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NDQ.AX vs. GLDN.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NDQ.AX vs. GLDN.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in BetaShares NASDAQ 100 ETF (NDQ.AX) and Ishares Physical Gold ETF (GLDN.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NDQ.AX achieves a 12.48% return, which is significantly higher than GLDN.AX's -3.58% return.


NDQ.AX

1D
-0.22%
1M
10.02%
YTD
12.48%
6M
10.31%
1Y
28.25%
3Y*
25.30%
5Y*
19.70%
10Y*
21.80%

GLDN.AX

1D
0.67%
1M
-1.25%
YTD
-3.58%
6M
-1.13%
1Y
20.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDQ.AX vs. GLDN.AX - Yearly Performance Comparison


2026 (YTD)202520242023
NDQ.AX
BetaShares NASDAQ 100 ETF
12.48%12.19%38.30%7.86%
GLDN.AX
Ishares Physical Gold ETF
-3.58%55.11%38.15%-2.11%

Correlation

The correlation between NDQ.AX and GLDN.AX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2023

-0.08

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Return for Risk

NDQ.AX vs. GLDN.AX — Risk / Return Rank

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

NDQ.AX
NDQ.AX Risk / Return Rank: 4949
Overall Rank
NDQ.AX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NDQ.AX Sortino Ratio Rank: 5757
Sortino Ratio Rank
NDQ.AX Omega Ratio Rank: 6060
Omega Ratio Rank
NDQ.AX Calmar Ratio Rank: 3838
Calmar Ratio Rank
NDQ.AX Martin Ratio Rank: 3232
Martin Ratio Rank

GLDN.AX
GLDN.AX Risk / Return Rank: 2323
Overall Rank
GLDN.AX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GLDN.AX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLDN.AX Omega Ratio Rank: 2828
Omega Ratio Rank
GLDN.AX Calmar Ratio Rank: 2121
Calmar Ratio Rank
GLDN.AX Martin Ratio Rank: 2020
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.

NDQ.AX vs. GLDN.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BetaShares NASDAQ 100 ETF (NDQ.AX) and Ishares Physical Gold ETF (GLDN.AX). 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.


NDQ.AXGLDN.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.42

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

1.85

0.96

+0.89

Martin ratioReturn relative to average drawdown

4.77

2.23

+2.54

NDQ.AX vs. GLDN.AX - Sharpe Ratio Comparison

The current NDQ.AX Sharpe Ratio is 1.99, which is higher than the GLDN.AX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NDQ.AX and GLDN.AX, 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


NDQ.AXGLDN.AXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.83

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.62

-0.56

Drawdowns

NDQ.AX vs. GLDN.AX - Drawdown Comparison

The maximum NDQ.AX drawdown since its inception was -30.79%, which is greater than GLDN.AX's maximum drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for NDQ.AX and GLDN.AX.


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Drawdown Indicators


NDQ.AXGLDN.AXDifference

Max Drawdown

Largest peak-to-trough decline

-30.79%

-21.43%

-9.36%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-21.43%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

Max Drawdown (10Y)

Largest decline over 10 years

-30.79%

Current Drawdown

Current decline from peak

-0.22%

-20.00%

+19.78%

Average Drawdown

Average peak-to-trough decline

-5.87%

-4.25%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.89%

9.22%

-3.33%

Volatility

NDQ.AX vs. GLDN.AX - Volatility Comparison

The current volatility for BetaShares NASDAQ 100 ETF (NDQ.AX) is 2.85%, while Ishares Physical Gold ETF (GLDN.AX) has a volatility of 4.92%. This indicates that NDQ.AX experiences smaller price fluctuations and is considered to be less risky than GLDN.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDQ.AXGLDN.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

4.92%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

21.11%

-10.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.07%

24.58%

-10.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

19.49%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

19.49%

-0.35%

NDQ.AX vs. GLDN.AX - Expense Ratio Comparison

NDQ.AX has a 0.48% expense ratio, which is higher than GLDN.AX's 0.18% expense ratio.


Dividends

NDQ.AX vs. GLDN.AX - Dividend Comparison

NDQ.AX's dividend yield for the trailing twelve months is around 1.44%, more than GLDN.AX's 0.08% yield.


PositionTTM2025202420232022202120202019201820172016
GLDN.AX
Ishares Physical Gold ETF
0.08%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NDQ.AX
BetaShares NASDAQ 100 ETF
1.44%1.67%1.86%2.17%3.36%3.33%2.47%2.22%0.52%0.45%0.43%

Frequently Asked Questions


NDQ.AX and GLDN.AX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLDN.AX is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLDN.AX is cheaper with a 0.18% expense ratio, compared with 0.48% for NDQ.AX.

NDQ.AX is categorized as Nasdaq-100, while GLDN.AX is Gold. NDQ.AX tracks NASDAQ-100 Index, while GLDN.AX tracks LBMA Gold Price PM AUD Index. They also come from different issuers: BetaShares and iShares. Their fees differ too: 0.48% for NDQ.AX and 0.18% for GLDN.AX.

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