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

IDWP.L vs. CNDX.L

Last updated Jun 5, 2026

IDWP.L (iShares Developed Markets Property Yield UCITS) and CNDX.L (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IDWP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD, while CNDX.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IDWP.L returned 3.24%/yr vs 21.62%/yr for CNDX.L. At a 0.43 correlation, their price movements are largely independent. IDWP.L charges 0.59%/yr vs 0.33%/yr for CNDX.L.

Performance

IDWP.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Developed Markets Property Yield UCITS (IDWP.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, IDWP.L achieves a 6.84% return, which is significantly lower than CNDX.L's 19.65% return. Over the past 10 years, IDWP.L has underperformed CNDX.L with an annualized return of 3.24%, while CNDX.L has yielded a comparatively higher 21.62% annualized return.

IDWP.L

1D
0.28%
1M
-2.71%
YTD
6.84%
6M
8.15%
1Y
10.49%
3Y*
8.57%
5Y*
0.73%
10Y*
3.24%

CNDX.L

1D
-0.66%
1M
6.81%
YTD
19.65%
6M
18.66%
1Y
39.29%
3Y*
27.98%
5Y*
17.61%
10Y*
21.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
IDWP.L
iShares Developed Markets Property Yield UCITS		6.84%9.19%0.18%9.37%-24.02%25.37%-9.53%21.22%-5.44%11.19%
CNDX.L
iShares NASDAQ 100 UCITS ETF		19.65%19.75%26.45%56.31%-33.45%27.96%48.33%38.07%-1.03%32.36%

Correlation

The correlation between IDWP.L and CNDX.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.28

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

0.34

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

0.50

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2010

0.43

The correlation between IDWP.L and CNDX.L shifts across timeframes, from 0.28 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.

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

Sectors
IDWP.L
CNDX.L

Real Estate

100.0%
0.1%

Financial Services

0.1%
0.2%

Consumer Cyclical

0.0%
11.6%

Basic Materials

-

1.1%

Communication Services

-

14.5%

Consumer Defensive

-

6.9%

Energy

-

0.5%

Healthcare

-

3.8%

Industrials

-

2.8%

Technology

-

57.3%

Utilities

-

1.3%

Real Estate

IDWP.L
100.0%
CNDX.L
0.1%

Financial Services

IDWP.L
0.1%
CNDX.L
0.2%

Consumer Cyclical

IDWP.L
0.0%
CNDX.L
11.6%

Basic Materials

IDWP.L

-

CNDX.L
1.1%

Communication Services

IDWP.L

-

CNDX.L
14.5%

Consumer Defensive

IDWP.L

-

CNDX.L
6.9%

Energy

IDWP.L

-

CNDX.L
0.5%

Healthcare

IDWP.L

-

CNDX.L
3.8%

Industrials

IDWP.L

-

CNDX.L
2.8%

Technology

IDWP.L

-

CNDX.L
57.3%

Utilities

IDWP.L

-

CNDX.L
1.3%

Compare stocks, funds, or ETFs

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iShares Developed Markets Property Yield UCITS

iShares NASDAQ 100 UCITS ETF

Often compared with IDWP.L:
IDWP.L vs. IPRP.LIDWP.L vs. GLRE.LIDWP.L vs. VNQIDWP.L vs. CSPX.LIDWP.L vs. SCHDIDWP.L vs. REETIDWP.L vs. IUSP.L
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDWP.L
IDWP.L Risk / Return Rank: 2525
Overall Rank
IDWP.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IDWP.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDWP.L Omega Ratio Rank: 2424
Omega Ratio Rank
IDWP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IDWP.L Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS (IDWP.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.

IDWP.LCNDX.LDifference
Sharpe ratioReturn per unit of total volatility
0.88
2.52

-1.64

Sortino ratioReturn per unit of downside risk
1.35
3.50

-2.15

Omega ratioGain probability vs. loss probability

1.16

1.43

-0.27

Calmar ratioReturn relative to maximum drawdown

1.07

3.61

-2.54

Martin ratioReturn relative to average drawdown

3.64

13.03

-9.39

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

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

The current IDWP.L Sharpe Ratio is 0.88, which is lower than the CNDX.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IDWP.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

IDWP.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

2.52

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.84

-0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

1.07

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

1.12

-0.97

Drawdowns

IDWP.L vs. CNDX.L - Drawdown Comparison

The maximum IDWP.L drawdown since its inception was -70.51%, which is greater than CNDX.L's maximum drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for IDWP.L and CNDX.L.

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Drawdown Indicators

IDWP.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.51%

-35.17%

-35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-11.00%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-22.44%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-33.95%

-35.17%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.82%

-35.17%

-7.65%

Current Drawdown

Current decline from peak

-3.98%

-0.76%

-3.22%

Average Drawdown

Average peak-to-trough decline

-13.58%

-5.30%

-8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.07%

-0.18%

Volatility

IDWP.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS (IDWP.L) is 3.63%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 4.90%. This indicates that IDWP.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

IDWP.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

4.90%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.88%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

15.79%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

20.87%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

20.07%

-2.84%

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

IDWP.L has a 0.59% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.

Dividends

IDWP.L vs. CNDX.L - Dividend Comparison

IDWP.L's dividend yield for the trailing twelve months is around 3.01%, 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%
IDWP.L
iShares Developed Markets Property Yield UCITS		3.01%3.07%3.22%3.07%3.66%2.22%2.91%2.89%3.94%2.91%3.27%3.01%

Frequently Asked Questions

IDWP.L and CNDX.L have a correlation of 0.28, 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 0.59% for IDWP.L.

IDWP.L is categorized as REIT, while CNDX.L is Nasdaq-100. IDWP.L tracks FTSE EPRA Nareit Global TR USD, while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.59% for IDWP.L and 0.33% for CNDX.L.

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