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

Performance

CSNDX.MI vs. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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 XDWT.L is traded in USD. To make them comparable, the XDWT.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 lower than XDWT.L's 25.51% return. Over the past 10 years, CSNDX.MI has underperformed XDWT.L with an annualized return of 21.25%, while XDWT.L has yielded a comparatively higher 24.01% annualized 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%

XDWT.L

1D
-2.01%
1M
14.68%
YTD
25.51%
6M
23.93%
1Y
48.86%
3Y*
29.31%
5Y*
22.50%
10Y*
24.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSNDX.MI vs. XDWT.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%16.34%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.51%7.89%42.74%50.18%-27.13%39.57%32.55%49.58%1.40%20.80%

Correlation

The correlation between CSNDX.MI and XDWT.L is 0.90, 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

0.90

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

0.84

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

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2016

0.87

The correlation between CSNDX.MI and XDWT.L has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

CSNDX.MI vs. XDWT.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

XDWT.L
XDWT.L Risk / Return Rank: 6868
Overall Rank
XDWT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6969
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5454
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. XDWT.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 MSCI World Information Technology UCITS ETF 1C (XDWT.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.MIXDWT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

3.79

3.05

+0.73

Martin ratioReturn relative to average drawdown

11.18

8.02

+3.16

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

The current CSNDX.MI Sharpe Ratio is 2.42, which is comparable to the XDWT.L Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of CSNDX.MI and XDWT.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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Sharpe Ratios by Period


CSNDX.MIXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.34

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.97

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

1.10

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.09

-0.01

Drawdowns

CSNDX.MI vs. XDWT.L - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, roughly equal to the maximum XDWT.L drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and XDWT.L.


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Drawdown Indicators


CSNDX.MIXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-31.39%

+0.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-15.92%

+5.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-29.64%

+2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-29.64%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-31.39%

+0.20%

Current Drawdown

Current decline from peak

-0.81%

-2.53%

+1.72%

Average Drawdown

Average peak-to-trough decline

-5.43%

-5.94%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

6.07%

-2.70%

Volatility

CSNDX.MI vs. XDWT.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.28%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.26%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than XDWT.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.MIXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

7.26%

-2.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

15.56%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

20.76%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

23.24%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

22.21%

-2.60%

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

CSNDX.MI has a 0.30% expense ratio, which is higher than XDWT.L's 0.25% expense ratio.


Dividends

CSNDX.MI vs. XDWT.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, CSNDX.MI and XDWT.L 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, XDWT.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.L is cheaper with a 0.25% expense ratio, compared with 0.30% for CSNDX.MI.

CSNDX.MI is categorized as Nasdaq-100, while XDWT.L is Technology Equities. CSNDX.MI tracks NASDAQ-100 Index, while XDWT.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CSNDX.MI and 0.25% for XDWT.L.

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