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

Performance

CNX1.L vs. QQQY.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 IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L). 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 QQQY.L is traded in USD. To make them comparable, the QQQY.L 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 17.52% return, which is significantly higher than QQQY.L's 14.95% return.


CNX1.L

1D
-1.94%
1M
6.07%
YTD
17.52%
6M
15.40%
1Y
38.14%
3Y*
24.15%
5Y*
18.37%
10Y*
22.27%

QQQY.L

1D
-0.48%
1M
6.35%
YTD
14.95%
6M
13.46%
1Y
31.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
17.52%11.57%16.26%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
14.95%6.04%3.21%

Correlation

The correlation between CNX1.L and QQQY.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2024

0.62

The correlation between CNX1.L and QQQY.L has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

CNX1.L vs. QQQY.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: 7676
Overall Rank
CNX1.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CNX1.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
CNX1.L Omega Ratio Rank: 8181
Omega Ratio Rank
CNX1.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNX1.L Martin Ratio Rank: 6161
Martin Ratio Rank

QQQY.L
QQQY.L Risk / Return Rank: 7777
Overall Rank
QQQY.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQY.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
QQQY.L Omega Ratio Rank: 7373
Omega Ratio Rank
QQQY.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
QQQY.L Martin Ratio Rank: 8181
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. QQQY.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 IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.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.LQQQY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.45

1.43

+0.02

Calmar ratioReturn relative to maximum drawdown

3.44

5.11

-1.67

Martin ratioReturn relative to average drawdown

10.15

12.98

-2.83

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

The current CNX1.L Sharpe Ratio is 2.56, which is comparable to the QQQY.L Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of CNX1.L and QQQY.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.LQQQY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

2.35

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.63

-0.60

Drawdowns

CNX1.L vs. QQQY.L - Drawdown Comparison

The maximum CNX1.L drawdown since its inception was -27.56%, which is greater than QQQY.L's maximum drawdown of -22.98%. Use the drawdown chart below to compare losses from any high point for CNX1.L and QQQY.L.


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Drawdown Indicators


CNX1.LQQQY.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-22.98%

-4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-6.17%

-4.86%

Max Drawdown (3Y)

Largest decline over 3 years

-24.56%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-2.56%

-1.33%

-1.23%

Average Drawdown

Average peak-to-trough decline

-4.91%

-5.39%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.44%

+1.31%

Volatility

CNX1.L vs. QQQY.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CNX1.L) and IncomeShares Nasdaq 100 Options (0DTE) ETP (QQQY.L) have volatilities of 4.66% and 4.84%, 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.LQQQY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.84%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

10.41%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

13.41%

+1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.26%

21.84%

+8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.49%

21.84%

+3.65%

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

CNX1.L has a 0.36% expense ratio, which is lower than QQQY.L's 0.45% expense ratio.


Dividends

CNX1.L vs. QQQY.L - Dividend Comparison

CNX1.L has not paid dividends to shareholders, while QQQY.L's dividend yield for the trailing twelve months is around 68.52%.


PositionTTM20252024
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%
QQQY.L
IncomeShares Nasdaq 100 Options (0DTE) ETP
68.52%120.63%8.51%

Frequently Asked Questions


CNX1.L and QQQY.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.45% for QQQY.L.

They also come from different issuers: iShares and Leverage Shares. Their fees differ too: 0.36% for CNX1.L and 0.45% for QQQY.L.

Portfolio Optimizer

Find the right allocation for CNX1.L and QQQY.L

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