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

Performance

CNDX.L vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.L) and iShares S&P 100 ETF (OEF). 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 16.86% return, which is significantly higher than OEF's 6.55% return. Over the past 10 years, CNDX.L has outperformed OEF with an annualized return of 21.60%, while OEF has yielded a comparatively lower 16.50% annualized return.


CNDX.L

1D
3.01%
1M
1.60%
YTD
16.86%
6M
18.12%
1Y
35.84%
3Y*
26.24%
5Y*
16.67%
10Y*
21.60%

OEF

1D
0.24%
1M
-1.73%
YTD
6.55%
6M
7.16%
1Y
24.07%
3Y*
22.62%
5Y*
14.89%
10Y*
16.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.L vs. OEF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.L
iShares NASDAQ 100 UCITS ETF
16.86%19.75%26.42%56.22%-33.49%27.92%48.25%37.96%-1.08%31.91%
OEF
iShares S&P 100 ETF
6.55%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%

Correlation

The correlation between CNDX.L and OEF is 0.70, 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

0.70

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

0.59

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

0.59

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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.54

The correlation between CNDX.L and OEF shifts across timeframes, from 0.54 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CNDX.L vs. OEF — 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: 7070
Martin Ratio Rank

OEF
OEF Risk / Return Rank: 5959
Overall Rank
OEF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
OEF Omega Ratio Rank: 6464
Omega Ratio Rank
OEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
OEF Martin Ratio Rank: 5858
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. OEF - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CNDX.LOEFDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

3.24

2.19

+1.06

Martin ratioReturn relative to average drawdown

11.35

8.97

+2.37

CNDX.L vs. OEF - Sharpe Ratio Comparison

The current CNDX.L Sharpe Ratio is 2.17, which is comparable to the OEF Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CNDX.L and OEF, 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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Drawdowns

CNDX.L vs. OEF - Drawdown Comparison

The maximum CNDX.L drawdown since its inception was -35.21%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for CNDX.L and OEF.


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Drawdown Indicators


CNDX.LOEFDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-54.11%

+18.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-11.06%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.44%

-19.80%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

-26.47%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-31.44%

-3.77%

Current Drawdown

Current decline from peak

-3.08%

-3.62%

+0.54%

Average Drawdown

Average peak-to-trough decline

-5.13%

-11.75%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.69%

+0.46%

Volatility

CNDX.L vs. OEF - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.L) has a higher volatility of 6.21% compared to iShares S&P 100 ETF (OEF) at 4.58%. This indicates that CNDX.L's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNDX.LOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

4.58%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

10.24%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.44%

13.20%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

17.76%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

18.48%

+1.64%

CNDX.L vs. OEF - Expense Ratio Comparison

CNDX.L has a 0.33% expense ratio, which is higher than OEF's 0.20% expense ratio.


Dividends

CNDX.L vs. OEF - Dividend Comparison

CNDX.L has not paid dividends to shareholders, while OEF's dividend yield for the trailing twelve months is around 0.86%.


PositionTTM20252024202320222021202020192018201720162015
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OEF
iShares S&P 100 ETF
0.86%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

Frequently Asked Questions


CNDX.L and OEF have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OEF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OEF is cheaper with a 0.20% expense ratio, compared with 0.33% for CNDX.L.

CNDX.L is categorized as Nasdaq-100, while OEF is Large Cap Blend Equities. CNDX.L tracks NASDAQ-100 Index, while OEF tracks S&P 100 Index. Their fees differ too: 0.33% for CNDX.L and 0.20% for OEF.

Portfolio Optimizer

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