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CNDX.L vs. CSPX.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CNDX.LCSPX.L
YTD Return7.91%9.37%
1Y Return45.47%33.11%
3Y Return (Ann)12.81%11.26%
5Y Return (Ann)20.39%14.61%
10Y Return (Ann)18.25%12.55%
Sharpe Ratio2.943.02
Daily Std Dev15.50%10.95%
Max Drawdown-35.21%-33.90%
Current Drawdown-1.27%-0.69%

Correlation

0.82
-1.001.00

The correlation between CNDX.L and CSPX.L is 0.82, 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.

Performance

CNDX.L vs. CSPX.L - Performance Comparison

In the year-to-date period, CNDX.L achieves a 7.91% return, which is significantly lower than CSPX.L's 9.37% return. Over the past 10 years, CNDX.L has outperformed CSPX.L with an annualized return of 18.25%, while CSPX.L has yielded a comparatively lower 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%500.00%600.00%700.00%800.00%900.00%OctoberNovemberDecember2024FebruaryMarch
917.48%
473.01%
CNDX.L
CSPX.L

Compare stocks, funds, or ETFs


iShares NASDAQ 100 UCITS ETF

iShares Core S&P 500 UCITS ETF USD (Acc)

CNDX.L vs. CSPX.L - Expense Ratio Comparison

CNDX.L has a 0.33% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.

CNDX.L
iShares NASDAQ 100 UCITS ETF
0.50%1.00%1.50%2.00%0.33%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

CNDX.L vs. CSPX.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
CNDX.L
iShares NASDAQ 100 UCITS ETF
2.94
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
3.02

CNDX.L vs. CSPX.L - Sharpe Ratio Comparison

The current CNDX.L Sharpe Ratio is 2.94, which roughly equals the CSPX.L Sharpe Ratio of 3.02. The chart below compares the 12-month rolling Sharpe Ratio of CNDX.L and CSPX.L.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.94
3.02
CNDX.L
CSPX.L

Dividends

CNDX.L vs. CSPX.L - Dividend Comparison

CNDX.L's dividend yield for the trailing twelve months is around 0.03%, while CSPX.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.03%0.04%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%1.16%0.16%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CNDX.L vs. CSPX.L - Drawdown Comparison

The maximum CNDX.L drawdown since its inception was -35.21%, roughly equal to the maximum CSPX.L drawdown of -33.90%. The drawdown chart below compares losses from any high point along the way for CNDX.L and CSPX.L


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.27%
-0.69%
CNDX.L
CSPX.L

Volatility

CNDX.L vs. CSPX.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.L) has a higher volatility of 4.60% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 2.77%. This indicates that CNDX.L's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.60%
2.77%
CNDX.L
CSPX.L