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CNDX.AS vs. CNX1.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNDX.AS vs. CNX1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CNDX.AS is traded in EUR, while CNX1.L is traded in GBp. To make them comparable, the CNX1.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNDX.AS achieves a 20.95% return, which is significantly higher than CNX1.L's 18.44% return. Both investments have delivered pretty close results over the past 10 years, with CNDX.AS having a 21.25% annualized return and CNX1.L not far behind at 21.10%.


CNDX.AS

1D
-0.77%
1M
5.85%
YTD
20.95%
6M
18.81%
1Y
37.23%
3Y*
24.53%
5Y*
18.67%
10Y*
21.25%

CNX1.L

1D
-0.23%
1M
3.85%
YTD
18.44%
6M
16.46%
1Y
34.49%
3Y*
24.15%
5Y*
18.05%
10Y*
21.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.AS vs. CNX1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.AS
iShares NASDAQ 100 UCITS ETF
20.95%6.16%35.29%50.41%-29.90%38.80%35.83%40.51%4.53%16.12%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
18.44%5.75%34.71%50.84%-29.37%37.92%35.46%42.13%3.33%15.39%

Correlation

The correlation between CNDX.AS and CNX1.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2011

0.94

The correlation between CNDX.AS and CNX1.L has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CNDX.AS vs. CNX1.L — Risk / Return Rank

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

CNDX.AS
CNDX.AS Risk / Return Rank: 7171
Overall Rank
CNDX.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CNDX.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNDX.AS Omega Ratio Rank: 7373
Omega Ratio Rank
CNDX.AS Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNDX.AS Martin Ratio Rank: 6262
Martin Ratio Rank

CNX1.L
CNX1.L Risk / Return Rank: 7878
Overall Rank
CNX1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8383
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6262
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.

CNDX.AS vs. CNX1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.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.


CNDX.ASCNX1.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.43

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.70

3.37

+0.33

Martin ratioReturn relative to average drawdown

11.01

10.04

+0.97

CNDX.AS vs. CNX1.L - Sharpe Ratio Comparison

The current CNDX.AS Sharpe Ratio is 2.41, which is comparable to the CNX1.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of CNDX.AS and CNX1.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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Sharpe Ratios by Period


CNDX.ASCNX1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.21

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.59

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.81

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.04

+0.99

Drawdowns

CNDX.AS vs. CNX1.L - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, roughly equal to the maximum CNX1.L drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and CNX1.L.


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Drawdown Indicators


CNDX.ASCNX1.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-31.25%

+0.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-10.18%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-26.50%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-31.25%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

-31.25%

+0.04%

Current Drawdown

Current decline from peak

-0.77%

-2.75%

+1.98%

Average Drawdown

Average peak-to-trough decline

-5.45%

-5.58%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

3.42%

-0.01%

Volatility

CNDX.AS vs. CNX1.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) have volatilities of 4.35% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNDX.ASCNX1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.36%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

10.94%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

15.55%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

30.91%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

25.91%

-6.30%

CNDX.AS vs. CNX1.L - Expense Ratio Comparison

Both CNDX.AS and CNX1.L have an expense ratio of 0.36%.


Dividends

CNDX.AS vs. CNX1.L - Dividend Comparison

Neither CNDX.AS nor CNX1.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, CNDX.AS and CNX1.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.36% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNDX.AS and CNX1.L have the same expense ratio: 0.36% per year.

Both ETFs track NASDAQ-100 Index.

Portfolio Optimizer

Find the right allocation for CNDX.AS and CNX1.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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