Betashares Nasdaq 100 ETF

10-Year Study

NDQ.AU · · AU · ETF

Executive Summary: Betashares Nasdaq 100 ETF has compounded at 19.9% annually over the last 10 years, with a maximum drawdown of 29.6% and an annualized volatility of 17.2%.

1Y CAGR
+12.5%
3Y CAGR
+19.5%
5Y CAGR
+16.3%
10Y CAGR
+19.9%

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 →
29.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.04
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.04
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +53.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -28.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.1-4.6-3.88.6————————-3.5%
20251.7-4.6-8.4-0.09.44.55.6-1.03.07.4-2.4-2.212.2%
20246.84.02.1-2.72.27.7-2.3-2.60.97.23.86.638.3%
20234.66.47.92.511.12.64.01.4-4.3-1.67.42.553.4%
2022-8.7-6.75.1-7.5-5.5-5.410.0-1.9-4.54.1-4.1-6.1-28.4%
20211.8-4.34.35.3-0.89.43.76.2-3.30.510.8-1.635.5%
202010.2-8.20.69.91.92.73.68.9-3.90.94.10.934.5%
20195.35.44.26.6-5.84.96.2-0.8-0.52.66.10.339.7%
20184.43.1-4.84.84.63.51.48.80.3-8.6-2.2-5.09.1%
2017-0.53.21.95.44.2-5.81.01.70.67.22.3-0.621.9%
2016———-2.710.0-6.47.41.1-0.30.22.64.416.3%

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 17.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.0% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019725.450685473714
2016-05-0110696.14863325057
2016-06-0110009.835318388445
2016-07-0110745.924939728686
2016-08-0110864.06870329723
2016-09-0110834.562748131886
2016-10-0110854.233384908783
2016-11-0111139.937389802451
2016-12-0111632.422966667864
2017-01-0111571.971741451069
2017-02-0111937.317836709726
2017-03-0112164.489702901417
2017-04-0112825.974835978073
2017-05-0113359.121058376211
2017-06-0112579.132333009486
2017-07-0112703.393184844013
2017-08-0112921.209504275963
2017-09-0113000.491765919422
2017-10-0113941.084043995057
2017-11-0114257.973204754535
2017-12-0114178.690943111076
2018-01-0114806.112290549698
2018-02-0115262.375109447901
2018-03-0114528.444460436831
2018-04-0115222.674007172584
2018-05-0115916.90355390834
2018-06-0116472.23921413407
2018-07-0116709.24639871421
2018-08-0118182.145298837753
2018-09-0118231.921605315867
2018-10-0116659.470092236093
2018-11-0116291.245367205207
2018-12-0115475.153826778454
2019-01-0116295.683254770727
2019-02-0117183.26076787449
2019-03-0117911.314214433925
2019-04-0119098.029338035092
2019-05-0117981.120986410468
2019-06-0118868.69849951423
2019-07-0120030.825327144277
2019-08-0119877.65823468029
2019-09-0119785.781967783332
2019-10-0120296.258980725175
2019-11-0121541.74612884267
2019-12-0121613.232101519676
2020-01-0123827.138282177686
2020-02-0121873.86803881352
2020-03-0121996.56963285476
2020-04-0124164.537680064284
2020-05-0124634.95376200928
2020-06-0125289.482206469715
2020-07-0126191.332925527448
2020-08-0128522.663212310938
2020-09-0127420.02806664028
2020-10-0127661.59308169311
2020-11-0128806.208244875434
2020-12-0129068.763268684103
2021-01-0129580.079881976177
2021-02-0128318.640327204244
2021-03-0129527.544888633005
2021-04-0131104.314346371128
2021-05-0130862.50944550394
2021-06-0133753.25345135715
2021-07-0135013.013805428614
2021-08-0137184.220311131896
2021-09-0135940.41236371487
2021-10-0136125.96404111642
2021-11-0140021.109951663006
2021-12-0139377.376368848425
2022-01-0135951.327168267904
2022-02-0133529.080157844866
2022-03-0135253.01956268816
2022-04-0132601.681599558608
2022-05-0130801.45850575126
2022-06-0129143.007928226158
2022-07-0132051.263598527097
2022-08-0131454.187806604055
2022-09-0130046.058076355654
2022-10-0131285.18825039281
2022-11-0130012.234176531965
2022-12-0128187.182900939148
2023-01-0129485.444928214165
2023-02-0131357.873652141578
2023-03-0133828.21776834226
2023-04-0134674.17509265589
2023-05-0138520.62418288894
2023-06-0139535.82094922817
2023-07-0141108.032576493584
2023-08-0141696.47247909994
2023-09-0139908.123733103035
2023-10-0139273.505811233845
2023-11-0142192.556343180644
2023-12-0143242.416609693784
2024-01-0146174.660861429955
2024-02-0148022.14146066472
2024-03-0149049.69234644309
2024-04-0147744.95340218055
2024-05-0148795.65326904393
2024-06-0152548.3070058652
2024-07-0151330.886498026935
2024-08-0149999.28034255693
2024-09-0150447.02721504563
2024-10-0154064.7451812937
2024-11-0156103.4147745673
2024-12-0159803.5335180454
2025-01-0160839.240521511754
2025-02-0158044.81067012102
2025-03-0153187.12292948556
2025-04-0153163.61411967903
2025-05-0158139.205738068675
2025-06-0160733.091048660826
2025-07-0164161.65905029205
2025-08-0163506.89072001726
2025-09-0165423.45843378551
2025-10-0170286.5436052439
2025-11-0168583.35432334208
2025-12-0167096.06227435739
2026-01-0164985.06710805656
2026-02-0162022.477300804814
2026-03-0159635.613447998745
2026-04-0164781.164165857044
Annual Return Matrix
YearAnnual Return
20170.21889403297485122
20180.09143741752106394
20190.3966408569147657
20200.34495216320007094
20210.3546285407769596
2022-0.28417823887225446
20230.5341162953979703
20240.3829831495735385
20250.12194143602085838
2026-0.03450125134072224
Total Factor Risk
0.1720936988180161
VTI.US Exposure
0.48952182061473126
VEA.US Exposure
0.014655427136038348
VWO.US Exposure
-0.01645314523454379
QQQ.US Exposure
0.23587245601007714
VTV.US Exposure
-0.050461420289183774
IJR.US Exposure
-0.008943873344301169
QUAL.US Exposure
0.12915052953065373
SHV.US Exposure
0.043293395926568196
TLT.US Exposure
0.008803349525545241
LQD.US Exposure
0.04634461649934904
HYG.US Exposure
-0.02152675814477866
GLD.US Exposure
-0.0011946971390747066
USO.US Exposure
-0.002091352683541804
VNQ.US Exposure
-0.015298478118312805
BTC-USD.CC Exposure
0.006164768983087624
CPER.US Exposure
0.0013815830855010626
VIX.INDX Exposure
-0.038701335760553325
UUP.US Exposure
0.04714523383098676
TIP.US Exposure
0.011250525581837718
Idiosyncratic Exposure
0.12108735398991391
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →96.00%
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 →
+4.5%
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 →
+0.1%
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 →
7.8% 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 →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Betashares Nasdaq 100 ETF a high-risk investment?

Betashares Nasdaq 100 ETF (NDQ.AU) has an annualized volatility of 17.2% and experienced a maximum drawdown of 29.6% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of NDQ.AU?

Over the past 10 years, NDQ.AU has generated a Compound Annual Growth Rate (CAGR) of 19.9%. It has had a positive return in 80% 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.

Run a Full Backtest on Betashares Nasdaq 100 ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest