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CNX1.L vs. LYPG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNX1.L vs. LYPG.DE - 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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). 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 LYPG.DE is traded in EUR. To make them comparable, the LYPG.DE 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 19.85% return, which is significantly lower than LYPG.DE's 23.96% return. Over the past 10 years, CNX1.L has underperformed LYPG.DE with an annualized return of 22.43%, while LYPG.DE has yielded a comparatively higher 24.94% annualized 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%

LYPG.DE

1D
-2.01%
1M
12.71%
YTD
23.96%
6M
22.00%
1Y
51.20%
3Y*
29.08%
5Y*
22.34%
10Y*
24.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNX1.L vs. LYPG.DE - 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%20.13%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
23.96%14.88%34.88%46.22%-24.39%31.72%38.04%43.33%2.03%25.81%

Correlation

The correlation between CNX1.L and LYPG.DE is 0.91, 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

0.91

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

0.92

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2010

0.87

The correlation between CNX1.L and LYPG.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

CNX1.L vs. LYPG.DE — 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

LYPG.DE
LYPG.DE Risk / Return Rank: 6464
Overall Rank
LYPG.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 6464
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4949
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. LYPG.DE - 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 Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). 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.LLYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.50

1.42

+0.08

Calmar ratioReturn relative to maximum drawdown

3.76

3.18

+0.58

Martin ratioReturn relative to average drawdown

11.10

8.21

+2.89

CNX1.L vs. LYPG.DE - Sharpe Ratio Comparison

The current CNX1.L Sharpe Ratio is 2.82, which is comparable to the LYPG.DE Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of CNX1.L and LYPG.DE, 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.LLYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

2.60

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

1.00

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

1.17

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

1.04

+0.11

Drawdowns

CNX1.L vs. LYPG.DE - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, roughly equal to the maximum LYPG.DE drawdown of -28.29%. Use the drawdown chart below to compare losses from any high point for CNX1.L and LYPG.DE.


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Drawdown Indicators


CNX1.LLYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-28.29%

+0.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-16.37%

+5.34%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

-28.29%

+3.73%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-28.29%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

-28.29%

+0.73%

Current Drawdown

Current decline from peak

-0.63%

-2.55%

+1.92%

Average Drawdown

Average peak-to-trough decline

-4.57%

-5.15%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

6.36%

-2.61%

Volatility

CNX1.L vs. LYPG.DE - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) is 4.13%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 7.32%. This indicates that CNX1.L experiences smaller price fluctuations and is considered to be less risky than LYPG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNX1.LLYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

7.32%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

14.82%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

20.08%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.16%

22.07%

-2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.44%

21.27%

-1.83%

CNX1.L vs. LYPG.DE - Expense Ratio Comparison

CNX1.L has a 0.36% expense ratio, which is higher than LYPG.DE's 0.30% expense ratio.


Dividends

CNX1.L vs. LYPG.DE - Dividend Comparison

Neither CNX1.L nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, CNX1.L and LYPG.DE 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, LYPG.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYPG.DE is cheaper with a 0.30% expense ratio, compared with 0.36% for CNX1.L.

CNX1.L is categorized as Nasdaq-100, while LYPG.DE is Technology Equities. CNX1.L tracks NASDAQ-100 Index, while LYPG.DE tracks MSCI World Information Technology. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.36% for CNX1.L and 0.30% for LYPG.DE.

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