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

IDJG.L vs. CNDX.L

Last updated Jun 5, 2026

IDJG.L (iShares EURO Total Market Growth Large UCITS) and CNDX.L (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IDJG.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while CNDX.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IDJG.L returned 11.09%/yr vs 22.61%/yr for CNDX.L. A 0.56 correlation means they provide meaningful diversification when combined. IDJG.L charges 0.40%/yr vs 0.33%/yr for CNDX.L.

Performance

IDJG.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares EURO Total Market Growth Large UCITS (IDJG.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IDJG.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, IDJG.L achieves a 10.35% return, which is significantly lower than CNDX.L's 20.90% return. Over the past 10 years, IDJG.L has underperformed CNDX.L with an annualized return of 11.09%, while CNDX.L has yielded a comparatively higher 22.61% annualized return.

IDJG.L

1D
0.60%
1M
7.80%
YTD
10.35%
6M
10.07%
1Y
17.46%
3Y*
11.45%
5Y*
8.89%
10Y*
11.09%

CNDX.L

1D
0.00%
1M
10.21%
YTD
20.90%
6M
19.02%
1Y
42.53%
3Y*
25.03%
5Y*
19.03%
10Y*
22.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDJG.L
iShares EURO Total Market Growth Large UCITS		10.35%16.31%5.06%18.23%-12.30%18.39%12.16%27.93%-10.56%17.01%
CNDX.L
iShares NASDAQ 100 UCITS ETF		20.14%11.22%28.66%48.50%-25.54%29.17%43.97%32.82%4.84%20.91%

Correlation

The correlation between IDJG.L and CNDX.L is 0.63, 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

0.63

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

0.61

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

0.64

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2010

0.56

The correlation between IDJG.L and CNDX.L has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

IDJG.L vs. CNDX.L - Sectors Allocation Comparison

Sectors
IDJG.L
CNDX.L

Industrials

33.5%
2.8%

Technology

32.9%
57.3%

Consumer Cyclical

11.9%
11.6%

Financial Services

4.9%
0.2%

Utilities

4.4%
1.3%

Healthcare

4.4%
3.8%

Basic Materials

4.3%
1.1%

Consumer Defensive

3.1%
6.9%

Communication Services

0.7%
14.5%

Energy

-

0.5%

Real Estate

-

0.1%

Industrials

IDJG.L
33.5%
CNDX.L
2.8%

Technology

IDJG.L
32.9%
CNDX.L
57.3%

Consumer Cyclical

IDJG.L
11.9%
CNDX.L
11.6%

Financial Services

IDJG.L
4.9%
CNDX.L
0.2%

Utilities

IDJG.L
4.4%
CNDX.L
1.3%

Healthcare

IDJG.L
4.4%
CNDX.L
3.8%

Basic Materials

IDJG.L
4.3%
CNDX.L
1.1%

Consumer Defensive

IDJG.L
3.1%
CNDX.L
6.9%

Communication Services

IDJG.L
0.7%
CNDX.L
14.5%

Energy

IDJG.L

-

CNDX.L
0.5%

Real Estate

IDJG.L

-

CNDX.L
0.1%

Compare stocks, funds, or ETFs

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iShares EURO Total Market Growth Large UCITS

iShares NASDAQ 100 UCITS ETF

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Often compared with CNDX.L:
CNDX.L vs. QQQCNDX.L vs. EQQQ.DECNDX.L vs. SXRV.DECNDX.L vs. CNX1.LCNDX.L vs. CSPX.LCNDX.L vs. EQQU.LCNDX.L vs. VWRA.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDJG.L
IDJG.L Risk / Return Rank: 2929
Overall Rank
IDJG.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IDJG.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
IDJG.L Omega Ratio Rank: 2828
Omega Ratio Rank
IDJG.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
IDJG.L Martin Ratio Rank: 3131
Martin Ratio Rank
CNDX.L
CNDX.L Risk / Return Rank: 7575
Overall Rank
CNDX.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 7474
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares EURO Total Market Growth Large UCITS (IDJG.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.

IDJG.LCNDX.LDifference
Sharpe ratioReturn per unit of total volatility
0.99
2.66

-1.67

Sortino ratioReturn per unit of downside risk
1.56
3.56

-2.00

Omega ratioGain probability vs. loss probability

1.19

1.47

-0.28

Calmar ratioReturn relative to maximum drawdown

1.31

3.77

-2.46

Martin ratioReturn relative to average drawdown

4.45

10.74

-6.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current IDJG.L Sharpe Ratio is 0.99, which is lower than the CNDX.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of IDJG.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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Sharpe Ratios by Period

IDJG.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.66

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.94

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.12

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.17

-0.73

Drawdowns

IDJG.L vs. CNDX.L - Drawdown Comparison

The maximum IDJG.L drawdown since its inception was -45.75%, which is greater than CNDX.L's maximum drawdown of -27.74%. Use the drawdown chart below to compare losses from any high point for IDJG.L and CNDX.L.

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Drawdown Indicators

IDJG.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.75%

-27.74%

-18.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-11.11%

-2.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.37%

-24.37%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-27.15%

-27.74%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.21%

-27.74%

+0.53%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.90%

-4.72%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.93%

-0.02%

Volatility

IDJG.L vs. CNDX.L - Volatility Comparison

iShares EURO Total Market Growth Large UCITS (IDJG.L) has a higher volatility of 6.05% compared to iShares NASDAQ 100 UCITS ETF (CNDX.L) at 4.87%. This indicates that IDJG.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

IDJG.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.05%

4.87%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

11.61%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

15.74%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

20.08%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

20.20%

-1.25%

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

IDJG.L has a 0.40% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.

Dividends

IDJG.L vs. CNDX.L - Dividend Comparison

IDJG.L's dividend yield for the trailing twelve months is around 1.07%, while CNDX.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
IDJG.L
iShares EURO Total Market Growth Large UCITS		1.07%1.02%0.99%0.93%0.97%0.56%1.00%1.45%1.53%1.55%1.68%1.67%

Frequently Asked Questions

IDJG.L and CNDX.L have a correlation of 0.63, 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 0.40% for IDJG.L.

IDJG.L is categorized as Europe Equities, while CNDX.L is Nasdaq-100. IDJG.L tracks MSCI EMU NR EUR, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.40% for IDJG.L and 0.33% for CNDX.L.

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