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EXS1.DE vs. CSNDX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS1.DE vs. CSNDX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core DAX UCITS ETF (DE) (EXS1.DE) 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

In the year-to-date period, EXS1.DE achieves a 1.11% return, which is significantly lower than CSNDX.MI's 20.42% return. Over the past 10 years, EXS1.DE has underperformed CSNDX.MI with an annualized return of 9.41%, while CSNDX.MI has yielded a comparatively higher 21.25% annualized return.


EXS1.DE

1D
1.03%
1M
3.90%
YTD
1.11%
6M
2.45%
1Y
5.29%
3Y*
14.40%
5Y*
9.01%
10Y*
9.41%

CSNDX.MI

1D
-0.81%
1M
3.91%
YTD
20.42%
6M
22.03%
1Y
39.23%
3Y*
24.49%
5Y*
18.66%
10Y*
21.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS1.DE vs. CSNDX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS1.DE
iShares Core DAX UCITS ETF (DE)
1.11%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-30.24%39.83%35.45%41.91%3.62%16.34%

Correlation

The correlation between EXS1.DE and CSNDX.MI is 0.54, 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

0.54

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

0.50

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

0.56

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

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.56

The correlation between EXS1.DE and CSNDX.MI has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.

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Return for Risk

EXS1.DE vs. CSNDX.MI — Risk / Return Rank

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

EXS1.DE
EXS1.DE Risk / Return Rank: 1414
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1616
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.

EXS1.DE vs. CSNDX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) 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.

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.


EXS1.DECSNDX.MIDifference
Sharpe ratioReturn per unit of total volatility

-2.09

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.07

1.42

-0.36

Calmar ratioReturn relative to maximum drawdown

0.43

3.79

-3.36

Martin ratioReturn relative to average drawdown

1.32

11.18

-9.86

EXS1.DE vs. CSNDX.MI - Sharpe Ratio Comparison

The current EXS1.DE Sharpe Ratio is 0.33, which is lower than the CSNDX.MI Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of EXS1.DE 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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Drawdowns

EXS1.DE vs. CSNDX.MI - Drawdown Comparison

The maximum EXS1.DE drawdown since its inception was -55.14%, which is greater than CSNDX.MI's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and CSNDX.MI.


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Drawdown Indicators


EXS1.DECSNDX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-55.14%

-31.19%

-23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-9.95%

-2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-26.71%

+10.78%

Max Drawdown (5Y)

Largest decline over 5 years

-26.69%

-31.19%

+4.50%

Max Drawdown (10Y)

Largest decline over 10 years

-38.68%

-31.19%

-7.49%

Current Drawdown

Current decline from peak

-2.49%

-0.81%

-1.68%

Average Drawdown

Average peak-to-trough decline

-11.70%

-5.42%

-6.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.37%

+0.61%

Volatility

EXS1.DE vs. CSNDX.MI - Volatility Comparison

iShares Core DAX UCITS ETF (DE) (EXS1.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) have volatilities of 4.45% 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


EXS1.DECSNDX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.28%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

10.79%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

15.61%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

19.79%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

19.61%

-1.29%

EXS1.DE vs. CSNDX.MI - Expense Ratio Comparison

EXS1.DE has a 0.16% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.


Dividends

EXS1.DE vs. CSNDX.MI - Dividend Comparison

Neither EXS1.DE nor CSNDX.MI has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (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%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%

Frequently Asked Questions


EXS1.DE and CSNDX.MI have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.30% for CSNDX.MI.

EXS1.DE is categorized as Europe Equities, while CSNDX.MI is Nasdaq-100. EXS1.DE tracks DAX®, while CSNDX.MI tracks NASDAQ-100 Index. Their fees differ too: 0.16% for EXS1.DE and 0.30% for CSNDX.MI.

Portfolio Optimizer

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