CSNDX.MI vs. CSSX5E.MI
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, CSNDX.MI returned 21.25%/yr vs 10.48%/yr for CSSX5E.MI. A 0.57 correlation means they provide meaningful diversification when combined. CSNDX.MI charges 0.30%/yr vs 0.10%/yr for CSSX5E.MI.
Performance
CSNDX.MI vs. CSSX5E.MI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than CSSX5E.MI's 7.01% return. Over the past 10 years, CSNDX.MI has outperformed CSSX5E.MI with an annualized return of 21.25%, while CSSX5E.MI has yielded a comparatively lower 10.48% 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%
CSSX5E.MI
- 1D
- 0.81%
- 1M
- 4.72%
- YTD
- 7.01%
- 6M
- 8.66%
- 1Y
- 15.79%
- 3Y*
- 15.61%
- 5Y*
- 11.51%
- 10Y*
- 10.48%
CSNDX.MI vs. CSSX5E.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% |
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 7.01% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
Correlation
The correlation between CSNDX.MI and CSSX5E.MI is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2010 | 0.57 |
The correlation between CSNDX.MI and CSSX5E.MI has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSNDX.MI vs. CSSX5E.MI — Risk / Return Rank
CSNDX.MI
CSSX5E.MI
CSNDX.MI vs. CSSX5E.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 EURO STOXX 50 ETF EUR Acc (CSSX5E.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 | CSSX5E.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.19 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 1.46 | +2.33 |
| Martin ratioReturn relative to average drawdown | 11.18 | 4.91 | +6.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CSNDX.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 0.99 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.65 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.57 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.41 | +0.66 |
Drawdowns
CSNDX.MI vs. CSSX5E.MI - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum CSSX5E.MI drawdown of -38.50%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and CSSX5E.MI.
Loading charts...
Drawdown Indicators
| CSNDX.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -38.50% | +7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -10.81% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -16.36% | -10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -23.56% | -7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | -38.50% | +7.31% |
Current DrawdownCurrent decline from peak | -0.81% | -0.44% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -7.27% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 3.21% | +0.16% |
Volatility
CSNDX.MI vs. CSSX5E.MI - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.28%, while iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a volatility of 4.92%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than CSSX5E.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSNDX.MI | CSSX5E.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.92% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 12.90% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 15.91% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 17.52% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 18.32% | +1.29% |
CSNDX.MI vs. CSSX5E.MI - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than CSSX5E.MI's 0.10% expense ratio.
Dividends
CSNDX.MI vs. CSSX5E.MI - Dividend Comparison
Neither CSNDX.MI nor CSSX5E.MI has paid dividends to shareholders.
Frequently Asked Questions
CSNDX.MI and CSSX5E.MI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while CSSX5E.MI is Europe Equities. CSNDX.MI tracks NASDAQ-100 Index, while CSSX5E.MI tracks EURO STOXX® 50. Their fees differ too: 0.30% for CSNDX.MI and 0.10% for CSSX5E.MI.
Find the right allocation for CSNDX.MI and CSSX5E.MI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer