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EQAC.MI vs. CSNDX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EQAC.MI vs. CSNDX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EQAC.MI having a 20.38% return and CSNDX.MI slightly higher at 20.42%.


EQAC.MI

1D
-0.78%
1M
9.28%
YTD
20.38%
6M
19.41%
1Y
37.86%
3Y*
24.54%
5Y*
18.68%
10Y*

CSNDX.MI

1D
-0.81%
1M
9.28%
YTD
20.42%
6M
19.45%
1Y
37.69%
3Y*
24.49%
5Y*
18.66%
10Y*
21.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EQAC.MI vs. CSNDX.MI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc
20.38%6.78%35.08%50.29%-30.28%40.00%35.43%6.99%
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-30.24%39.83%35.45%6.98%

Correlation

The correlation between EQAC.MI and CSNDX.MI is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2019

0.97

The correlation between EQAC.MI and CSNDX.MI has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

EQAC.MI vs. CSNDX.MI — Risk / Return Rank

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

EQAC.MI
EQAC.MI Risk / Return Rank: 7373
Overall Rank
EQAC.MI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
EQAC.MI Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQAC.MI Omega Ratio Rank: 7373
Omega Ratio Rank
EQAC.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
EQAC.MI Martin Ratio Rank: 6363
Martin Ratio Rank

CSNDX.MI
CSNDX.MI Risk / Return Rank: 7272
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 7373
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 6363
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.

EQAC.MI vs. CSNDX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). 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.


EQAC.MICSNDX.MIDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.79

3.79

0.00

Martin ratioReturn relative to average drawdown

11.32

11.18

+0.14

EQAC.MI vs. CSNDX.MI - Sharpe Ratio Comparison

The current EQAC.MI Sharpe Ratio is 2.46, which is comparable to the CSNDX.MI Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EQAC.MI and CSNDX.MI, 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


EQAC.MICSNDX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.42

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.94

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

1.07

-0.02

Drawdowns

EQAC.MI vs. CSNDX.MI - Drawdown Comparison

The maximum EQAC.MI drawdown since its inception was -30.96%, roughly equal to the maximum CSNDX.MI drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for EQAC.MI and CSNDX.MI.


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Drawdown Indicators


EQAC.MICSNDX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-31.19%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.99%

-9.95%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-26.71%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-31.19%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.78%

-0.81%

+0.03%

Average Drawdown

Average peak-to-trough decline

-7.27%

-5.43%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.37%

-0.03%

Volatility

EQAC.MI vs. CSNDX.MI - Volatility Comparison

Invesco EQQQ NASDAQ-100 UCITS ETF Acc (EQAC.MI) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) have volatilities of 4.33% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQAC.MICSNDX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

4.28%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.79%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

15.61%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

19.79%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

19.61%

+1.62%

EQAC.MI vs. CSNDX.MI - Expense Ratio Comparison

Both EQAC.MI and CSNDX.MI have an expense ratio of 0.30%.


Dividends

EQAC.MI vs. CSNDX.MI - Dividend Comparison

Neither EQAC.MI nor CSNDX.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, EQAC.MI and CSNDX.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EQAC.MI and CSNDX.MI have the same expense ratio: 0.30% per year.

Both ETFs track NASDAQ-100 Index. They also come from different issuers: Invesco and iShares.

Portfolio Optimizer

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