CSNDX.MI vs. VWRA.L
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating) are both exchange-traded funds - CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VWRA.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, CSNDX.MI returned 18.66%/yr vs 12.32%/yr for VWRA.L. Their correlation of 0.80 suggests significant overlap in exposure. CSNDX.MI charges 0.30%/yr vs 0.22%/yr for VWRA.L.
Performance
CSNDX.MI vs. VWRA.L - Performance Comparison
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Different Trading Currencies
CSNDX.MI is traded in EUR, while VWRA.L is traded in USD. To make them comparable, the VWRA.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 VWRA.L's 13.03% 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%
VWRA.L
- 1D
- 0.00%
- 1M
- 5.12%
- YTD
- 13.03%
- 6M
- 13.50%
- 1Y
- 26.69%
- 3Y*
- 17.92%
- 5Y*
- 12.32%
- 10Y*
- —
CSNDX.MI vs. VWRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.42% | 6.74% | 35.09% | 50.07% | -30.24% | 39.83% | 35.45% | 8.09% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 12.86% | 7.92% | 25.41% | 18.61% | -13.03% | 27.32% | 6.62% | 6.72% |
Correlation
The correlation between CSNDX.MI and VWRA.L is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2019 | 0.80 |
The correlation between CSNDX.MI and VWRA.L has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
CSNDX.MI vs. VWRA.L — Risk / Return Rank
CSNDX.MI
VWRA.L
CSNDX.MI vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.
| CSNDX.MI | VWRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 4.16 | -0.37 |
| Martin ratioReturn relative to average drawdown | 11.18 | 15.93 | -4.75 |
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 | VWRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.16 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.84 | +0.09 |
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 | 0.76 | +0.31 |
Drawdowns
CSNDX.MI vs. VWRA.L - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, smaller than the maximum VWRA.L drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and VWRA.L.
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Drawdown Indicators
| CSNDX.MI | VWRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -33.09% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -6.39% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -20.09% | -6.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -20.09% | -11.10% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -0.45% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -5.43% | -4.68% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 1.67% | +1.70% |
Volatility
CSNDX.MI vs. VWRA.L - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.51%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than VWRA.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.MI | VWRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.51% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 9.30% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 12.33% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 14.58% | +5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 16.76% | +2.85% |
CSNDX.MI vs. VWRA.L - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Dividends
CSNDX.MI vs. VWRA.L - Dividend Comparison
Neither CSNDX.MI nor VWRA.L has paid dividends to shareholders.
Frequently Asked Questions
CSNDX.MI and VWRA.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while VWRA.L is Global Equities. CSNDX.MI tracks NASDAQ-100 Index, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for CSNDX.MI and 0.22% for VWRA.L.
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