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CSNDX.MI vs. SGLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. SGLP.L - 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 Physical Gold A (SGLP.L). 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 SGLP.L is traded in GBp. To make them comparable, the SGLP.L 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 SGLP.L's 2.24% return. Over the past 10 years, CSNDX.MI has outperformed SGLP.L with an annualized return of 21.25%, while SGLP.L has yielded a comparatively lower 12.36% annualized 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%

SGLP.L

1D
2.99%
1M
-4.02%
YTD
2.24%
6M
2.70%
1Y
26.71%
3Y*
27.77%
5Y*
19.42%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. SGLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-30.24%39.83%35.45%41.91%3.62%16.34%
SGLP.L
Invesco Physical Gold A
2.24%45.59%34.32%9.54%6.07%3.44%13.47%21.94%3.02%-2.36%

Correlation

The correlation between CSNDX.MI and SGLP.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.01

The correlation between CSNDX.MI and SGLP.L shifts across timeframes, from -0.01 (5 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSNDX.MI vs. SGLP.L — 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

SGLP.L
SGLP.L Risk / Return Rank: 3333
Overall Rank
SGLP.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SGLP.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SGLP.L Omega Ratio Rank: 4040
Omega Ratio Rank
SGLP.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
SGLP.L Martin Ratio Rank: 3030
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. SGLP.L - 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 Physical Gold A (SGLP.L). 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.MISGLP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.42

1.22

+0.20

Calmar ratioReturn relative to maximum drawdown

3.79

1.21

+2.58

Martin ratioReturn relative to average drawdown

11.18

3.64

+7.54

CSNDX.MI vs. SGLP.L - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the SGLP.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of CSNDX.MI and SGLP.L, 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. SGLP.L - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum SGLP.L drawdown of -61.13%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and SGLP.L.


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Drawdown Indicators


CSNDX.MISGLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-61.13%

+29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-22.00%

+12.05%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-22.00%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-22.00%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-22.00%

-9.19%

Current Drawdown

Current decline from peak

-0.81%

-17.45%

+16.64%

Average Drawdown

Average peak-to-trough decline

-5.42%

-31.46%

+26.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

7.32%

-3.95%

Volatility

CSNDX.MI vs. SGLP.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.28%, while Invesco Physical Gold A (SGLP.L) has a volatility of 7.44%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than SGLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSNDX.MISGLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

7.44%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

20.92%

-10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

23.86%

-8.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

21.87%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

18.03%

+1.58%

CSNDX.MI vs. SGLP.L - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than SGLP.L's 0.12% expense ratio.


Dividends

CSNDX.MI vs. SGLP.L - Dividend Comparison

Neither CSNDX.MI nor SGLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSNDX.MI and SGLP.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SGLP.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SGLP.L is cheaper with a 0.12% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while SGLP.L is Gold. CSNDX.MI tracks NASDAQ-100 Index, while SGLP.L tracks Gold. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for CSNDX.MI and 0.12% for SGLP.L.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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