TNOW.L vs. NASDX
Compare and contrast key facts about Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
TNOW.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Aug 16, 2010. NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000. Both TNOW.L and NASDX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TNOW.L or NASDX.
Key characteristics
| TNOW.L | NASDX | |
|---|---|---|
| YTD Return | 31.53% | 25.37% |
| 1Y Return | 40.09% | 24.25% |
| 3Y Return (Ann) | 12.27% | 5.13% |
| 5Y Return (Ann) | 22.12% | 16.33% |
| 10Y Return (Ann) | 19.48% | 15.37% |
| Sharpe Ratio | 1.93 | 1.42 |
| Sortino Ratio | 2.57 | 1.85 |
| Omega Ratio | 1.34 | 1.27 |
| Calmar Ratio | 2.62 | 1.78 |
| Martin Ratio | 8.88 | 6.60 |
| Ulcer Index | 4.40% | 4.07% |
| Daily Std Dev | 20.24% | 18.99% |
| Max Drawdown | -36.17% | -81.69% |
| Current Drawdown | -0.26% | -0.40% |
Correlation
The correlation between TNOW.L and NASDX is 0.49, 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.
Performance
TNOW.L vs. NASDX - Performance Comparison
In the year-to-date period, TNOW.L achieves a 31.53% return, which is significantly higher than NASDX's 25.37% return. Over the past 10 years, TNOW.L has outperformed NASDX with an annualized return of 19.48%, while NASDX has yielded a comparatively lower 15.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TNOW.L vs. NASDX - Expense Ratio Comparison
TNOW.L has a 0.30% expense ratio, which is lower than NASDX's 0.63% expense ratio.
Risk-Adjusted Performance
TNOW.L vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
Dividends
TNOW.L vs. NASDX - Dividend Comparison
TNOW.L has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 0.38%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TNOW.L Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Drawdowns
TNOW.L vs. NASDX - Drawdown Comparison
The maximum TNOW.L drawdown since its inception was -36.17%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for TNOW.L and NASDX. For additional features, visit the drawdowns tool.
Volatility
TNOW.L vs. NASDX - Volatility Comparison
Lyxor MSCI World Information Technology TR UCITS ETF - Acc (USD) (TNOW.L) has a higher volatility of 5.57% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 4.89%. This indicates that TNOW.L's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.