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CNDX.L vs. BHYIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNDX.L vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.L) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNDX.L achieves a 19.65% return, which is significantly higher than BHYIX's 1.76% return. Over the past 10 years, CNDX.L has outperformed BHYIX with an annualized return of 21.62%, while BHYIX has yielded a comparatively lower 5.87% annualized return.


CNDX.L

1D
-0.66%
1M
6.81%
YTD
19.65%
6M
18.66%
1Y
39.29%
3Y*
27.98%
5Y*
17.61%
10Y*
21.62%

BHYIX

1D
0.14%
1M
0.14%
YTD
1.76%
6M
2.30%
1Y
7.74%
3Y*
9.26%
5Y*
4.44%
10Y*
5.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.L vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.L
iShares NASDAQ 100 UCITS ETF
19.65%19.75%26.45%56.31%-33.45%27.96%48.33%38.07%-1.03%32.36%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
1.76%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%

Correlation

The correlation between CNDX.L and BHYIX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.43

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

0.52

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

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.46

The correlation between CNDX.L and BHYIX has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

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Return for Risk

CNDX.L vs. BHYIX — Risk / Return Rank

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

CNDX.L
CNDX.L Risk / Return Rank: 7575
Overall Rank
CNDX.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 7474
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 7171
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 7979
Overall Rank
BHYIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 8181
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8787
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.L vs. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.L) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). 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.LBHYIXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.43

1.53

-0.10

Calmar ratioReturn relative to maximum drawdown

3.61

3.23

+0.38

Martin ratioReturn relative to average drawdown

13.03

15.99

-2.96

CNDX.L vs. BHYIX - Sharpe Ratio Comparison

The current CNDX.L Sharpe Ratio is 2.52, which is comparable to the BHYIX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of CNDX.L and BHYIX, 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.LBHYIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.30

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.85

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.99

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.22

-0.10

Drawdowns

CNDX.L vs. BHYIX - Drawdown Comparison

The maximum CNDX.L drawdown since its inception was -35.17%, roughly equal to the maximum BHYIX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for CNDX.L and BHYIX.


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Drawdown Indicators


CNDX.LBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.17%

-34.82%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-2.41%

-8.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.44%

-4.07%

-18.37%

Max Drawdown (5Y)

Largest decline over 5 years

-35.17%

-15.45%

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

-23.23%

-11.94%

Current Drawdown

Current decline from peak

-0.76%

-0.14%

-0.62%

Average Drawdown

Average peak-to-trough decline

-5.30%

-2.75%

-2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

0.48%

+2.59%

Volatility

CNDX.L vs. BHYIX - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.L) has a higher volatility of 4.90% compared to BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) at 1.10%. This indicates that CNDX.L's price experiences larger fluctuations and is considered to be riskier than BHYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNDX.LBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

1.10%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

11.88%

2.57%

+9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

3.38%

+12.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

5.24%

+15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

5.93%

+14.14%

CNDX.L vs. BHYIX - Expense Ratio Comparison

CNDX.L has a 0.33% expense ratio, which is lower than BHYIX's 0.59% expense ratio.


Dividends

CNDX.L vs. BHYIX - Dividend Comparison

CNDX.L has not paid dividends to shareholders, while BHYIX's dividend yield for the trailing twelve months is around 7.06%.


PositionTTM20252024202320222021202020192018201720162015
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
7.06%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%

Frequently Asked Questions


CNDX.L and BHYIX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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