PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
NDAQ vs. IOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

NDAQ vs. IOO

Last updated Jun 23, 2026

NDAQ (Nasdaq, Inc.) is a stock, while IOO (iShares Global 100 ETF) is Global Equities fund tracking the S&P Global 100 Index (Net). Over the past 10 years, NDAQ returned 16.51%/yr vs 16.79%/yr for IOO. At a 0.48 correlation, their price movements are largely independent.

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.

Loading charts...

Returns By Period

In the year-to-date period, NDAQ achieves a -14.37% return, which is significantly lower than IOO's 8.90% return. Both investments have delivered pretty close results over the past 10 years, with NDAQ having a 16.51% annualized return and IOO not far ahead at 16.79%.

NDAQ

1D
0.45%
1M
-8.90%
YTD
-14.37%
6M
-14.66%
1Y
-2.84%
3Y*
20.15%
5Y*
8.31%
10Y*
16.51%

IOO

1D
-1.37%
1M
-2.56%
YTD
8.90%
6M
9.44%
1Y
34.19%
3Y*
23.69%
5Y*
15.86%
10Y*
16.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDAQ vs. IOO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
NDAQ
Nasdaq, Inc.		-14.37%27.19%34.85%-3.66%-11.19%60.13%25.99%33.88%8.21%16.76%
IOO
iShares Global 100 ETF		8.90%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%

Correlation

The correlation between NDAQ and IOO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2002

0.48

The correlation between NDAQ and IOO shifts across timeframes, from 0.33 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Nasdaq, Inc.

iShares Global 100 ETF

Often compared with NDAQ:
NDAQ vs. QQQNDAQ vs. TQQQNDAQ vs. ICENDAQ vs. VOONDAQ vs. CBOENDAQ vs. MSCINDAQ vs. SPY
Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. VGTIOO vs. MOATIOO vs. AIA

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: 3535
Overall Rank
NDAQ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NDAQ Sortino Ratio Rank: 3232
Sortino Ratio Rank
NDAQ Omega Ratio Rank: 3232
Omega Ratio Rank
NDAQ Calmar Ratio Rank: 3838
Calmar Ratio Rank
NDAQ Martin Ratio Rank: 3737
Martin Ratio Rank
IOO
IOO Risk / Return Rank: 7676
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 7676
Sortino Ratio Rank
IOO Omega Ratio Rank: 7676
Omega Ratio Rank
IOO Calmar Ratio Rank: 7171
Calmar Ratio Rank
IOO Martin Ratio Rank: 7979
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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

NDAQIOODifference
Sharpe ratioReturn per unit of total volatility
-0.11
2.42

-2.53

Sortino ratioReturn per unit of downside risk
0.02
3.26

-3.23

Omega ratioGain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.13

3.46

-3.59

Martin ratioReturn relative to average drawdown

-0.29

15.01

-15.30

NDAQ vs. IOO - Sharpe Ratio Comparison

The current NDAQ Sharpe Ratio is -0.11, which is lower than the IOO Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of NDAQ and IOO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

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.

Loading charts...

Drawdown Indicators

NDAQIOODifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-55.85%

-12.63%

Max Drawdown (1Y)

Largest decline over 1 year

-21.76%

-9.94%

-11.82%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

-19.19%

-2.57%

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

-17.64%

-4.28%

-13.36%

Average Drawdown

Average peak-to-trough decline

-23.80%

-11.25%

-12.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

2.28%

+7.45%

Volatility

NDAQ vs. IOO - Volatility Comparison

Nasdaq, Inc. (NDAQ) has a higher volatility of 10.58% compared to iShares Global 100 ETF (IOO) at 5.15%. 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.

Loading charts...

Volatility by Period

NDAQIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

5.15%

+5.43%

Volatility (6M)

Calculated over the trailing 6-month period

22.04%

11.44%

+10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

25.75%

14.21%

+11.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.17%

17.15%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

17.82%

+6.56%

Dividends

NDAQ vs. IOO - Dividend Comparison

NDAQ's dividend yield for the trailing twelve months is around 1.36%, more than IOO's 0.85% yield.

PositionTTM20252024202320222021202020192018201720162015
IOO
iShares Global 100 ETF		0.85%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%
NDAQ
Nasdaq, Inc.		1.36%1.08%1.22%1.48%1.27%1.00%1.46%1.73%2.08%1.90%1.80%1.55%

Frequently Asked Questions

NDAQ and IOO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NDAQ has higher volatility (10.58%) compared to IOO (5.15%). In terms of maximum drawdown, NDAQ dropped -68.48% vs IOO's -55.85%.

IOO currently has the higher Sharpe Ratio (2.42 vs -0.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NDAQ and IOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer