EEJD.L vs. CNDX.L
EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and CNDX.L (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index, while CNDX.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EEJD.L returned 8.78%/yr vs 15.27%/yr for CNDX.L. A 0.59 correlation means they provide meaningful diversification when combined. EEJD.L charges 0.15%/yr vs 0.33%/yr for CNDX.L.
Performance
EEJD.L vs. CNDX.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EEJD.L having a 16.29% return and CNDX.L slightly lower at 15.91%.
EEJD.L
- 1D
- -1.02%
- 1M
- -0.60%
- 6M
- 9.97%
- YTD
- 16.29%
- 1Y
- 36.05%
- 3Y*
- 17.05%
- 5Y*
- 8.78%
- 10Y*
- —
CNDX.L
- 1D
- -0.67%
- 1M
- -3.48%
- 6M
- 16.01%
- YTD
- 15.91%
- 1Y
- 28.40%
- 3Y*
- 23.77%
- 5Y*
- 15.27%
- 10Y*
- 20.97%
EEJD.L vs. CNDX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 16.29% | 26.10% | 4.67% | 19.98% | -17.73% | 0.41% | 17.33% | 15.33% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 15.91% | 19.75% | 26.42% | 56.22% | -33.49% | 27.92% | 48.25% | 24.10% |
Correlation
The correlation between EEJD.L and CNDX.L is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.59 |
The correlation between EEJD.L and CNDX.L has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
EEJD.L vs. CNDX.L — Risk / Return Rank
EEJD.L
CNDX.L
EEJD.L vs. CNDX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.
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.
| EEJD.L | CNDX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.57 | +0.21 |
| Martin ratioReturn relative to average drawdown | 9.14 | 8.61 | +0.53 |
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Drawdowns
EEJD.L vs. CNDX.L - Drawdown Comparison
The maximum EEJD.L drawdown since its inception was -32.93%, smaller than the maximum CNDX.L drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for EEJD.L and CNDX.L.
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Drawdown Indicators
| EEJD.L | CNDX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.93% | -35.21% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.98% | -11.00% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -22.44% | +8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -35.21% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -3.82% | -3.87% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -5.12% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 3.29% | +0.66% |
Volatility
EEJD.L vs. CNDX.L - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a higher volatility of 6.68% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 5.89%. This indicates that EEJD.L's price experiences larger fluctuations and is considered to be riskier 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
| EEJD.L | CNDX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 5.89% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 13.78% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 17.32% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 21.15% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.79% | 20.13% | -1.34% |
EEJD.L vs. CNDX.L - Expense Ratio Comparison
EEJD.L has a 0.15% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.
Dividends
EEJD.L vs. CNDX.L - Dividend Comparison
EEJD.L's dividend yield for the trailing twelve months is around 1.45%, while CNDX.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CNDX.L iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
Frequently Asked Questions
EEJD.L and CNDX.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.33% for CNDX.L.
EEJD.L is categorized as Japan Equities, while CNDX.L is Nasdaq-100. EEJD.L tracks MSCI Japan ESG Enhanced CTB Index, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.15% for EEJD.L and 0.33% for CNDX.L.
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