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NDUS.L vs. QTOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NDUS.L vs. QTOP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Industrials UCITS ETF (NDUS.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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NDUS.L vs. QTOP - Yearly Performance Comparison


2026 (YTD)20252024
NDUS.L
SPDR® MSCI Europe Industrials UCITS ETF
2.71%24.43%-0.35%
QTOP
iShares Nasdaq Top 30 Stocks ETF
-3.45%7.69%10.67%
Different Trading Currencies

NDUS.L is traded in EUR, while QTOP is traded in USD. To make them comparable, the QTOP values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NDUS.L achieves a 2.71% return, which is significantly higher than QTOP's -3.45% return.


NDUS.L

1D
4.40%
1M
-6.83%
YTD
2.71%
6M
3.33%
1Y
17.09%
3Y*
18.11%
5Y*
12.39%
10Y*
12.29%

QTOP

1D
1.30%
1M
-2.14%
YTD
-3.45%
6M
-1.15%
1Y
18.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NDUS.L vs. QTOP - Expense Ratio Comparison

NDUS.L has a 0.18% expense ratio, which is lower than QTOP's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

NDUS.L vs. QTOP — Risk / Return Rank

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

NDUS.L
NDUS.L Risk / Return Rank: 4343
Overall Rank
NDUS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NDUS.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
NDUS.L Omega Ratio Rank: 4040
Omega Ratio Rank
NDUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
NDUS.L Martin Ratio Rank: 4848
Martin Ratio Rank

QTOP
QTOP Risk / Return Rank: 7070
Overall Rank
QTOP Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 6969
Sortino Ratio Rank
QTOP Omega Ratio Rank: 6666
Omega Ratio Rank
QTOP Calmar Ratio Rank: 7979
Calmar Ratio Rank
QTOP Martin Ratio Rank: 7171
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.

NDUS.L vs. QTOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Industrials UCITS ETF (NDUS.L) and iShares Nasdaq Top 30 Stocks ETF (QTOP). 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.


NDUS.LQTOPDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.74

+0.09

Sortino ratio

Return per unit of downside risk

1.24

1.18

+0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.37

-0.04

Martin ratio

Return relative to average drawdown

5.13

4.32

+0.80

NDUS.L vs. QTOP - Sharpe Ratio Comparison

The current NDUS.L Sharpe Ratio is 0.83, which is comparable to the QTOP Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of NDUS.L and QTOP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NDUS.LQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.74

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.42

+0.17

Correlation

The correlation between NDUS.L and QTOP is 0.39, 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

NDUS.L vs. QTOP - Dividend Comparison

NDUS.L has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.41%.


TTM20252024
NDUS.L
SPDR® MSCI Europe Industrials UCITS ETF
0.00%0.00%0.00%
QTOP
iShares Nasdaq Top 30 Stocks ETF
0.41%0.38%0.11%

Drawdowns

NDUS.L vs. QTOP - Drawdown Comparison

The maximum NDUS.L drawdown since its inception was -41.15%, which is greater than QTOP's maximum drawdown of -27.66%. Use the drawdown chart below to compare losses from any high point for NDUS.L and QTOP.


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Drawdown Indicators


NDUS.LQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-41.15%

-23.28%

-17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.39%

-12.88%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.15%

Current Drawdown

Current decline from peak

-8.41%

-8.35%

-0.06%

Average Drawdown

Average peak-to-trough decline

-6.38%

-4.12%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.78%

-0.32%

Volatility

NDUS.L vs. QTOP - Volatility Comparison

SPDR® MSCI Europe Industrials UCITS ETF (NDUS.L) has a higher volatility of 9.00% compared to iShares Nasdaq Top 30 Stocks ETF (QTOP) at 6.33%. This indicates that NDUS.L's price experiences larger fluctuations and is considered to be riskier than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDUS.LQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

6.33%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

14.09%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.57%

25.63%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

24.95%

-6.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

24.95%

-5.38%