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

Performance

CSNDX.MI vs. IWFG - 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 NYLI Winslow Focused Large Cap Growth ETF (IWFG). 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 IWFG is traded in USD. To make them comparable, the IWFG 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 IWFG's 3.74% 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%

IWFG

1D
0.35%
1M
5.24%
YTD
3.74%
6M
1.94%
1Y
9.82%
3Y*
19.95%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. IWFG - Yearly Performance Comparison


2026 (YTD)2025202420232022
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-8.15%
IWFG
NYLI Winslow Focused Large Cap Growth ETF
3.74%0.76%46.64%34.25%1.97%

Correlation

The correlation between CSNDX.MI and IWFG is 0.66, 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

0.66

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2022

0.62

The correlation between CSNDX.MI and IWFG has been stable across timeframes, ranging from 0.62 to 0.66 - a consistent structural relationship.

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Return for Risk

CSNDX.MI vs. IWFG — 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

IWFG
IWFG Risk / Return Rank: 1919
Overall Rank
IWFG Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IWFG Sortino Ratio Rank: 2121
Sortino Ratio Rank
IWFG Omega Ratio Rank: 2121
Omega Ratio Rank
IWFG Calmar Ratio Rank: 1616
Calmar Ratio Rank
IWFG Martin Ratio Rank: 1818
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. IWFG - 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 NYLI Winslow Focused Large Cap Growth ETF (IWFG). 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.MIIWFGDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.42

1.11

+0.31

Calmar ratioReturn relative to maximum drawdown

3.79

0.51

+3.28

Martin ratioReturn relative to average drawdown

11.18

1.34

+9.85

CSNDX.MI vs. IWFG - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the IWFG Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CSNDX.MI and IWFG, 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.MIIWFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

0.59

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

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

1.02

+0.06

Drawdowns

CSNDX.MI vs. IWFG - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, which is greater than IWFG's maximum drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and IWFG.


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Drawdown Indicators


CSNDX.MIIWFGDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-27.18%

-4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-19.22%

+9.27%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-27.18%

+0.47%

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%

-2.41%

+1.60%

Average Drawdown

Average peak-to-trough decline

-5.43%

-5.32%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

7.35%

-3.98%

Volatility

CSNDX.MI vs. IWFG - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to NYLI Winslow Focused Large Cap Growth ETF (IWFG) at 3.35%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than IWFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNDX.MIIWFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

3.35%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

12.09%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

16.78%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

20.44%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

20.44%

-0.83%

CSNDX.MI vs. IWFG - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is lower than IWFG's 0.46% expense ratio.


Dividends

CSNDX.MI vs. IWFG - Dividend Comparison

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


PositionTTM2025202420232022
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
IWFG
NYLI Winslow Focused Large Cap Growth ETF
0.00%0.00%5.44%1.01%0.05%

Frequently Asked Questions


CSNDX.MI and IWFG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSNDX.MI is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSNDX.MI is cheaper with a 0.30% expense ratio, compared with 0.46% for IWFG.

CSNDX.MI is categorized as Nasdaq-100, while IWFG is Large Cap Growth Equities. They also come from different issuers: iShares and New York Life. Their fees differ too: 0.30% for CSNDX.MI and 0.46% for IWFG.

Portfolio Optimizer

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