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CNX1.L vs. LQQ3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNX1.L vs. LQQ3.L - 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 WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CNX1.L achieves a 19.85% return, which is significantly lower than LQQ3.L's 56.49% return.


CNX1.L

1D
-0.63%
1M
8.17%
YTD
19.85%
6M
17.68%
1Y
40.87%
3Y*
24.68%
5Y*
18.83%
10Y*
22.43%

LQQ3.L

1D
-1.92%
1M
21.56%
YTD
56.49%
6M
48.77%
1Y
122.25%
3Y*
59.92%
5Y*
28.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNX1.L vs. LQQ3.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.85%11.57%28.51%47.71%-25.53%29.50%43.24%33.63%4.62%8.82%
LQQ3.L
WisdomTree NASDAQ 100 3x Daily Leveraged
56.49%18.96%62.50%192.06%-77.11%89.86%102.98%121.83%-16.83%48.85%

Correlation

The correlation between CNX1.L and LQQ3.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2017

0.93

The correlation between CNX1.L and LQQ3.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

CNX1.L vs. LQQ3.L — 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: 7676
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6262
Martin Ratio Rank

LQQ3.L
LQQ3.L Risk / Return Rank: 7272
Overall Rank
LQQ3.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LQQ3.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LQQ3.L Omega Ratio Rank: 6969
Omega Ratio Rank
LQQ3.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
LQQ3.L Martin Ratio Rank: 6060
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. LQQ3.L - 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 WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.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.


CNX1.LLQQ3.LDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.50

1.40

+0.09

Calmar ratioReturn relative to maximum drawdown

3.76

3.54

+0.22

Martin ratioReturn relative to average drawdown

11.10

10.50

+0.60

CNX1.L vs. LQQ3.L - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 2.82, which is comparable to the LQQ3.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of CNX1.L and LQQ3.L, 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.LLQQ3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

2.80

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.47

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.66

+0.48

Drawdowns

CNX1.L vs. LQQ3.L - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, smaller than the maximum LQQ3.L drawdown of -79.16%. Use the drawdown chart below to compare losses from any high point for CNX1.L and LQQ3.L.


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Drawdown Indicators


CNX1.LLQQ3.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-79.16%

+51.60%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-35.64%

+24.61%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-58.39%

+33.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-79.16%

+51.60%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-0.63%

-1.98%

+1.35%

Average Drawdown

Average peak-to-trough decline

-4.57%

-23.34%

+18.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

12.04%

-8.29%

Volatility

CNX1.L vs. LQQ3.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) is 4.13%, while WisdomTree NASDAQ 100 3x Daily Leveraged (LQQ3.L) has a volatility of 13.74%. This indicates that CNX1.L experiences smaller price fluctuations and is considered to be less risky than LQQ3.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNX1.LLQQ3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

13.74%

-9.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

32.87%

-22.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

45.12%

-30.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

59.25%

-40.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

59.45%

-40.01%

CNX1.L vs. LQQ3.L - Expense Ratio Comparison

CNX1.L has a 0.36% expense ratio, which is lower than LQQ3.L's 0.75% expense ratio.


Dividends

CNX1.L vs. LQQ3.L - Dividend Comparison

Neither CNX1.L nor LQQ3.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CNX1.L and LQQ3.L 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.

On fees, CNX1.L is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNX1.L is cheaper with a 0.36% expense ratio, compared with 0.75% for LQQ3.L.

CNX1.L tracks NASDAQ-100 Index, while LQQ3.L tracks NASDAQ-100 Notional Net Total Return Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.36% for CNX1.L and 0.75% for LQQ3.L.

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