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CSNDX.MI vs. VWRP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. VWRP.L - 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 FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

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

CSNDX.MI vs. VWRP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

VWRP.L
VWRP.L Risk / Return Rank: 8686
Overall Rank
VWRP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8888
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8585
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. 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.MIVWRP.LDifference
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

CSNDX.MI vs. VWRP.L - Sharpe Ratio Comparison

The current CSNDX.MI Sharpe Ratio is 2.42, which is comparable to the VWRP.L Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of CSNDX.MI and VWRP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.MIVWRP.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.81%

-1.63%

+0.82%

Average Drawdown

Average peak-to-trough decline

-5.42%

-4.60%

-0.82%

Ulcer Index

Depth 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.MIVWRP.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for CSNDX.MI and VWRP.L

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

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