NDQ.AX vs. MSFT
Compare and contrast key facts about BetaShares NASDAQ 100 ETF (NDQ.AX) and Microsoft Corporation (MSFT).
NDQ.AX is a passively managed fund by BetaShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jul 20, 2020.
Performance
NDQ.AX vs. MSFT - Performance Comparison
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NDQ.AX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDQ.AX BetaShares NASDAQ 100 ETF | -9.44% | 12.19% | 38.30% | 53.41% | -28.42% | 35.46% | 34.50% | 39.66% | 9.14% | 21.89% |
MSFT Microsoft Corporation | -25.22% | 7.19% | 24.29% | 58.31% | -23.27% | 61.42% | 30.02% | 58.29% | 33.75% | 30.01% |
Different Trading Currencies
NDQ.AX is traded in AUD, while MSFT is traded in USD. To make them comparable, the MSFT values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NDQ.AX achieves a -9.44% return, which is significantly higher than MSFT's -25.22% return. Over the past 10 years, NDQ.AX has underperformed MSFT with an annualized return of 19.62%, while MSFT has yielded a comparatively higher 23.76% annualized return.
NDQ.AX
- 1D
- -0.45%
- 1M
- -1.44%
- YTD
- -9.44%
- 6M
- -8.44%
- 1Y
- 12.42%
- 3Y*
- 20.97%
- 5Y*
- 14.94%
- 10Y*
- 19.62%
MSFT
- 1D
- 1.40%
- 1M
- -5.84%
- YTD
- -25.22%
- 6M
- -30.58%
- 1Y
- -10.74%
- 3Y*
- 9.35%
- 5Y*
- 12.10%
- 10Y*
- 23.76%
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Return for Risk
NDQ.AX vs. MSFT — Risk / Return Rank
NDQ.AX
MSFT
NDQ.AX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BetaShares NASDAQ 100 ETF (NDQ.AX) and Microsoft Corporation (MSFT). 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.AX | MSFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | -0.42 | +1.02 |
Sortino ratioReturn per unit of downside risk | 1.00 | -0.43 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.94 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | -0.28 | +1.25 |
Martin ratioReturn relative to average drawdown | 2.62 | -0.70 | +3.32 |
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
| NDQ.AX | MSFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | -0.42 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.49 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | 0.92 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.95 | 0.68 | +0.27 |
Correlation
The correlation between NDQ.AX and MSFT is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NDQ.AX vs. MSFT - Dividend Comparison
NDQ.AX's dividend yield for the trailing twelve months is around 1.79%, more than MSFT's 0.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NDQ.AX BetaShares NASDAQ 100 ETF | 1.79% | 1.67% | 1.86% | 2.17% | 3.36% | 3.33% | 2.47% | 2.22% | 0.52% | 0.45% | 0.43% | 0.00% |
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Drawdowns
NDQ.AX vs. MSFT - Drawdown Comparison
The maximum NDQ.AX drawdown since its inception was -30.79%, smaller than the maximum MSFT drawdown of -42.76%. Use the drawdown chart below to compare losses from any high point for NDQ.AX and MSFT.
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Drawdown Indicators
| NDQ.AX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.79% | -69.38% | +38.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.17% | -33.91% | +18.74% |
Max Drawdown (5Y)Largest decline over 5 years | -30.79% | -37.15% | +6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -30.79% | -37.15% | +6.36% |
Current DrawdownCurrent decline from peak | -13.55% | -30.82% | +17.27% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -21.78% | +15.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.58% | 12.76% | -7.18% |
Volatility
NDQ.AX vs. MSFT - Volatility Comparison
BetaShares NASDAQ 100 ETF (NDQ.AX) has a higher volatility of 6.26% compared to Microsoft Corporation (MSFT) at 5.87%. This indicates that NDQ.AX's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NDQ.AX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 5.87% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 18.26% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.92% | 25.45% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.20% | 24.68% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 25.86% | -6.70% |