CNDX.L vs. SCHD
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF (CNDX.L) and Schwab US Dividend Equity ETF (SCHD).
CNDX.L and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both CNDX.L and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CNDX.L or SCHD.
Performance
CNDX.L vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, CNDX.L achieves a 21.52% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, CNDX.L has outperformed SCHD with an annualized return of 17.74%, while SCHD has yielded a comparatively lower 11.46% annualized return.
CNDX.L
21.52%
0.68%
10.53%
30.09%
20.19%
17.74%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| CNDX.L | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.25 |
| Sortino Ratio | 2.39 | 3.25 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 2.34 | 3.05 |
| Martin Ratio | 8.20 | 12.25 |
| Ulcer Index | 3.51% | 2.04% |
| Daily Std Dev | 16.41% | 11.09% |
| Max Drawdown | -35.17% | -33.37% |
| Current Drawdown | -2.94% | -1.82% |
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CNDX.L vs. SCHD - Expense Ratio Comparison
CNDX.L has a 0.33% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between CNDX.L and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CNDX.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.L) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
CNDX.L vs. SCHD - Dividend Comparison
CNDX.L's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.02% | 0.05% | 0.06% | 0.03% | 0.04% | 0.07% | 0.06% | 0.30% | 0.16% | 0.16% | 0.19% | 0.16% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CNDX.L vs. SCHD - Drawdown Comparison
The maximum CNDX.L drawdown since its inception was -35.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CNDX.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
CNDX.L vs. SCHD - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (CNDX.L) has a higher volatility of 5.40% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that CNDX.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.