CSNDX.MI vs. VUSA.DE
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, CSNDX.MI returned 18.66%/yr vs 14.76%/yr for VUSA.DE. Their correlation of 0.90 suggests significant overlap in exposure. CSNDX.MI charges 0.30%/yr vs 0.07%/yr for VUSA.DE.
Performance
CSNDX.MI vs. VUSA.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 VUSA.DE's 11.38% 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%
VUSA.DE
- 1D
- -0.12%
- 1M
- 5.24%
- YTD
- 11.38%
- 6M
- 11.44%
- 1Y
- 25.59%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
CSNDX.MI vs. VUSA.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% | 3.49% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | 34.46% | -1.12% | 2.82% |
Correlation
The correlation between CSNDX.MI and VUSA.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.90 |
The correlation between CSNDX.MI and VUSA.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
CSNDX.MI vs. VUSA.DE — Risk / Return Rank
CSNDX.MI
VUSA.DE
CSNDX.MI vs. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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.
| CSNDX.MI | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.57 | +0.22 |
| Martin ratioReturn relative to average drawdown | 11.18 | 12.71 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSNDX.MI | VUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.20 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.96 | -0.03 |
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 | 0.89 | +0.18 |
Drawdowns
CSNDX.MI vs. VUSA.DE - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and VUSA.DE.
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Drawdown Indicators
| CSNDX.MI | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -33.63% | +2.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -7.13% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -23.24% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -23.24% | -7.95% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.44% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -4.40% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.01% | +1.36% |
Volatility
CSNDX.MI vs. VUSA.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than VUSA.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 | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 2.68% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 7.59% | +3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 11.58% | +4.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 15.17% | +4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.77% | +2.84% |
CSNDX.MI vs. VUSA.DE - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio.
Dividends
CSNDX.MI vs. VUSA.DE - Dividend Comparison
CSNDX.MI has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
With a correlation of 0.93, CSNDX.MI and VUSA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while VUSA.DE is S&P 500. CSNDX.MI tracks NASDAQ-100 Index, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CSNDX.MI and 0.07% for VUSA.DE.
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