PortfoliosLab logoPortfoliosLab logo
CSNDX.MI vs. VUSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. VUSA.DE - 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%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.

Compare stocks, funds, or ETFs

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


Return for Risk

CSNDX.MI vs. VUSA.DE — 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

VUSA.DE
VUSA.DE Risk / Return Rank: 6969
Overall Rank
VUSA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUSA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
VUSA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUSA.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
VUSA.DE Martin Ratio Rank: 7070
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. 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.MIVUSA.DEDifference
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

CSNDX.MI vs. VUSA.DE - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is comparable to the VUSA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CSNDX.MI and VUSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CSNDX.MIVUSA.DEDifference

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.


Loading charts...

Drawdown Indicators


CSNDX.MIVUSA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.81%

-0.44%

-0.37%

Average Drawdown

Average peak-to-trough decline

-5.43%

-4.40%

-1.03%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


CSNDX.MIVUSA.DEDifference

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%.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for CSNDX.MI and VUSA.DE

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

Open Portfolio Optimizer