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CNDX.AS vs. CU71.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNDX.AS vs. CU71.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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 CU71.L is traded in GBp. To make them comparable, the CU71.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 21.89% return, which is significantly higher than CU71.L's 0.56% return. Over the past 10 years, CNDX.AS has outperformed CU71.L with an annualized return of 21.38%, while CU71.L has yielded a comparatively lower 1.14% annualized return.


CNDX.AS

1D
0.15%
1M
11.52%
YTD
21.89%
6M
20.33%
1Y
38.95%
3Y*
25.16%
5Y*
18.85%
10Y*
21.38%

CU71.L

1D
-0.01%
1M
0.55%
YTD
0.56%
6M
0.18%
1Y
1.37%
3Y*
0.90%
5Y*
1.30%
10Y*
1.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.AS vs. CU71.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.AS
iShares NASDAQ 100 UCITS ETF
21.89%6.16%35.29%50.41%-29.90%38.80%35.83%40.51%4.53%16.12%
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.56%-5.29%8.78%0.65%-3.78%5.33%-2.29%9.30%5.71%-11.39%

Correlation

The correlation between CNDX.AS and CU71.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.09

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

-0.02

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

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2013

0.12

The correlation between CNDX.AS and CU71.L shifts across timeframes, from -0.02 (5 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CNDX.AS vs. CU71.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: 7171
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

CU71.L
CU71.L Risk / Return Rank: 1919
Overall Rank
CU71.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1818
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1818
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. CU71.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.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.ASCU71.LDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+2.93

Omega ratioGain probability vs. loss probability

1.44

1.04

+0.40

Calmar ratioReturn relative to maximum drawdown

3.82

0.31

+3.51

Martin ratioReturn relative to average drawdown

11.35

0.77

+10.58

CNDX.AS vs. CU71.L - Sharpe Ratio Comparison

The current CNDX.AS Sharpe Ratio is 2.49, which is higher than the CU71.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CNDX.AS and CU71.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.ASCU71.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

0.22

+2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.16

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.14

+0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.28

+0.75

Drawdowns

CNDX.AS vs. CU71.L - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, which is greater than CU71.L's maximum drawdown of -16.85%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and CU71.L.


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Drawdown Indicators


CNDX.ASCU71.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-16.85%

-14.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-3.92%

-6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-10.10%

-16.47%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-12.30%

-18.91%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

-16.85%

-14.36%

Current Drawdown

Current decline from peak

0.00%

-6.86%

+6.86%

Average Drawdown

Average peak-to-trough decline

-5.45%

-6.49%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

1.57%

+1.83%

Volatility

CNDX.AS vs. CU71.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a higher volatility of 4.25% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) at 1.13%. This indicates that CNDX.AS's price experiences larger fluctuations and is considered to be riskier than CU71.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNDX.ASCU71.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

1.13%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

3.95%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

5.59%

+9.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

8.00%

+11.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

8.01%

+11.60%

CNDX.AS vs. CU71.L - Expense Ratio Comparison

CNDX.AS has a 0.36% expense ratio, which is higher than CU71.L's 0.07% expense ratio.


Dividends

CNDX.AS vs. CU71.L - Dividend Comparison

Neither CNDX.AS nor CU71.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNDX.AS and CU71.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU71.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU71.L is cheaper with a 0.07% expense ratio, compared with 0.36% for CNDX.AS.

CNDX.AS is categorized as Nasdaq-100, while CU71.L is Government Bonds. CNDX.AS tracks NASDAQ-100 Index, while CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index. Their fees differ too: 0.36% for CNDX.AS and 0.07% for CU71.L.

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