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

Performance

EEDG.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
EEDG.L
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)
-4.29%7.08%26.20%19.31%-12.31%29.41%22.46%
CNDX.L
iShares NASDAQ 100 UCITS ETF
-3.56%11.22%28.66%48.50%-25.54%29.17%34.14%
Different Trading Currencies

EEDG.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, EEDG.L achieves a -4.29% return, which is significantly higher than CNDX.L's -6.43% return.


EEDG.L

1D
1.56%
1M
-3.56%
YTD
-4.29%
6M
-1.49%
1Y
12.41%
3Y*
14.08%
5Y*
10.59%
10Y*

CNDX.L

1D
0.00%
1M
-4.81%
YTD
-6.43%
6M
-3.55%
1Y
17.90%
3Y*
18.93%
5Y*
13.34%
10Y*
19.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

EEDG.L
EEDG.L Risk / Return Rank: 4242
Overall Rank
EEDG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EEDG.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
EEDG.L Omega Ratio Rank: 3939
Omega Ratio Rank
EEDG.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
EEDG.L Martin Ratio Rank: 4444
Martin Ratio Rank

CNDX.L
CNDX.L Risk / Return Rank: 7777
Overall Rank
CNDX.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.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.


EEDG.LCNDX.LDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.92

-0.14

Sortino ratio

Return per unit of downside risk

1.17

1.38

-0.21

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.42

2.54

-1.12

Martin ratio

Return relative to average drawdown

4.79

7.35

-2.56

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

The current EEDG.L Sharpe Ratio is 0.78, which is comparable to the CNDX.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EEDG.L and CNDX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EEDG.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.92

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.66

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.08

-0.18

Correlation

The correlation between EEDG.L and CNDX.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EEDG.L vs. CNDX.L - Dividend Comparison

EEDG.L's dividend yield for the trailing twelve months is around 0.92%, while CNDX.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EEDG.L
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)
0.92%0.88%0.99%1.15%1.39%1.00%1.30%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

EEDG.L vs. CNDX.L - Drawdown Comparison

The maximum EEDG.L drawdown since its inception was -21.95%, smaller than the maximum CNDX.L drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for EEDG.L and CNDX.L.


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Drawdown Indicators


EEDG.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-35.17%

+13.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-12.06%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

-35.17%

+13.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.17%

Current Drawdown

Current decline from peak

-6.22%

-7.55%

+1.33%

Average Drawdown

Average peak-to-trough decline

-4.24%

-5.35%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.95%

-0.39%

Volatility

EEDG.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (EEDG.L) is 3.71%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.04%. This indicates that EEDG.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


EEDG.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

5.04%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

11.74%

-3.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

19.25%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

20.06%

-5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

20.17%

-4.85%