.43%
• 5Y*: 12.56%
• 10Y*: 16.29%

IOO

• 1D: 3.46%
• 1M: -5.18%
• YTD: -4.50%
• 6M: 1.16%
• 1Y: 26.95%
• 3Y*: 21.47%
• 5Y*: 14.29%
• 10Y*: 15.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

NDAQ vs. IOO — Risk / Return Rank

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

NDAQ

NDAQ Risk / Return Rank: 57
NDAQ Sharpe Ratio Rank: 60
NDAQ Sortino Ratio Rank: 52
NDAQ Omega Ratio Rank: 54
NDAQ Calmar Ratio Rank: 58
NDAQ Martin Ratio Rank: 61

IOO

IOO Risk / Return Rank: 83
IOO Sharpe Ratio Rank: 79
IOO Sortino Ratio Rank: 83
IOO Omega Ratio Rank: 82
IOO Calmar Ratio Rank: 82
IOO Martin Ratio Rank: 88

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.

NDAQ vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nasdaq, Inc. (NDAQ) and iShares Global 100 ETF (IOO). 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.

	NDAQ	IOO	Difference
Sharpe ratio Return per unit of total volatility	0.50	1.41	-0.91
Sortino ratio Return per unit of downside risk	0.82	2.09	-1.27
Omega ratio Gain probability vs. loss probability	1.12	1.31	-0.19
Calmar ratio Return relative to maximum drawdown	0.68	2.18	-1.51
Martin ratio Return relative to average drawdown	1.80	10.38	-8.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NDAQ vs. IOO - Sharpe Ratio Comparison

The current NDAQ Sharpe Ratio is 0.50, which is lower than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of NDAQ and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NDAQ	IOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	1.41	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.85	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.85	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.36	+0.01

Correlation

The correlation between NDAQ and IOO is 0.48, 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.

Dividends

NDAQ vs. IOO - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.27%, more than IOO's 0.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NDAQ Nasdaq, Inc.	1.27%	1.08%	1.22%	1.48%	1.27%	1.00%	1.46%	1.73%	2.08%	1.90%	1.80%	1.55%
IOO iShares Global 100 ETF	0.96%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%

Drawdowns

NDAQ vs. IOO - Drawdown Comparison

The maximum NDAQ drawdown since its inception was -68.48%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for NDAQ and IOO.

Drawdown Indicators

	NDAQ	IOO	Difference
Max Drawdown Largest peak-to-trough decline	-68.48%	-55.85%	-12.63%
Max Drawdown (1Y) Largest decline over 1 year	-21.76%	-12.40%	-9.36%
Max Drawdown (5Y) Largest decline over 5 years	-32.84%	-23.52%	-9.32%
Max Drawdown (10Y) Largest decline over 10 years	-38.31%	-31.43%	-6.88%
Current Drawdown Current decline from peak	-15.67%	-6.82%	-8.85%
Average Drawdown Average peak-to-trough decline	-23.91%	-11.34%	-12.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.18%	2.61%	+5.57%

Volatility

NDAQ vs. IOO - Volatility Comparison

Nasdaq, Inc. (NDAQ) has a higher volatility of 6.76% compared to iShares Global 100 ETF (IOO) at 6.26%. This indicates that NDAQ's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NDAQ	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	6.26%	+0.50%
Volatility (6M) Calculated over the trailing 6-month period	19.28%	10.69%	+8.59%
Volatility (1Y) Calculated over the trailing 1-year period	26.65%	19.22%	+7.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.67%	16.97%	+6.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.11%	17.74%	+6.37%