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

Performance

IAUS.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Australia UCITS ETF (IAUS.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IAUS.L achieves a 10.19% return, which is significantly lower than CNDX.L's 15.91% return. Over the past 10 years, IAUS.L has underperformed CNDX.L with an annualized return of 7.82%, while CNDX.L has yielded a comparatively higher 20.97% annualized return.


IAUS.L

1D
-0.35%
1M
-0.56%
6M
9.67%
YTD
10.19%
1Y
13.36%
3Y*
11.01%
5Y*
6.53%
10Y*
7.82%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IAUS.L
iShares MSCI Australia UCITS ETF
10.19%13.86%1.70%13.84%-5.50%8.27%9.46%21.85%-12.47%20.13%
CNDX.L
iShares NASDAQ 100 UCITS ETF
15.91%19.75%26.42%56.22%-33.49%27.92%48.25%37.96%-1.08%31.91%

Correlation

The correlation between IAUS.L and CNDX.L 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

0.55

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

0.62

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

0.60

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

0.59

The correlation between IAUS.L and CNDX.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

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Return for Risk

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

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

IAUS.L
IAUS.L Risk / Return Rank: 2828
Overall Rank
IAUS.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IAUS.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
IAUS.L Omega Ratio Rank: 2525
Omega Ratio Rank
IAUS.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IAUS.L Martin Ratio Rank: 2929
Martin Ratio Rank

CNDX.L
CNDX.L Risk / Return Rank: 6161
Overall Rank
CNDX.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 5858
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IAUS.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.


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

-0.81

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

1.35

2.57

-1.22

Martin ratioReturn relative to average drawdown

3.32

8.61

-5.30

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

The current IAUS.L Sharpe Ratio is 0.82, which is lower than the CNDX.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IAUS.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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Drawdowns

IAUS.L vs. CNDX.L - Drawdown Comparison

The maximum IAUS.L drawdown since its inception was -44.76%, which is greater than CNDX.L's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for IAUS.L and CNDX.L.


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Drawdown Indicators


IAUS.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.76%

-35.21%

-9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.68%

-11.00%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.04%

-22.44%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-35.21%

+10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-44.76%

-35.21%

-9.55%

Current Drawdown

Current decline from peak

-4.27%

-3.87%

-0.40%

Average Drawdown

Average peak-to-trough decline

-9.27%

-5.12%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.29%

+0.66%

Volatility

IAUS.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares MSCI Australia UCITS ETF (IAUS.L) is 4.06%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.89%. This indicates that IAUS.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


IAUS.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

5.89%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

13.78%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

17.32%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

21.15%

-1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

20.13%

+0.62%

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

IAUS.L has a 0.50% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.


Dividends

IAUS.L vs. CNDX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IAUS.L and CNDX.L 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, CNDX.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNDX.L is cheaper with a 0.33% expense ratio, compared with 0.50% for IAUS.L.

IAUS.L is categorized as Global Equities, while CNDX.L is Nasdaq-100. IAUS.L tracks iShares MSCI Australia UCITS ETF, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.50% for IAUS.L and 0.33% for CNDX.L.

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