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

Performance

CSNDX.MI vs. JEDI - 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 Defiance Drone & Modern Warfare ETF (JEDI). 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 JEDI is traded in USD. To make them comparable, the JEDI 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 lower than JEDI's 61.60% 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%

JEDI

1D
4.75%
1M
43.37%
YTD
61.60%
6M
64.77%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. JEDI - Yearly Performance Comparison


2026 (YTD)2025
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%4.23%
JEDI
Defiance Drone & Modern Warfare ETF
61.60%-4.11%

Correlation

The correlation between CSNDX.MI and JEDI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 29, 2025

0.31

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Return for Risk

CSNDX.MI vs. JEDI — 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

JEDI
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. JEDI - 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 Defiance Drone & Modern Warfare ETF (JEDI). 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.MIJEDIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.79

Martin ratioReturn relative to average drawdown

11.18

CSNDX.MI vs. JEDI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSNDX.MIJEDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

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

1.92

-0.85

Drawdowns

CSNDX.MI vs. JEDI - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, which is greater than JEDI's maximum drawdown of -20.73%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and JEDI.


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Drawdown Indicators


CSNDX.MIJEDIDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-20.73%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

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%

-8.29%

+7.48%

Average Drawdown

Average peak-to-trough decline

-5.43%

-9.46%

+4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

Volatility

CSNDX.MI vs. JEDI - Volatility Comparison


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Volatility by Period


CSNDX.MIJEDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

47.02%

-31.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

47.02%

-27.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

47.02%

-27.41%

CSNDX.MI vs. JEDI - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is lower than JEDI's 0.69% expense ratio.


Dividends

CSNDX.MI vs. JEDI - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSNDX.MI and JEDI have a correlation of 0.31, 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 0.69% for JEDI.

CSNDX.MI is categorized as Nasdaq-100, while JEDI is Aerospace & Defense. CSNDX.MI tracks NASDAQ-100 Index, while JEDI tracks BITA Drone & Modern Warfare Select Index. Their fees differ too: 0.30% for CSNDX.MI and 0.69% for JEDI.

Portfolio Optimizer

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