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

Performance

CNDX.L vs. SHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares NASDAQ 100 UCITS ETF (CNDX.L) and iShares 1-3 Year Treasury Bond ETF (SHY). 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 13.47% return, which is significantly higher than SHY's 0.39% return. Over the past 10 years, CNDX.L has outperformed SHY with an annualized return of 21.02%, while SHY has yielded a comparatively lower 1.64% annualized return.


CNDX.L

1D
-2.45%
1M
-0.89%
YTD
13.47%
6M
12.34%
1Y
32.47%
3Y*
26.03%
5Y*
16.08%
10Y*
21.02%

SHY

1D
0.05%
1M
-0.14%
YTD
0.39%
6M
0.84%
1Y
3.30%
3Y*
4.06%
5Y*
1.70%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNDX.L vs. SHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNDX.L
iShares NASDAQ 100 UCITS ETF
13.47%19.75%26.42%56.22%-33.49%27.92%48.25%37.96%-1.08%31.91%
SHY
iShares 1-3 Year Treasury Bond ETF
0.39%4.95%3.92%4.16%-3.88%-0.71%3.03%3.38%1.46%0.26%

Correlation

The correlation between CNDX.L and SHY is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

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

0.03

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

0.04

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

-0.05

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

-0.09

The correlation between CNDX.L and SHY shifts across timeframes, from -0.09 (all time) to 0.04 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CNDX.L vs. SHY — 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: 6767
Overall Rank
CNDX.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 6565
Martin Ratio Rank

SHY
SHY Risk / Return Rank: 8686
Overall Rank
SHY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SHY Sortino Ratio Rank: 9292
Sortino Ratio Rank
SHY Omega Ratio Rank: 8989
Omega Ratio Rank
SHY Calmar Ratio Rank: 8181
Calmar Ratio Rank
SHY Martin Ratio Rank: 8383
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. SHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (CNDX.L) and iShares 1-3 Year Treasury Bond ETF (SHY). 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.LSHYDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.34

1.51

-0.17

Calmar ratioReturn relative to maximum drawdown

2.94

3.73

-0.80

Martin ratioReturn relative to average drawdown

10.44

14.94

-4.49

CNDX.L vs. SHY - Sharpe Ratio Comparison

The current CNDX.L Sharpe Ratio is 1.99, which is comparable to the SHY Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CNDX.L and SHY, 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.LSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

2.50

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.86

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

1.05

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.02

1.28

-0.26

Drawdowns

CNDX.L vs. SHY - Drawdown Comparison

The maximum CNDX.L drawdown since its inception was -35.21%, which is greater than SHY's maximum drawdown of -5.71%. Use the drawdown chart below to compare losses from any high point for CNDX.L and SHY.


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Drawdown Indicators


CNDX.LSHYDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-5.71%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-0.89%

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-22.44%

-0.97%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-35.21%

-5.71%

-29.50%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-5.71%

-29.50%

Current Drawdown

Current decline from peak

-5.89%

-0.34%

-5.55%

Average Drawdown

Average peak-to-trough decline

-5.13%

-0.52%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

0.22%

+2.88%

Volatility

CNDX.L vs. SHY - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (CNDX.L) has a higher volatility of 5.93% compared to iShares 1-3 Year Treasury Bond ETF (SHY) at 0.37%. This indicates that CNDX.L's price experiences larger fluctuations and is considered to be riskier than SHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNDX.LSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

0.37%

+5.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

0.95%

+11.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

1.33%

+14.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

1.99%

+18.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.11%

1.57%

+18.54%

CNDX.L vs. SHY - Expense Ratio Comparison

CNDX.L has a 0.33% expense ratio, which is higher than SHY's 0.15% expense ratio.


Dividends

CNDX.L vs. SHY - Dividend Comparison

CNDX.L has not paid dividends to shareholders, while SHY's dividend yield for the trailing twelve months is around 3.69%.


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%
SHY
iShares 1-3 Year Treasury Bond ETF
3.69%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%

Frequently Asked Questions


CNDX.L and SHY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHY is cheaper with a 0.15% expense ratio, compared with 0.33% for CNDX.L.

CNDX.L is categorized as Nasdaq-100, while SHY is Government Bonds. CNDX.L tracks NASDAQ-100 Index, while SHY tracks ICE US Treasury 1-3 Year Index. Their fees differ too: 0.33% for CNDX.L and 0.15% for SHY.

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