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

Performance

CCAU.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Canada UCITS ETF USD (Acc) (CCAU.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCAU.L achieves a 9.97% return, which is significantly lower than CNDX.L's 15.91% return. Over the past 10 years, CCAU.L has underperformed CNDX.L with an annualized return of 10.89%, while CNDX.L has yielded a comparatively higher 20.97% annualized return.


CCAU.L

1D
-0.05%
1M
0.78%
6M
8.29%
YTD
9.97%
1Y
30.40%
3Y*
20.98%
5Y*
12.22%
10Y*
10.89%

CNDX.L

1D
-0.67%
1M
-3.48%
6M
16.01%
YTD
15.91%
1Y
28.40%
3Y*
23.77%
5Y*
15.27%
10Y*
20.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CCAU.L
iShares MSCI Canada UCITS ETF USD (Acc)
9.97%36.70%12.06%14.22%-12.45%24.37%5.95%26.28%-17.42%15.44%
CNDX.L
iShares NASDAQ 100 UCITS ETF
15.91%19.75%26.42%56.22%-33.49%27.92%48.25%37.96%-1.08%31.91%

Correlation

The correlation between CCAU.L and CNDX.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.58

The correlation between CCAU.L and CNDX.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

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Return for Risk

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

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

CCAU.L
CCAU.L Risk / Return Rank: 8787
Overall Rank
CCAU.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CCAU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CCAU.L Omega Ratio Rank: 8585
Omega Ratio Rank
CCAU.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
CCAU.L Martin Ratio Rank: 8888
Martin Ratio Rank

CNDX.L
CNDX.L Risk / Return Rank: 6161
Overall Rank
CNDX.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 5858
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF USD (Acc) (CCAU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CCAU.LCNDX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.91

2.57

+1.34

Martin ratioReturn relative to average drawdown

14.98

8.61

+6.36

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

The current CCAU.L Sharpe Ratio is 2.29, which is higher than the CNDX.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CCAU.L and CNDX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CCAU.L vs. CNDX.L - Drawdown Comparison

The maximum CCAU.L drawdown since its inception was -42.79%, which is greater than CNDX.L's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for CCAU.L and CNDX.L.


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Drawdown Indicators


CCAU.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.79%

-35.21%

-7.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-11.00%

+3.26%

Max Drawdown (3Y)

Largest decline over 3 years

-12.83%

-22.44%

+9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-24.98%

-35.21%

+10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

-35.21%

-5.90%

Current Drawdown

Current decline from peak

-0.05%

-3.87%

+3.82%

Average Drawdown

Average peak-to-trough decline

-10.01%

-5.12%

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

3.29%

-1.27%

Volatility

CCAU.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares MSCI Canada UCITS ETF USD (Acc) (CCAU.L) is 3.72%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.89%. This indicates that CCAU.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


CCAU.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.89%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

13.78%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.23%

17.32%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

21.15%

-3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

20.13%

-2.15%

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

CCAU.L has a 0.48% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.


Dividends

CCAU.L vs. CNDX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CCAU.L and CNDX.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNDX.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNDX.L is cheaper with a 0.33% expense ratio, compared with 0.48% for CCAU.L.

CCAU.L is categorized as Canada Equities, while CNDX.L is Nasdaq-100. CCAU.L tracks MSCI Developed - Canada in USD - NET TR, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.48% for CCAU.L and 0.33% for CNDX.L.

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