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CSNDX.MI vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSNDX.MI and QQQM is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

CSNDX.MI vs. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
11.53%
9.99%
CSNDX.MI
QQQM

Key characteristics

Sharpe Ratio

CSNDX.MI:

1.57

QQQM:

1.31

Sortino Ratio

CSNDX.MI:

2.12

QQQM:

1.79

Omega Ratio

CSNDX.MI:

1.30

QQQM:

1.24

Calmar Ratio

CSNDX.MI:

2.01

QQQM:

1.77

Martin Ratio

CSNDX.MI:

6.63

QQQM:

6.11

Ulcer Index

CSNDX.MI:

4.07%

QQQM:

3.92%

Daily Std Dev

CSNDX.MI:

17.35%

QQQM:

18.29%

Max Drawdown

CSNDX.MI:

-31.19%

QQQM:

-35.05%

Current Drawdown

CSNDX.MI:

-1.30%

QQQM:

-2.47%

Returns By Period

The year-to-date returns for both investments are quite close, with CSNDX.MI having a 2.80% return and QQQM slightly higher at 2.93%.


CSNDX.MI

YTD

2.80%

1M

-0.20%

6M

19.36%

1Y

27.02%

5Y*

19.28%

10Y*

18.67%

QQQM

YTD

2.93%

1M

-1.01%

6M

9.98%

1Y

20.88%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


CSNDX.MI vs. QQQM - Expense Ratio Comparison

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


CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CSNDX.MI: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

CSNDX.MI vs. QQQM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSNDX.MI
The Risk-Adjusted Performance Rank of CSNDX.MI is 6565
Overall Rank
The Sharpe Ratio Rank of CSNDX.MI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of CSNDX.MI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CSNDX.MI is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CSNDX.MI is 6565
Calmar Ratio Rank
The Martin Ratio Rank of CSNDX.MI is 6060
Martin Ratio Rank

QQQM
The Risk-Adjusted Performance Rank of QQQM is 5656
Overall Rank
The Sharpe Ratio Rank of QQQM is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 5252
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 5454
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSNDX.MI vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) and Invesco NASDAQ 100 ETF (QQQM). 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.


Sharpe ratio
The chart of Sharpe ratio for CSNDX.MI, currently valued at 1.26, compared to the broader market0.002.004.001.261.05
The chart of Sortino ratio for CSNDX.MI, currently valued at 1.77, compared to the broader market0.005.0010.001.771.46
The chart of Omega ratio for CSNDX.MI, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.20
The chart of Calmar ratio for CSNDX.MI, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.681.39
The chart of Martin ratio for CSNDX.MI, currently valued at 5.66, compared to the broader market0.0020.0040.0060.0080.00100.005.664.78
CSNDX.MI
QQQM

The current CSNDX.MI Sharpe Ratio is 1.57, which is comparable to the QQQM Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CSNDX.MI and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.26
1.05
CSNDX.MI
QQQM

Dividends

CSNDX.MI vs. QQQM - Dividend Comparison

CSNDX.MI has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.59%0.61%0.65%0.83%0.40%0.16%

Drawdowns

CSNDX.MI vs. QQQM - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and QQQM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.01%
-2.47%
CSNDX.MI
QQQM

Volatility

CSNDX.MI vs. QQQM - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 5.44% compared to Invesco NASDAQ 100 ETF (QQQM) at 4.98%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.44%
4.98%
CSNDX.MI
QQQM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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