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CNX1.L vs. CNDX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNX1.L vs. CNDX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and iShares NASDAQ 100 UCITS ETF (CNDX.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CNX1.L is traded in GBp, while CNDX.AS is traded in EUR. To make them comparable, the CNDX.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CNX1.L achieves a 17.33% return, which is significantly lower than CNDX.AS's 20.01% return. Both investments have delivered pretty close results over the past 10 years, with CNX1.L having a 22.21% annualized return and CNDX.AS not far ahead at 22.42%.


CNX1.L

1D
-0.16%
1M
3.85%
YTD
17.33%
6M
15.28%
1Y
38.06%
3Y*
24.63%
5Y*
18.10%
10Y*
22.21%

CNDX.AS

1D
-0.69%
1M
5.91%
YTD
20.01%
6M
17.64%
1Y
40.93%
3Y*
24.70%
5Y*
18.83%
10Y*
22.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNX1.L vs. CNDX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
17.33%11.57%28.51%47.71%-25.53%29.50%43.24%33.63%4.62%20.13%
CNDX.AS
iShares NASDAQ 100 UCITS ETF
20.01%11.84%29.14%47.41%-26.28%30.57%43.51%32.54%5.56%21.08%

Correlation

The correlation between CNX1.L and CNDX.AS is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

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

0.94

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2011

0.94

The correlation between CNX1.L and CNDX.AS has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

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Return for Risk

CNX1.L vs. CNDX.AS — Risk / Return Rank

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

CNX1.L
CNX1.L Risk / Return Rank: 7878
Overall Rank
CNX1.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8383
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6262
Martin Ratio Rank

CNDX.AS
CNDX.AS Risk / Return Rank: 7171
Overall Rank
CNDX.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CNDX.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNDX.AS Omega Ratio Rank: 7373
Omega Ratio Rank
CNDX.AS Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNDX.AS Martin Ratio Rank: 6262
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.

CNX1.L vs. CNDX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and iShares NASDAQ 100 UCITS ETF (CNDX.AS). 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.


CNX1.LCNDX.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.45

1.48

-0.03

Calmar ratioReturn relative to maximum drawdown

3.44

3.71

-0.28

Martin ratioReturn relative to average drawdown

10.12

10.83

-0.72

CNX1.L vs. CNDX.AS - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 2.55, which is comparable to the CNDX.AS Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of CNX1.L and CNDX.AS, 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


CNX1.LCNDX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

2.74

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.96

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

1.13

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.06

-1.02

Drawdowns

CNX1.L vs. CNDX.AS - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, roughly equal to the maximum CNDX.AS drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for CNX1.L and CNDX.AS.


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Drawdown Indicators


CNX1.LCNDX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-27.59%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-11.00%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-24.96%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-27.59%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

-27.59%

+0.03%

Current Drawdown

Current decline from peak

-2.72%

-0.69%

-2.03%

Average Drawdown

Average peak-to-trough decline

-4.91%

-4.64%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.80%

-0.05%

Volatility

CNX1.L vs. CNDX.AS - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and iShares NASDAQ 100 UCITS ETF (CNDX.AS) have volatilities of 4.62% and 4.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNX1.LCNDX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.62%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.47%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.87%

14.94%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

19.29%

+10.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.50%

19.58%

+5.92%

CNX1.L vs. CNDX.AS - Expense Ratio Comparison

Both CNX1.L and CNDX.AS have an expense ratio of 0.36%.


Dividends

CNX1.L vs. CNDX.AS - Dividend Comparison

Neither CNX1.L nor CNDX.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, CNX1.L and CNDX.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.36% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CNX1.L and CNDX.AS have the same expense ratio: 0.36% per year.

Both ETFs track NASDAQ-100 Index.

Portfolio Optimizer

Find the right allocation for CNX1.L and CNDX.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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