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CNDX.AS vs. CSNDX.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CNDX.AS vs. CSNDX.MI - 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) (CSNDX.MI). The values are adjusted to include any dividend payments, if applicable.

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CNDX.AS vs. CSNDX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.AS
iShares NASDAQ 100 UCITS ETF
-3.98%6.16%35.29%50.41%-29.90%38.80%35.83%40.51%4.53%16.12%
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
-4.43%6.74%35.09%50.07%-30.24%39.83%35.45%41.91%3.62%16.34%

Returns By Period

In the year-to-date period, CNDX.AS achieves a -3.98% return, which is significantly higher than CSNDX.MI's -4.43% return. Both investments have delivered pretty close results over the past 10 years, with CNDX.AS having a 18.55% annualized return and CSNDX.MI not far behind at 18.54%.


CNDX.AS

1D
2.64%
1M
-2.28%
YTD
-3.98%
6M
-1.29%
1Y
16.12%
3Y*
20.34%
5Y*
13.34%
10Y*
18.55%

CSNDX.MI

1D
2.48%
1M
-2.43%
YTD
-4.43%
6M
-1.31%
1Y
15.90%
3Y*
20.34%
5Y*
13.32%
10Y*
18.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CNDX.AS vs. CSNDX.MI - Expense Ratio Comparison

CNDX.AS has a 0.36% expense ratio, which is higher than CSNDX.MI's 0.30% expense ratio.


Return for Risk

CNDX.AS vs. CSNDX.MI — 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: 5757
Overall Rank
CNDX.AS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CNDX.AS Sortino Ratio Rank: 4040
Sortino Ratio Rank
CNDX.AS Omega Ratio Rank: 4040
Omega Ratio Rank
CNDX.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
CNDX.AS Martin Ratio Rank: 7777
Martin Ratio Rank

CSNDX.MI
CSNDX.MI Risk / Return Rank: 4040
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 4040
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 3939
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 4343
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 4040
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. CSNDX.MI - 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) (CSNDX.MI). 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.ASCSNDX.MIDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.77

+0.01

Sortino ratio

Return per unit of downside risk

1.20

1.18

+0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

2.83

1.18

+1.65

Martin ratio

Return relative to average drawdown

8.55

3.93

+4.63

CNDX.AS vs. CSNDX.MI - Sharpe Ratio Comparison

The current CNDX.AS Sharpe Ratio is 0.79, which is comparable to the CSNDX.MI Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CNDX.AS and CSNDX.MI, 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


CNDX.ASCSNDX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.77

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.67

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.94

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.99

-0.05

Correlation

The correlation between CNDX.AS and CSNDX.MI is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CNDX.AS vs. CSNDX.MI - Dividend Comparison

Neither CNDX.AS nor CSNDX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CNDX.AS vs. CSNDX.MI - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, roughly equal to the maximum CSNDX.MI drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and CSNDX.MI.


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Drawdown Indicators


CNDX.ASCSNDX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-31.19%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.20%

-13.50%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-31.19%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

-31.19%

-0.02%

Current Drawdown

Current decline from peak

-7.63%

-7.65%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.49%

-5.47%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

4.05%

-0.72%

Volatility

CNDX.AS vs. CSNDX.MI - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) have volatilities of 4.99% and 4.91%, 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.ASCSNDX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

4.91%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

11.87%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

20.34%

20.62%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

19.80%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

19.62%

+0.01%