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

Performance

CSNDX.MI vs. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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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 XBLC.L's 1.01% return.


CSNDX.MI

1D
-0.81%
1M
3.91%
YTD
20.42%
6M
22.03%
1Y
39.23%
3Y*
24.49%
5Y*
18.66%
10Y*
21.25%

XBLC.L

1D
0.27%
1M
1.30%
YTD
1.01%
6M
1.22%
1Y
2.47%
3Y*
4.76%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. XBLC.L - 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%7.73%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
1.01%2.95%4.36%7.50%-13.29%-1.05%2.52%6.28%-1.53%0.63%

Correlation

The correlation between CSNDX.MI and XBLC.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.22

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Return for Risk

CSNDX.MI vs. XBLC.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

XBLC.L
XBLC.L Risk / Return Rank: 2323
Overall Rank
XBLC.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 2424
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2525
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. XBLC.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 Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.MIXBLC.LDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.42

1.16

+0.26

Calmar ratioReturn relative to maximum drawdown

3.79

0.92

+2.87

Martin ratioReturn relative to average drawdown

11.18

3.15

+8.03

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

The current CSNDX.MI Sharpe Ratio is 2.42, which is higher than the XBLC.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CSNDX.MI and XBLC.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. XBLC.L - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, which is greater than XBLC.L's maximum drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and XBLC.L.


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Drawdown Indicators


CSNDX.MIXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-17.18%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-2.67%

-7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-2.67%

-24.04%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-17.18%

-14.01%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.81%

-0.60%

-0.21%

Average Drawdown

Average peak-to-trough decline

-5.42%

-4.49%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

0.78%

+2.59%

Volatility

CSNDX.MI vs. XBLC.L - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a higher volatility of 4.28% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) at 1.08%. This indicates that CSNDX.MI's price experiences larger fluctuations and is considered to be riskier than XBLC.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.MIXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

1.08%

+3.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

2.66%

+8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

3.01%

+12.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

4.39%

+15.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

4.70%

+14.91%

CSNDX.MI vs. XBLC.L - Expense Ratio Comparison

CSNDX.MI has a 0.30% expense ratio, which is higher than XBLC.L's 0.12% expense ratio.


Dividends

CSNDX.MI vs. XBLC.L - Dividend Comparison

Neither CSNDX.MI nor XBLC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSNDX.MI and XBLC.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBLC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBLC.L is cheaper with a 0.12% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while XBLC.L is European Corporate Bonds. CSNDX.MI tracks NASDAQ-100 Index, while XBLC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CSNDX.MI and 0.12% for XBLC.L.

Portfolio Optimizer

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