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CSNDX.MI vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. EXS1.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 iShares Core DAX UCITS ETF (DE) (EXS1.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 higher than EXS1.DE's 1.11% return. Over the past 10 years, CSNDX.MI has outperformed EXS1.DE with an annualized return of 21.25%, while EXS1.DE has yielded a comparatively lower 9.41% annualized return.


CSNDX.MI

1D
-0.81%
1M
3.91%
YTD
20.42%
6M
22.03%
1Y
39.23%
3Y*
24.49%
5Y*
18.66%
10Y*
21.25%

EXS1.DE

1D
1.03%
1M
3.90%
YTD
1.11%
6M
2.45%
1Y
5.29%
3Y*
14.40%
5Y*
9.01%
10Y*
9.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. EXS1.DE - 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%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.11%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%

Correlation

The correlation between CSNDX.MI and EXS1.DE is 0.54, 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

0.54

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

0.50

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

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.56

The correlation between CSNDX.MI and EXS1.DE has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

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Return for Risk

CSNDX.MI vs. EXS1.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

EXS1.DE
EXS1.DE Risk / Return Rank: 1414
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1616
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. EXS1.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 iShares Core DAX UCITS ETF (DE) (EXS1.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSNDX.MIEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.09

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.42

1.07

+0.36

Calmar ratioReturn relative to maximum drawdown

3.79

0.43

+3.36

Martin ratioReturn relative to average drawdown

11.18

1.32

+9.86

CSNDX.MI vs. EXS1.DE - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the EXS1.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of CSNDX.MI and EXS1.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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Drawdowns

CSNDX.MI vs. EXS1.DE - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum EXS1.DE drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and EXS1.DE.


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Drawdown Indicators


CSNDX.MIEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-55.14%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-12.39%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-15.93%

-10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-26.69%

-4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-38.68%

+7.49%

Current Drawdown

Current decline from peak

-0.81%

-2.49%

+1.68%

Average Drawdown

Average peak-to-trough decline

-5.42%

-11.70%

+6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.98%

-0.61%

Volatility

CSNDX.MI vs. EXS1.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) and iShares Core DAX UCITS ETF (DE) (EXS1.DE) have volatilities of 4.28% and 4.45%, 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.MIEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.45%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

13.12%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

16.18%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

17.21%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

18.32%

+1.29%

CSNDX.MI vs. EXS1.DE - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than EXS1.DE's 0.16% expense ratio.


Dividends

CSNDX.MI vs. EXS1.DE - Dividend Comparison

Neither CSNDX.MI nor EXS1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%

Frequently Asked Questions


CSNDX.MI and EXS1.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while EXS1.DE is Europe Equities. CSNDX.MI tracks NASDAQ-100 Index, while EXS1.DE tracks DAX®. Their fees differ too: 0.30% for CSNDX.MI and 0.16% for EXS1.DE.

Portfolio Optimizer

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