CSSX5E.MI vs. CSNDX.MI
CSSX5E.MI (iShares Core EURO STOXX 50 ETF EUR Acc) and CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - CSSX5E.MI is a Europe Equities fund tracking the EURO STOXX® 50, while CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, CSSX5E.MI returned 10.41%/yr vs 21.38%/yr for CSNDX.MI. A 0.57 correlation means they provide meaningful diversification when combined. CSSX5E.MI charges 0.10%/yr vs 0.30%/yr for CSNDX.MI.
Performance
CSSX5E.MI vs. CSNDX.MI - Performance Comparison
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Returns By Period
In the year-to-date period, CSSX5E.MI achieves a 6.16% return, which is significantly lower than CSNDX.MI's 21.40% return. Over the past 10 years, CSSX5E.MI has underperformed CSNDX.MI with an annualized return of 10.41%, while CSNDX.MI has yielded a comparatively higher 21.38% annualized return.
CSSX5E.MI
- 1D
- -0.78%
- 1M
- 6.04%
- YTD
- 6.16%
- 6M
- 8.28%
- 1Y
- 15.57%
- 3Y*
- 15.01%
- 5Y*
- 11.33%
- 10Y*
- 10.41%
CSNDX.MI
- 1D
- 0.16%
- 1M
- 11.68%
- YTD
- 21.40%
- 6M
- 20.37%
- 1Y
- 38.93%
- 3Y*
- 25.18%
- 5Y*
- 18.85%
- 10Y*
- 21.38%
CSSX5E.MI vs. CSNDX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSX5E.MI iShares Core EURO STOXX 50 ETF EUR Acc | 6.16% | 23.04% | 10.93% | 22.79% | -9.22% | 23.62% | -2.24% | 29.02% | -11.96% | 9.95% |
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 21.40% | 6.74% | 35.09% | 50.07% | -30.24% | 39.83% | 35.45% | 41.91% | 3.62% | 16.34% |
Correlation
The correlation between CSSX5E.MI and CSNDX.MI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2010 | 0.57 |
The correlation between CSSX5E.MI and CSNDX.MI has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
CSSX5E.MI vs. CSNDX.MI — Risk / Return Rank
CSSX5E.MI
CSNDX.MI
CSSX5E.MI vs. CSNDX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). 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.
| CSSX5E.MI | CSNDX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.91 | -2.47 |
| Martin ratioReturn relative to average drawdown | 4.84 | 11.55 | -6.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSSX5E.MI | CSNDX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.50 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.95 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.08 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.08 | -0.67 |
Drawdowns
CSSX5E.MI vs. CSNDX.MI - Drawdown Comparison
The maximum CSSX5E.MI drawdown since its inception was -38.50%, which is greater than CSNDX.MI's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for CSSX5E.MI and CSNDX.MI.
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Drawdown Indicators
| CSSX5E.MI | CSNDX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.50% | -31.19% | -7.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -9.95% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.36% | -26.71% | +10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -31.19% | +7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.50% | -31.19% | -7.31% |
Current DrawdownCurrent decline from peak | -1.24% | 0.00% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.43% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 3.37% | -0.16% |
Volatility
CSSX5E.MI vs. CSNDX.MI - Volatility Comparison
iShares Core EURO STOXX 50 ETF EUR Acc (CSSX5E.MI) has a higher volatility of 5.55% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) at 4.17%. This indicates that CSSX5E.MI's price experiences larger fluctuations and is considered to be riskier than CSNDX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSX5E.MI | CSNDX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.17% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 10.75% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 15.68% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 19.79% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.32% | 19.61% | -1.29% |
CSSX5E.MI vs. CSNDX.MI - Expense Ratio Comparison
CSSX5E.MI has a 0.10% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.
Dividends
CSSX5E.MI vs. CSNDX.MI - Dividend Comparison
Neither CSSX5E.MI nor CSNDX.MI has paid dividends to shareholders.
Frequently Asked Questions
CSSX5E.MI and CSNDX.MI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSSX5E.MI is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSSX5E.MI is cheaper with a 0.10% expense ratio, compared with 0.30% for CSNDX.MI.
CSSX5E.MI is categorized as Europe Equities, while CSNDX.MI is Nasdaq-100. CSSX5E.MI tracks EURO STOXX® 50, while CSNDX.MI tracks NASDAQ-100 Index. Their fees differ too: 0.10% for CSSX5E.MI and 0.30% for CSNDX.MI.
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