CSNDX.MI vs. VWRP.L
CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) and VWRP.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 VWRP.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 11.90%/yr for VWRP.L. Their correlation of 0.82 suggests significant overlap in exposure. CSNDX.MI charges 0.30%/yr vs 0.22%/yr for VWRP.L.
Performance
CSNDX.MI vs. VWRP.L - Performance Comparison
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Different Trading Currencies
CSNDX.MI is traded in EUR, while VWRP.L is traded in GBP. To make them comparable, the VWRP.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 VWRP.L's 11.79% return.
CSNDX.MI
- 1D
- -0.81%
- 1M
- 2.98%
- YTD
- 20.42%
- 6M
- 22.03%
- 1Y
- 39.23%
- 3Y*
- 24.49%
- 5Y*
- 18.66%
- 10Y*
- 21.25%
VWRP.L
- 1D
- 1.57%
- 1M
- 1.25%
- YTD
- 11.79%
- 6M
- 13.20%
- 1Y
- 26.28%
- 3Y*
- 16.93%
- 5Y*
- 11.90%
- 10Y*
- —
CSNDX.MI vs. VWRP.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% | 8.96% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 11.79% | 8.00% | 25.37% | 18.09% | -13.13% | 27.81% | 6.17% | 7.65% |
Correlation
The correlation between CSNDX.MI and VWRP.L is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.82 |
The correlation between CSNDX.MI and VWRP.L has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
CSNDX.MI vs. VWRP.L — Risk / Return Rank
CSNDX.MI
VWRP.L
CSNDX.MI vs. VWRP.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 (VWRP.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.MI | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 3.79 | 0.00 |
| Martin ratioReturn relative to average drawdown | 11.18 | 15.57 | -4.39 |
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Drawdowns
CSNDX.MI vs. VWRP.L - Drawdown Comparison
The maximum CSNDX.MI drawdown since its inception was -31.19%, roughly equal to the maximum VWRP.L drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and VWRP.L.
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Drawdown Indicators
| CSNDX.MI | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -32.57% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -6.69% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -26.71% | -19.97% | -6.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -19.97% | -11.22% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | — | — |
Current DrawdownCurrent decline from peak | -0.81% | -1.63% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -4.60% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 1.63% | +1.74% |
Volatility
CSNDX.MI vs. VWRP.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 (VWRP.L) at 3.22%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than VWRP.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 | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.22% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 8.31% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 11.33% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 13.70% | +6.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 15.96% | +3.65% |
CSNDX.MI vs. VWRP.L - Expense Ratio Comparison
CSNDX.MI has a 0.30% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Dividends
CSNDX.MI vs. VWRP.L - Dividend Comparison
Neither CSNDX.MI nor VWRP.L has paid dividends to shareholders.
Frequently Asked Questions
CSNDX.MI and VWRP.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.30% for CSNDX.MI.
CSNDX.MI is categorized as Nasdaq-100, while VWRP.L is Global Equities. CSNDX.MI tracks NASDAQ-100 Index, while VWRP.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 VWRP.L.
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