PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CSNDX.MI vs. IBGL.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSNDX.MI vs. IBGL.MI

Last updated Jun 5, 2026

CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term Index. Both are passively managed. Over the past 10 years, CSNDX.MI returned 21.25%/yr vs -2.05%/yr for IBGL.MI. At a correlation of -0.01, they often move in opposite directions. CSNDX.MI charges 0.30%/yr vs 0.15%/yr for IBGL.MI.

Performance

CSNDX.MI vs. IBGL.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 € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than IBGL.MI's 0.05% return. Over the past 10 years, CSNDX.MI has outperformed IBGL.MI with an annualized return of 21.25%, while IBGL.MI has yielded a comparatively lower -2.05% 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%

IBGL.MI

1D
0.11%
1M
0.86%
YTD
0.05%
6M
-0.53%
1Y
-3.06%
3Y*
0.28%
5Y*
-7.30%
10Y*
-2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. IBGL.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%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist		0.05%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%

Correlation

The correlation between CSNDX.MI and IBGL.MI is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.09

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

0.07

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

0.02

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2010

-0.01

The correlation between CSNDX.MI and IBGL.MI shifts across timeframes, from -0.01 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares NASDAQ 100 UCITS ETF USD (Acc)

iShares € Govt Bond 15-30yr UCITS ETF EUR Dist

Often compared with CSNDX.MI:
CSNDX.MI vs. CNDX.ASCSNDX.MI vs. QQQCSNDX.MI vs. QQQMCSNDX.MI vs. CNDX.LCSNDX.MI vs. CSPX.LCSNDX.MI vs. IUIT.LCSNDX.MI vs. VWCE.DE
Often compared with IBGL.MI:
IBGL.MI vs. TLT5.LIBGL.MI vs. TLTIBGL.MI vs. ZROZIBGL.MI vs. IWMO.MIIBGL.MI vs. IUSA.MIIBGL.MI vs. CSSX5E.MIIBGL.MI vs. CSSPX.MI

Return for Risk

CSNDX.MI vs. IBGL.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
IBGL.MI
IBGL.MI Risk / Return Rank: 55
Overall Rank
IBGL.MI Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 55
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 66
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 55
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 55
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. IBGL.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 € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.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.MIIBGL.MIDifference
Sharpe ratioReturn per unit of total volatility
2.42
-0.33

+2.74

Sortino ratioReturn per unit of downside risk
3.20
-0.40

+3.61

Omega ratioGain probability vs. loss probability

1.42

0.95

+0.47

Calmar ratioReturn relative to maximum drawdown

3.79

-0.49

+4.28

Martin ratioReturn relative to average drawdown

11.18

-0.89

+12.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

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

Loading charts...

Sharpe Ratios by Period

CSNDX.MIIBGL.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

-0.33

+2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

-0.53

+1.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

-0.18

+1.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.27

+0.80

Drawdowns

CSNDX.MI vs. IBGL.MI - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum IBGL.MI drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and IBGL.MI.

Loading charts...

Drawdown Indicators

CSNDX.MIIBGL.MIDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-43.83%

+12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-6.26%

-3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-12.10%

-14.61%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-42.23%

+11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-43.83%

+12.64%

Current Drawdown

Current decline from peak

-0.81%

-37.39%

+36.58%

Average Drawdown

Average peak-to-trough decline

-5.43%

-12.22%

+6.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.45%

-0.08%

Volatility

CSNDX.MI vs. IBGL.MI - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) at 3.55%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than IBGL.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CSNDX.MIIBGL.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

3.55%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

7.20%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

9.27%

+6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

13.56%

+6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

11.50%

+8.11%

CSNDX.MI vs. IBGL.MI - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than IBGL.MI's 0.15% expense ratio.

Dividends

CSNDX.MI vs. IBGL.MI - Dividend Comparison

CSNDX.MI has not paid dividends to shareholders, while IBGL.MI's dividend yield for the trailing twelve months is around 3.67%.

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%
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist		3.67%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%

Frequently Asked Questions

CSNDX.MI and IBGL.MI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGL.MI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while IBGL.MI is European Government Bonds. CSNDX.MI tracks NASDAQ-100 Index, while IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index. Their fees differ too: 0.30% for CSNDX.MI and 0.15% for IBGL.MI.

Portfolio Optimizer

Find the right allocation for CSNDX.MI and IBGL.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