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

Performance

CNDX.AS vs. WITS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CNDX.AS is traded in EUR, while WITS.AS is traded in USD. To make them comparable, the WITS.AS 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 lower than WITS.AS's 27.11% 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%

WITS.AS

1D
-0.39%
1M
19.09%
YTD
27.11%
6M
26.03%
1Y
48.09%
3Y*
28.76%
5Y*
21.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.AS vs. WITS.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CNDX.AS
iShares NASDAQ 100 UCITS ETF
21.89%6.16%35.29%50.41%-29.90%38.80%35.83%9.07%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
27.11%7.87%36.46%55.38%-29.14%39.85%32.58%11.53%

Correlation

The correlation between CNDX.AS and WITS.AS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.91

The correlation between CNDX.AS and WITS.AS has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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. WITS.AS — 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

WITS.AS
WITS.AS Risk / Return Rank: 6868
Overall Rank
WITS.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6969
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5656
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. WITS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). 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.ASWITS.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratioReturn relative to maximum drawdown

3.82

3.12

+0.70

Martin ratioReturn relative to average drawdown

11.35

8.28

+3.07

CNDX.AS vs. WITS.AS - Sharpe Ratio Comparison

The current CNDX.AS Sharpe Ratio is 2.49, which is comparable to the WITS.AS Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of CNDX.AS and WITS.AS, 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.ASWITS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

2.35

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.93

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.01

+0.02

Drawdowns

CNDX.AS vs. WITS.AS - Drawdown Comparison

The maximum CNDX.AS drawdown since its inception was -31.21%, roughly equal to the maximum WITS.AS drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for CNDX.AS and WITS.AS.


Loading charts...

Drawdown Indicators


CNDX.ASWITS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-31.21%

-31.15%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-15.21%

+5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-28.65%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.21%

-30.51%

-0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-31.21%

Current Drawdown

Current decline from peak

0.00%

-0.39%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.45%

-7.80%

+2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

5.76%

-2.36%

Volatility

CNDX.AS vs. WITS.AS - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF (CNDX.AS) is 4.25%, while iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a volatility of 6.76%. This indicates that CNDX.AS experiences smaller price fluctuations and is considered to be less risky than WITS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNDX.ASWITS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

6.76%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

15.33%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

20.27%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

23.32%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

24.25%

-4.64%

CNDX.AS vs. WITS.AS - Expense Ratio Comparison

CNDX.AS has a 0.36% expense ratio, which is higher than WITS.AS's 0.25% expense ratio.


Dividends

CNDX.AS vs. WITS.AS - Dividend Comparison

CNDX.AS has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
CNDX.AS
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.25%0.31%0.38%0.46%0.81%0.41%0.73%0.12%

Frequently Asked Questions


With a correlation of 0.92, CNDX.AS and WITS.AS 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.

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.36% for CNDX.AS.

CNDX.AS is categorized as Nasdaq-100, while WITS.AS is Technology Equities. CNDX.AS tracks NASDAQ-100 Index, while WITS.AS tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.36% for CNDX.AS and 0.25% for WITS.AS.

Portfolio Optimizer

Find the right allocation for CNDX.AS and WITS.AS

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