CSNDX.MI vs. CSSPX.MI
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and CSSPX.MI (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while CSSPX.MI is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CSNDX.MI returned 21.25%/yr vs 14.96%/yr for CSSPX.MI. Their correlation of 0.87 suggests significant overlap in exposure. CSNDX.MI charges 0.30%/yr vs 0.07%/yr for CSSPX.MI.
Performance
CSNDX.MI vs. CSSPX.MI - Performance Comparison
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Returns By Period
In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than CSSPX.MI's 11.35% return. Over the past 10 years, CSNDX.MI has outperformed CSSPX.MI with an annualized return of 21.25%, while CSSPX.MI has yielded a comparatively lower 14.96% annualized return.
CSNDX.MI
- 1D
- -0.81%
- 1M
- 9.28%
- YTD
- 20.42%
- 6M
- 19.45%
- 1Y
- 37.69%
- 3Y*
- 24.49%
- 5Y*
- 18.66%
- 10Y*
- 21.25%
CSSPX.MI
- 1D
- -0.13%
- 1M
- 5.24%
- YTD
- 11.35%
- 6M
- 11.43%
- 1Y
- 25.64%
- 3Y*
- 18.86%
- 5Y*
- 14.77%
- 10Y*
- 14.96%
CSNDX.MI vs. CSSPX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.42% | 6.74% | 35.09% | 50.07% | -30.24% | 39.83% | 35.45% | 41.91% | 3.62% | 16.34% |
CSSPX.MI iShares Core S&P 500 UCITS ETF USD (Acc) | 11.35% | 4.27% | 33.76% | 22.03% | -14.58% | 40.89% | 7.57% | 34.27% | -1.05% | 6.71% |
Correlation
The correlation between CSNDX.MI and CSSPX.MI is 0.93, 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 | 0.93 |
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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 31, 2010 | 0.87 |
The correlation between CSNDX.MI and CSSPX.MI has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.
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Return for Risk
CSNDX.MI vs. CSSPX.MI — Risk / Return Rank
CSNDX.MI
CSSPX.MI
CSNDX.MI vs. CSSPX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI). 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.
| CSNDX.MI | CSSPX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.59 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.18 | 12.78 | -1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSNDX.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.24 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.96 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.92 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.93 | +0.14 |
Drawdowns
CSNDX.MI vs. CSSPX.MI - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum CSSPX.MI drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and CSSPX.MI.
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Drawdown Indicators
| CSNDX.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -33.56% | +2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -7.14% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -23.26% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -23.26% | -7.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | -33.56% | +2.37% |
Current DrawdownCurrent decline from peak | -0.81% | -0.41% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -4.10% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.01% | +1.36% |
Volatility
CSNDX.MI vs. CSSPX.MI - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSSPX.MI) at 2.65%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than CSSPX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSNDX.MI | CSSPX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 2.65% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 7.54% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 11.46% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 15.18% | +4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.08% | +3.53% |
CSNDX.MI vs. CSSPX.MI - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than CSSPX.MI's 0.07% expense ratio.
Dividends
CSNDX.MI vs. CSSPX.MI - Dividend Comparison
Neither CSNDX.MI nor CSSPX.MI has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, CSNDX.MI and CSSPX.MI 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, CSSPX.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSPX.MI is cheaper with a 0.07% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while CSSPX.MI is S&P 500. CSNDX.MI tracks NASDAQ-100 Index, while CSSPX.MI tracks S&P 500 Index. Their fees differ too: 0.30% for CSNDX.MI and 0.07% for CSSPX.MI.
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