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

Performance

CSNDX.MI vs. IBIT - 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 Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSNDX.MI is traded in EUR, while IBIT is traded in USD. To make them comparable, the IBIT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than IBIT's -22.99% 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%

IBIT

1D
4.49%
1M
-15.55%
YTD
-22.99%
6M
-21.37%
1Y
-37.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%34.31%
IBIT
iShares Bitcoin Trust ETF
-22.99%-17.52%101.23%

Correlation

The correlation between CSNDX.MI and IBIT is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.25

The correlation between CSNDX.MI and IBIT shifts across timeframes, from 0.25 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSNDX.MI vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 33
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.MIIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.26

Sortino ratioReturn per unit of downside risk

+4.35

Omega ratioGain probability vs. loss probability

1.42

0.87

+0.55

Calmar ratioReturn relative to maximum drawdown

3.79

-0.72

+4.51

Martin ratioReturn relative to average drawdown

11.18

-1.25

+12.44

CSNDX.MI vs. IBIT - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the IBIT Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of CSNDX.MI and IBIT, 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. IBIT - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum IBIT drawdown of -51.31%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and IBIT.


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Drawdown Indicators


CSNDX.MIIBITDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-51.31%

+20.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-51.31%

+41.36%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.81%

-46.52%

+45.71%

Average Drawdown

Average peak-to-trough decline

-5.42%

-16.98%

+11.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

29.63%

-26.26%

Volatility

CSNDX.MI vs. IBIT - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.28%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.33%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNDX.MIIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

12.33%

-8.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

34.46%

-23.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

43.87%

-28.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

50.24%

-30.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

50.24%

-30.63%

CSNDX.MI vs. IBIT - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

CSNDX.MI vs. IBIT - Dividend Comparison

Neither CSNDX.MI nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSNDX.MI and IBIT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBIT is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while IBIT is Cryptocurrency. CSNDX.MI tracks NASDAQ-100 Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. Their fees differ too: 0.30% for CSNDX.MI and 0.25% for IBIT.

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