CSUS.AS vs. ^NDX
CSUS.AS (iShares MSCI USA UCITS ETF USD (Acc)) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, CSUS.AS returned 14.34%/yr vs 19.95%/yr for ^NDX. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
CSUS.AS vs. ^NDX - Performance Comparison
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Different Trading Currencies
CSUS.AS is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSUS.AS achieves a 12.98% return, which is significantly lower than ^NDX's 19.64% return. Over the past 10 years, CSUS.AS has underperformed ^NDX with an annualized return of 14.34%, while ^NDX has yielded a comparatively higher 19.95% annualized return.
CSUS.AS
- 1D
- 0.00%
- 1M
- 1.93%
- 6M
- 10.53%
- YTD
- 12.98%
- 1Y
- 24.85%
- 3Y*
- 19.35%
- 5Y*
- 13.23%
- 10Y*
- 14.34%
^NDX
- 1D
- 0.00%
- 1M
- -0.39%
- 6M
- 16.88%
- YTD
- 19.64%
- 1Y
- 30.66%
- 3Y*
- 22.52%
- 5Y*
- 15.64%
- 10Y*
- 19.95%
CSUS.AS vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUS.AS iShares MSCI USA UCITS ETF USD (Acc) | 12.98% | 4.04% | 33.96% | 22.33% | -15.27% | 37.95% | 10.18% | 32.81% | -0.73% | 6.52% |
^NDX NASDAQ 100 Index | 17.98% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between CSUS.AS and ^NDX is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2014 | 0.55 |
The correlation between CSUS.AS and ^NDX shifts across timeframes, from 0.51 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSUS.AS vs. ^NDX — Risk / Return Rank
CSUS.AS
^NDX
CSUS.AS vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and NASDAQ 100 Index (^NDX). 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.
| CSUS.AS | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.75 | +0.62 |
| Martin ratioReturn relative to average drawdown | 11.66 | 8.31 | +3.35 |
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Drawdowns
CSUS.AS vs. ^NDX - Drawdown Comparison
The maximum CSUS.AS drawdown since its inception was -34.08%, smaller than the maximum ^NDX drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and ^NDX.
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Drawdown Indicators
| CSUS.AS | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.08% | -46.44% | +12.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -11.19% | +3.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.49% | -27.30% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.49% | -31.53% | +8.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -31.53% | -2.55% |
Current DrawdownCurrent decline from peak | -0.17% | -3.17% | +3.00% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -8.01% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.70% | -1.57% |
Volatility
CSUS.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 2.98%, while NASDAQ 100 Index (^NDX) has a volatility of 6.83%. This indicates that CSUS.AS experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUS.AS | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 6.83% | -3.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 14.22% | -5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.88% | 18.36% | -6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 22.57% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 22.98% | -6.72% |
Frequently Asked Questions
CSUS.AS and ^NDX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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