Lyxor Nasdaq 100 ETF Dis

10-Year Study

NADQ.XETRA · · DE · ETF

Executive Summary: Lyxor Nasdaq 100 ETF Dis has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 30.0% and an annualized volatility of 17.1%.

1Y CAGR
+21.7%
3Y CAGR
+20.0%
5Y CAGR
+15.8%
10Y CAGR
+19.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
30.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.96
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +51.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.3-2.4-4.010.5————————3.2%
20253.0-5.3-11.1-3.210.02.76.4-2.24.77.3-2.5-0.77.0%
20243.94.61.9-2.32.110.1-3.6-1.82.32.58.02.834.1%
20239.12.85.9-0.912.04.22.80.3-2.2-3.17.45.151.4%
2022-9.8-3.26.6-7.4-6.3-6.314.0-2.1-6.30.5-3.0-9.2-30.0%
20212.00.54.13.3-3.19.92.64.8-3.16.75.21.839.6%
20204.2-7.0-4.113.03.45.98.7—0.4-2.87.13.234.7%
20199.13.85.15.4-6.74.66.5-2.51.72.05.82.543.0%
20183.91.3-6.24.18.51.52.06.7-0.2-6.3-1.0-9.43.3%
20170.76.91.20.50.6-3.60.80.60.55.9-0.21.015.7%
2016———-4.67.9-2.47.20.91.61.34.42.119.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.1%. The dominant macroeconomic risk driver is QQQ.US, accounting for 77.6% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019543.228684217913
2016-05-0110298.406914343896
2016-06-0110051.010383254099
2016-07-0110772.096631375342
2016-08-0110870.902136107645
2016-09-0111040.57098966268
2016-10-0111186.967472268369
2016-11-0111680.510154868442
2016-12-0111930.611588722086
2017-01-0112013.978733339969
2017-02-0112848.109502629626
2017-03-0112998.895072738918
2017-04-0113068.78873943876
2017-05-0113142.58665258076
2017-06-0112668.64175604329
2017-07-0112774.056409981602
2017-08-0112854.488990280213
2017-09-0112924.35713902945
2017-10-0113688.364580063846
2017-11-0113664.83702960848
2017-12-0113807.533409376827
2018-01-0114350.86161360209
2018-02-0114534.769483593234
2018-03-0113630.00502703627
2018-04-0114193.951735348232
2018-05-0115405.186778639434
2018-06-0115629.515082384703
2018-07-0115934.786325440631
2018-08-0116995.43994222736
2018-09-0116956.01470854673
2018-10-0115886.098075691347
2018-11-0115733.24555158326
2018-12-0114261.497750592656
2019-01-0115563.142892867987
2019-02-0116152.326854325676
2019-03-0116978.189807620172
2019-04-0117897.729157575897
2019-05-0116689.760411961794
2019-06-0117456.44723780944
2019-07-0118588.015239320102
2019-08-0118126.85483603441
2019-09-0118439.398695012005
2019-10-0118806.499932377432
2019-11-0119892.901161321934
2019-12-0120398.922121766558
2020-01-0121249.690594848948
2020-02-0119763.93343897765
2020-03-0118945.394137506028
2020-04-0121408.437765546172
2020-05-0122127.763275075853
2020-06-0123422.54408863915
2020-07-0125468.879583342907
2020-09-0125576.51429898362
2020-10-0124866.4773234732
2020-11-0126632.855382118552
2020-12-0127484.89975273106
2021-01-0128042.97733240448
2021-02-0128177.507967980077
2021-03-0129328.520647849735
2021-04-0130305.143653302915
2021-05-0129353.45168558823
2021-06-0132253.413663841828
2021-07-0133093.23493611581
2021-08-0134680.78319693989
2021-09-0133589.023198368894
2021-10-0135842.641005815545
2021-11-0137690.62547048722
2021-12-0138376.72660833263
2022-01-0134605.65835036657
2022-02-0133488.865242254666
2022-03-0135702.41986725562
2022-04-0133073.203344892965
2022-05-0131004.87137676999
2022-06-0129036.697364761243
2022-07-0133103.46763430736
2022-08-0132393.022371587296
2022-09-0130347.375861549808
2022-10-0130513.65082767473
2022-11-0129596.612236878034
2022-12-0126870.75923558427
2023-01-0129309.433220799172
2023-02-0130120.623352497318
2023-03-0131884.143400675206
2023-04-0131581.83223988915
2023-05-0135375.86665339734
2023-06-0136857.20920381442
2023-07-0137885.09777202773
2023-08-0138011.05437620094
2023-09-0137174.65250930767
2023-10-0136025.859891140426
2023-11-0138706.3674942138
2023-12-0140675.25600883942
2024-01-0142278.0129682225
2024-02-0144204.33754124339
2024-03-0145053.72804499325
2024-04-0144022.31799959681
2024-05-0144967.78358736454
2024-06-0149518.14453877581
2024-07-0147748.57673630516
2024-08-0146909.26582304322
2024-09-0147965.96415748659
2024-10-0149154.13097343326
2024-11-0153062.38373383757
2024-12-0154534.66741179083
2025-01-0156148.728823290745
2025-02-0153187.498245640905
2025-03-0147293.03028215198
2025-04-0145762.8718922326
2025-05-0150327.95670114142
2025-06-0151687.83380669132
2025-07-0154992.20426609099
2025-08-0153759.406554540794
2025-09-0156263.10027789049
2025-10-0160342.73159454018
2025-11-0158804.917819440096
2025-12-0158372.312002878425
2026-01-0158219.20429926432
2026-02-0156815.71701613501
2026-03-0154519.10146192339
2026-04-0160260.64034745242
Annual Return Matrix
YearAnnual Return
20170.1573198328264227
20180.03287801866968776
20190.43034921566487316
20200.34737019871277663
20210.39628403063465045
2022-0.2998162790218304
20230.5137367594352971
20240.34073323103214226
20250.07037073430941776
20260.03234972677595627
Total Factor Risk
0.17102906324274436
VTI.US Exposure
0.04835396821702307
VEA.US Exposure
-0.0032741688848367885
VWO.US Exposure
-0.003467387826183623
QQQ.US Exposure
0.7760345530519146
VTV.US Exposure
-0.010722549589420757
IJR.US Exposure
0.029056212871792653
QUAL.US Exposure
-0.03454197311375903
SHV.US Exposure
0.0005461509107339969
TLT.US Exposure
0.014946999032923953
LQD.US Exposure
-0.00646726170567725
HYG.US Exposure
-0.026377451257110735
GLD.US Exposure
0.00014029436977152377
USO.US Exposure
-0.002120097174357291
VNQ.US Exposure
0.008146321244209755
BTC-USD.CC Exposure
0.001085656273959188
CPER.US Exposure
0.0008000323418344727
VIX.INDX Exposure
-0.0013644449027999505
UUP.US Exposure
0.1668532232900877
TIP.US Exposure
0.014491800789649187
Idiosyncratic Exposure
0.027880122060245194
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lyxor Nasdaq 100 ETF Dis a high-risk investment?

Lyxor Nasdaq 100 ETF Dis (NADQ.XETRA) has an annualized volatility of 17.1% and experienced a maximum drawdown of 30.0% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of NADQ.XETRA?

Over the past 10 years, NADQ.XETRA has generated a Compound Annual Growth Rate (CAGR) of 19.5%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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