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CU71.L vs. CNDX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU71.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CU71.L is traded in GBp, while CNDX.L is traded in USD. To make them comparable, the CNDX.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CU71.L achieves a -0.39% return, which is significantly lower than CNDX.L's 20.90% return. Over the past 10 years, CU71.L has underperformed CNDX.L with an annualized return of 2.15%, while CNDX.L has yielded a comparatively higher 22.74% annualized return.


CU71.L

1D
0.05%
1M
0.94%
YTD
-0.39%
6M
-1.09%
1Y
3.97%
3Y*
1.07%
5Y*
1.42%
10Y*
2.15%

CNDX.L

1D
0.16%
1M
11.63%
YTD
20.90%
6M
19.16%
1Y
42.84%
3Y*
25.37%
5Y*
19.03%
10Y*
22.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU71.L vs. CNDX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.39%-0.08%3.77%-1.43%1.45%-1.10%3.33%2.76%7.03%-7.76%
CNDX.L
iShares NASDAQ 100 UCITS ETF
20.90%11.22%28.66%48.50%-25.54%29.17%43.97%32.82%4.84%20.91%

Correlation

The correlation between CU71.L and CNDX.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

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

0.01

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

-0.08

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2013

0.10

The correlation between CU71.L and CNDX.L shifts across timeframes, from -0.08 (5 years) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CU71.L vs. CNDX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CU71.L
CU71.L Risk / Return Rank: 1919
Overall Rank
CU71.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CU71.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
CU71.L Omega Ratio Rank: 1818
Omega Ratio Rank
CU71.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CU71.L Martin Ratio Rank: 1818
Martin Ratio Rank

CNDX.L
CNDX.L Risk / Return Rank: 7575
Overall Rank
CNDX.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 7474
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
CNDX.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.

CU71.L vs. CNDX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) and iShares NASDAQ 100 UCITS ETF (CNDX.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.


CU71.LCNDX.LDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.56

Omega ratioGain probability vs. loss probability

1.12

1.48

-0.36

Calmar ratioReturn relative to maximum drawdown

0.79

3.80

-3.01

Martin ratioReturn relative to average drawdown

1.94

10.82

-8.87

CU71.L vs. CNDX.L - Sharpe Ratio Comparison

The current CU71.L Sharpe Ratio is 0.66, which is lower than the CNDX.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of CU71.L and CNDX.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


CU71.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

2.68

-2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.95

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

1.12

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.18

-0.91

Drawdowns

CU71.L vs. CNDX.L - Drawdown Comparison

The maximum CU71.L drawdown since its inception was -20.50%, smaller than the maximum CNDX.L drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for CU71.L and CNDX.L.


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Drawdown Indicators


CU71.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-27.74%

+7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.02%

-11.11%

+6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

-24.37%

+17.04%

Max Drawdown (5Y)

Largest decline over 5 years

-15.69%

-27.74%

+12.05%

Max Drawdown (10Y)

Largest decline over 10 years

-20.50%

-27.74%

+7.24%

Current Drawdown

Current decline from peak

-13.34%

0.00%

-13.34%

Average Drawdown

Average peak-to-trough decline

-10.11%

-4.72%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.93%

-1.89%

Volatility

CU71.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (CU71.L) is 1.45%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 4.91%. This indicates that CU71.L experiences smaller price fluctuations and is considered to be less risky than CNDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CU71.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

4.91%

-3.46%

Volatility (6M)

Calculated over the trailing 6-month period

4.32%

11.61%

-7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

15.81%

-9.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.27%

20.08%

-11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.55%

20.20%

-10.65%

CU71.L vs. CNDX.L - Expense Ratio Comparison

CU71.L has a 0.07% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.


Dividends

CU71.L vs. CNDX.L - Dividend Comparison

Neither CU71.L nor CNDX.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%
CU71.L
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CU71.L and CNDX.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CU71.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CU71.L is cheaper with a 0.07% expense ratio, compared with 0.33% for CNDX.L.

CU71.L is categorized as Government Bonds, while CNDX.L is Nasdaq-100. CU71.L tracks ICE U.S. Treasury 3-7 Year Bond Index, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.07% for CU71.L and 0.33% for CNDX.L.

Portfolio Optimizer

Find the right allocation for CU71.L and CNDX.L

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