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CSNDX.MI vs. EQQX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. EQQX.DE - 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 Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE). 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 lower than EQQX.DE's 21.61% 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%

EQQX.DE

1D
0.11%
1M
10.15%
YTD
21.61%
6M
20.44%
1Y
39.08%
3Y*
25.43%
5Y*
19.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. EQQX.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-30.24%26.29%
EQQX.DE
Invesco Nasdaq-100 Swap UCITS ETF Acc
21.61%7.13%33.88%51.62%-29.90%26.11%

Correlation

The correlation between CSNDX.MI and EQQX.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.99

The correlation between CSNDX.MI and EQQX.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

CSNDX.MI vs. EQQX.DE — 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

EQQX.DE
EQQX.DE Risk / Return Rank: 7474
Overall Rank
EQQX.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQQX.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EQQX.DE Omega Ratio Rank: 7575
Omega Ratio Rank
EQQX.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
EQQX.DE Martin Ratio Rank: 6565
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. EQQX.DE - 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 Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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.


CSNDX.MIEQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

3.79

3.91

-0.12

Martin ratioReturn relative to average drawdown

11.18

11.64

-0.46

CSNDX.MI vs. EQQX.DE - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is comparable to the EQQX.DE Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of CSNDX.MI and EQQX.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


CSNDX.MIEQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.49

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.95

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.90

+0.18

Drawdowns

CSNDX.MI vs. EQQX.DE - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, roughly equal to the maximum EQQX.DE drawdown of -31.17%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and EQQX.DE.


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Drawdown Indicators


CSNDX.MIEQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-31.17%

-0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-9.97%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-26.80%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-31.17%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.81%

0.00%

-0.81%

Average Drawdown

Average peak-to-trough decline

-5.43%

-7.99%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.36%

+0.01%

Volatility

CSNDX.MI vs. EQQX.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) and Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) have volatilities of 4.28% and 4.15%, 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


CSNDX.MIEQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.15%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

10.89%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

15.75%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

19.86%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

19.79%

-0.18%

CSNDX.MI vs. EQQX.DE - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than EQQX.DE's 0.20% expense ratio.


Dividends

CSNDX.MI vs. EQQX.DE - Dividend Comparison

Neither CSNDX.MI nor EQQX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, CSNDX.MI and EQQX.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, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQQX.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI tracks NASDAQ-100 Index, while EQQX.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for CSNDX.MI and 0.20% for EQQX.DE.

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