CSNDX.MI vs. SXRW.DE
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, CSNDX.MI returned 21.25%/yr vs 8.60%/yr for SXRW.DE. A 0.52 correlation means they provide meaningful diversification when combined. CSNDX.MI charges 0.30%/yr vs 0.07%/yr for SXRW.DE.
Performance
CSNDX.MI vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CSNDX.MI achieves a 20.42% return, which is significantly higher than SXRW.DE's 7.72% return. Over the past 10 years, CSNDX.MI has outperformed SXRW.DE with an annualized return of 21.25%, while SXRW.DE has yielded a comparatively lower 8.60% 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%
SXRW.DE
- 1D
- -0.30%
- 1M
- 3.56%
- YTD
- 7.72%
- 6M
- 10.52%
- 1Y
- 20.05%
- 3Y*
- 14.43%
- 5Y*
- 11.47%
- 10Y*
- 8.60%
CSNDX.MI vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 7.72% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between CSNDX.MI and SXRW.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.52 |
The correlation between CSNDX.MI and SXRW.DE shifts across timeframes, from 0.35 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSNDX.MI vs. SXRW.DE — Risk / Return Rank
CSNDX.MI
SXRW.DE
CSNDX.MI vs. SXRW.DE - 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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). 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.MI | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.30 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.53 | +1.26 |
| Martin ratioReturn relative to average drawdown | 11.18 | 9.23 | +1.95 |
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Drawdowns
CSNDX.MI vs. SXRW.DE - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and SXRW.DE.
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Drawdown Indicators
| CSNDX.MI | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -40.31% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -7.91% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -16.86% | -9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -16.86% | -14.33% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | -40.31% | +9.12% |
Current DrawdownCurrent decline from peak | -0.81% | -1.63% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -6.02% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.15% | +1.22% |
Volatility
CSNDX.MI vs. SXRW.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.63%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSNDX.MI | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.63% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 10.23% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 12.24% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 14.14% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.89% | +2.72% |
CSNDX.MI vs. SXRW.DE - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.
Dividends
CSNDX.MI vs. SXRW.DE - Dividend Comparison
Neither CSNDX.MI nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
CSNDX.MI and SXRW.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while SXRW.DE is Europe Equities. CSNDX.MI tracks NASDAQ-100 Index, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.30% for CSNDX.MI and 0.07% for SXRW.DE.
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