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CBU7.L vs. CNDX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CBU7.L vs. CNDX.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L).

CBU7.L and CNDX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBU7.L is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 3-7 Year Bond Index. It was launched on Jun 3, 2009. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both CBU7.L and CNDX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CBU7.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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CBU7.L vs. CNDX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc		-0.36%7.34%2.16%4.26%-9.35%-2.35%6.98%6.06%1.21%1.26%
CNDX.L
iShares NASDAQ 100 UCITS ETF		-8.17%19.75%26.45%56.31%-33.45%27.96%48.33%38.07%-1.03%32.36%

Returns By Period

In the year-to-date period, CBU7.L achieves a -0.36% return, which is significantly higher than CNDX.L's -8.17% return. Over the past 10 years, CBU7.L has underperformed CNDX.L with an annualized return of 1.43%, while CNDX.L has yielded a comparatively higher 18.51% annualized return.

CBU7.L

1D
0.06%
1M
-1.45%
YTD
-0.36%
6M
0.99%
1Y
4.16%
3Y*
3.59%
5Y*
0.58%
10Y*
1.43%

CNDX.L

1D
0.54%
1M
-6.49%
YTD
-8.17%
6M
-4.93%
1Y
22.88%
3Y*
21.72%
5Y*
12.32%
10Y*
18.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc

iShares NASDAQ 100 UCITS ETF

Often compared with CBU7.L:
CBU7.L vs. JPGL.LCBU7.L vs. IBTA.LCBU7.L vs. XT01.LCBU7.L vs. VDTY.LCBU7.L vs. BBM3.LCBU7.L vs. PR1T.LCBU7.L vs. BBLL.L
Often compared with CNDX.L:
CNDX.L vs. QQQCNDX.L vs. EQQQ.DECNDX.L vs. CNX1.LCNDX.L vs. SXRV.DECNDX.L vs. CSPX.LCNDX.L vs. EQQU.LCNDX.L vs. CNDX.AS

CBU7.L vs. CNDX.L - Expense Ratio Comparison

CBU7.L has a 0.07% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.

CNDX.L
iShares NASDAQ 100 UCITS ETF
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc

Return for Risk

CBU7.L vs. CNDX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CBU7.L
CBU7.L Risk / Return Rank: 6565
Overall Rank
CBU7.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CBU7.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
CBU7.L Omega Ratio Rank: 6262
Omega Ratio Rank
CBU7.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CBU7.L Martin Ratio Rank: 5858
Martin Ratio Rank
CNDX.L
CNDX.L Risk / Return Rank: 7474
Overall Rank
CNDX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6767
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 8282
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.

CBU7.L vs. CNDX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). 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.

CBU7.LCNDX.LDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.16

+0.04

Sortino ratio

Return per unit of downside risk

1.75

1.72

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.76

2.27

-0.52

Martin ratio

Return relative to average drawdown

5.81

8.55

-2.75

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CBU7.L vs. CNDX.L - Sharpe Ratio Comparison

The current CBU7.L Sharpe Ratio is 1.21, which is comparable to the CNDX.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of CBU7.L and CNDX.L, 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

CBU7.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.16

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.59

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.92

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.02

-0.43

Correlation

The correlation between CBU7.L and CNDX.L is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

CBU7.L vs. CNDX.L - Dividend Comparison

Neither CBU7.L nor CNDX.L has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
CBU7.L
iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%

Drawdowns

CBU7.L vs. CNDX.L - Drawdown Comparison

The maximum CBU7.L drawdown since its inception was -14.18%, smaller than the maximum CNDX.L drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for CBU7.L and CNDX.L.

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Drawdown Indicators

CBU7.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.18%

-35.17%

+20.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.23%

-12.06%

+9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-13.55%

-35.17%

+21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-14.18%

-35.17%

+20.99%

Current Drawdown

Current decline from peak

-1.45%

-10.52%

+9.07%

Average Drawdown

Average peak-to-trough decline

-3.36%

-5.35%

+1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

2.92%

-2.24%

Volatility

CBU7.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 3-7yr UCITS ETF USD Acc (CBU7.L) is 1.15%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.07%. This indicates that CBU7.L experiences smaller price fluctuations and is considered to be less risky than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CBU7.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

5.07%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

11.48%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

19.47%

-16.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

20.82%

-16.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

19.98%

-15.89%