CSUS.AS vs. ^NDX
Compare and contrast key facts about iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and NASDAQ 100 (^NDX).
CSUS.AS is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 12, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSUS.AS or ^NDX.
Key characteristics
| CSUS.AS | ^NDX | |
|---|---|---|
| YTD Return | 33.13% | 25.02% |
| 1Y Return | 38.80% | 33.04% |
| 3Y Return (Ann) | 12.01% | 9.12% |
| 5Y Return (Ann) | 16.13% | 20.47% |
| 10Y Return (Ann) | 14.57% | 17.45% |
| Sharpe Ratio | 3.21 | 2.05 |
| Sortino Ratio | 4.29 | 2.71 |
| Omega Ratio | 1.68 | 1.37 |
| Calmar Ratio | 4.53 | 2.64 |
| Martin Ratio | 20.12 | 9.55 |
| Ulcer Index | 1.94% | 3.76% |
| Daily Std Dev | 12.13% | 17.53% |
| Max Drawdown | -34.08% | -82.90% |
| Current Drawdown | 0.00% | -0.38% |
Correlation
The correlation between CSUS.AS and ^NDX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CSUS.AS vs. ^NDX - Performance Comparison
In the year-to-date period, CSUS.AS achieves a 33.13% return, which is significantly higher than ^NDX's 25.02% return. Over the past 10 years, CSUS.AS has underperformed ^NDX with an annualized return of 14.57%, while ^NDX has yielded a comparatively higher 17.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CSUS.AS vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and NASDAQ 100 (^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.
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 -82.90%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and ^NDX. For additional features, visit the drawdowns tool.
Volatility
CSUS.AS vs. ^NDX - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 3.48%, while NASDAQ 100 (^NDX) has a volatility of 4.91%. 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.