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

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.

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CSNDX.MI vs. QQQM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
-4.43%6.74%35.09%50.07%-30.24%39.83%1.04%
QQQM
Invesco NASDAQ 100 ETF
-3.29%6.51%33.98%50.36%-28.34%36.98%2.53%
Different Trading Currencies

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

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CSNDX.MI at -4.43% and QQQM at -4.43%.


CSNDX.MI

1D
2.48%
1M
-2.43%
YTD
-4.43%
6M
-1.31%
1Y
15.90%
3Y*
20.34%
5Y*
13.32%
10Y*
18.54%

QQQM

1D
0.00%
1M
-3.91%
YTD
-4.43%
6M
-2.65%
1Y
14.59%
3Y*
19.81%
5Y*
13.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

CSNDX.MI vs. QQQM — 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: 4040
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 4040
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 3939
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 4343
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 4040
Martin Ratio Rank

QQQM
QQQM Risk / Return Rank: 6666
Overall Rank
QQQM Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QQQM Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQM Omega Ratio Rank: 6363
Omega Ratio Rank
QQQM Calmar Ratio Rank: 7575
Calmar Ratio Rank
QQQM Martin Ratio Rank: 6969
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. QQQM - 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 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.


CSNDX.MIQQQMDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.60

+0.18

Sortino ratio

Return per unit of downside risk

1.18

0.99

+0.19

Omega ratio

Gain probability vs. loss probability

1.16

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.18

1.10

+0.08

Martin ratio

Return relative to average drawdown

3.93

3.70

+0.23

CSNDX.MI vs. QQQM - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 0.77, which is comparable to the QQQM Sharpe Ratio of 0.60. 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.


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Sharpe Ratios by Period


CSNDX.MIQQQMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.60

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.61

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.65

+0.34

Correlation

The correlation between CSNDX.MI and QQQM is 0.62, 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.


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 0.53%.


TTM202520242023202220212020
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%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%, roughly equal to the maximum QQQM drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and QQQM.


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Drawdown Indicators


CSNDX.MIQQQMDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-35.04%

+3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-12.55%

-0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-35.04%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-7.65%

-7.86%

+0.21%

Average Drawdown

Average peak-to-trough decline

-5.47%

-8.47%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

3.44%

+0.61%

Volatility

CSNDX.MI vs. QQQM - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.91%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 5.46%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNDX.MIQQQMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

5.46%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

12.97%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

24.58%

-3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

21.89%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

21.89%

-2.27%