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CSNDX.MI vs. CSSX5E.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. CSSX5E.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) and iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI). The values are adjusted to include any dividend payments, if applicable.

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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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. CSSX5E.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

CSNDX.MI vs. CSSX5E.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSNDX.MI
CSNDX.MI Risk / Return Rank: 7272
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 7373
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 6363
Martin Ratio Rank

CSSX5E.MI
CSSX5E.MI Risk / Return Rank: 3030
Overall Rank
CSSX5E.MI Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CSSX5E.MI Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSSX5E.MI Omega Ratio Rank: 2828
Omega Ratio Rank
CSSX5E.MI Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSSX5E.MI Martin Ratio Rank: 3434
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.

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.MICSSX5E.MIDifference
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

CSNDX.MI vs. CSSX5E.MI - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the CSSX5E.MI Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CSNDX.MI and CSSX5E.MI, 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


CSNDX.MICSSX5E.MIDifference

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.


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Drawdown Indicators


CSNDX.MICSSX5E.MIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.81%

-0.44%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.43%

-7.27%

+1.84%

Ulcer Index

Depth 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.


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Volatility by Period


CSNDX.MICSSX5E.MIDifference

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.


Tickers have no history of dividend payments

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.

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