PortfoliosLab logoPortfoliosLab logo
CSNDX.MI vs. XNAS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSNDX.MI vs. XNAS.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 NASDAQ 100 UCITS ETF (XNAS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

CSNDX.MI is traded in EUR, while XNAS.L is traded in USD. To make them comparable, the XNAS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CSNDX.MI having a 20.42% return and XNAS.L slightly higher at 21.03%.


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%

XNAS.L

1D
-0.81%
1M
9.26%
YTD
21.03%
6M
19.48%
1Y
38.05%
3Y*
24.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-10.35%
XNAS.L
Xtrackers NASDAQ 100 UCITS ETF
21.03%5.61%34.96%51.72%-9.55%

Correlation

The correlation between CSNDX.MI and XNAS.L is 0.94, 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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2022

0.93

The correlation between CSNDX.MI and XNAS.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CSNDX.MI vs. XNAS.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

XNAS.L
XNAS.L Risk / Return Rank: 7676
Overall Rank
XNAS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XNAS.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XNAS.L Omega Ratio Rank: 7575
Omega Ratio Rank
XNAS.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
XNAS.L Martin Ratio Rank: 7171
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. XNAS.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 NASDAQ 100 UCITS ETF (XNAS.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.MIXNAS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.79

3.72

+0.07

Martin ratioReturn relative to average drawdown

11.18

11.08

+0.11

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

The current CSNDX.MI Sharpe Ratio is 2.42, which is comparable to the XNAS.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CSNDX.MI and XNAS.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.


Loading charts...

Sharpe Ratios by Period


CSNDX.MIXNAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.31

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

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

1.37

-0.30

Drawdowns

CSNDX.MI vs. XNAS.L - Drawdown Comparison

The maximum CSNDX.MI drawdown since its inception was -31.19%, which is greater than XNAS.L's maximum drawdown of -26.34%. Use the drawdown chart below to compare losses from any high point for CSNDX.MI and XNAS.L.


Loading charts...

Drawdown Indicators


CSNDX.MIXNAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-26.34%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-10.13%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

-26.34%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.81%

-0.81%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.43%

-4.04%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.42%

-0.05%

Volatility

CSNDX.MI vs. XNAS.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) is 4.28%, while Xtrackers NASDAQ 100 UCITS ETF (XNAS.L) has a volatility of 4.67%. This indicates that CSNDX.MI experiences smaller price fluctuations and is considered to be less risky than XNAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CSNDX.MIXNAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.67%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

11.67%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

16.32%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

19.59%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

19.59%

+0.02%

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

CSNDX.MI has a 0.30% expense ratio, which is higher than XNAS.L's 0.20% expense ratio.


Dividends

CSNDX.MI vs. XNAS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, CSNDX.MI and XNAS.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, XNAS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.L is cheaper with a 0.20% expense ratio, compared with 0.30% for CSNDX.MI.

Both ETFs track NASDAQ-100 Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for CSNDX.MI and 0.20% for XNAS.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer