PortfoliosLab logoPortfoliosLab logo
CNDX.AS vs. GMVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNDX.AS vs. GMVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.AS) and VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CNDX.AS achieves a 20.95% return, which is significantly higher than GMVM.DE's -1.57% return. Over the past 10 years, CNDX.AS has outperformed GMVM.DE with an annualized return of 21.25%, while GMVM.DE has yielded a comparatively lower 10.29% annualized return.


CNDX.AS

1D
-0.77%
1M
9.31%
YTD
20.95%
6M
19.45%
1Y
37.78%
3Y*
24.53%
5Y*
18.67%
10Y*
21.25%

GMVM.DE

1D
0.97%
1M
4.27%
YTD
-1.57%
6M
-2.00%
1Y
6.45%
3Y*
5.24%
5Y*
4.14%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.AS vs. GMVM.DE - 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%
GMVM.DE
VanEck Morningstar US Sustainable Wide Moat UCITS ETF
-1.57%-4.56%17.59%14.37%-14.38%36.91%2.73%38.45%2.27%7.97%

Correlation

The correlation between CNDX.AS and GMVM.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.60

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

0.72

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

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2015

0.74

Over the past year, the correlation between CNDX.AS and GMVM.DE has dropped to 0.46 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNDX.AS vs. GMVM.DE — 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

GMVM.DE
GMVM.DE Risk / Return Rank: 1616
Overall Rank
GMVM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GMVM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
GMVM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
GMVM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
GMVM.DE Martin Ratio Rank: 1616
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. GMVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.AS) and VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE). 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.ASGMVM.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.43

1.09

+0.34

Calmar ratioReturn relative to maximum drawdown

3.70

0.58

+3.12

Martin ratioReturn relative to average drawdown

11.01

1.37

+9.64

CNDX.AS vs. GMVM.DE - Sharpe Ratio Comparison

The current CNDX.AS Sharpe Ratio is 2.41, which is higher than the GMVM.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of CNDX.AS and GMVM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CNDX.ASGMVM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

0.48

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.27

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.62

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.62

+0.41

Drawdowns

CNDX.AS vs. GMVM.DE - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, roughly equal to the maximum GMVM.DE drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and GMVM.DE.


Loading charts...

Drawdown Indicators


CNDX.ASGMVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-32.25%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-11.00%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-25.74%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-25.74%

-5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

-32.25%

+1.04%

Current Drawdown

Current decline from peak

-0.77%

-10.18%

+9.41%

Average Drawdown

Average peak-to-trough decline

-5.45%

-5.85%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.69%

-1.28%

Volatility

CNDX.AS vs. GMVM.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a higher volatility of 4.35% compared to VanEck Morningstar US Sustainable Wide Moat UCITS ETF (GMVM.DE) at 3.23%. This indicates that CNDX.AS's price experiences larger fluctuations and is considered to be riskier than GMVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNDX.ASGMVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.23%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

8.82%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

13.33%

+2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

15.26%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

16.54%

+3.07%

CNDX.AS vs. GMVM.DE - Expense Ratio Comparison

CNDX.AS has a 0.36% expense ratio, which is lower than GMVM.DE's 0.49% expense ratio.


Dividends

CNDX.AS vs. GMVM.DE - Dividend Comparison

Neither CNDX.AS nor GMVM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CNDX.AS and GMVM.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNDX.AS is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNDX.AS is cheaper with a 0.36% expense ratio, compared with 0.49% for GMVM.DE.

CNDX.AS is categorized as Nasdaq-100, while GMVM.DE is Large Cap Blend Equities. CNDX.AS tracks NASDAQ-100 Index, while GMVM.DE tracks Morningstar US Sustainable Moat Focus. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.36% for CNDX.AS and 0.49% for GMVM.DE.

Portfolio Optimizer

Find the right allocation for CNDX.AS and GMVM.DE

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

Open Portfolio Optimizer