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

Performance

IKSD.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.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, IKSD.L achieves a 2.62% return, which is significantly lower than CNDX.L's 15.91% return.


IKSD.L

1D
0.04%
1M
-3.32%
6M
-2.78%
YTD
2.62%
1Y
1.40%
3Y*
-0.83%
5Y*
1.64%
10Y*

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)

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


2026 (YTD)2025202420232022202120202019
IKSD.L
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
2.62%-5.43%0.13%9.58%-5.52%36.62%0.63%-13.40%
CNDX.L
iShares NASDAQ 100 UCITS ETF
15.91%19.75%26.42%56.22%-33.49%27.92%48.25%11.77%

Correlation

The correlation between IKSD.L and CNDX.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.32

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

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.37

The correlation between IKSD.L and CNDX.L shifts across timeframes, from 0.26 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IKSD.L
IKSD.L Risk / Return Rank: 1111
Overall Rank
IKSD.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IKSD.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IKSD.L Omega Ratio Rank: 1010
Omega Ratio Rank
IKSD.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
IKSD.L Martin Ratio Rank: 1111
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.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.


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

-1.53

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.03

1.29

-0.25

Calmar ratioReturn relative to maximum drawdown

0.14

2.57

-2.43

Martin ratioReturn relative to average drawdown

0.30

8.61

-8.31

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

The current IKSD.L Sharpe Ratio is 0.11, which is lower than the CNDX.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IKSD.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

IKSD.L vs. CNDX.L - Drawdown Comparison

The maximum IKSD.L drawdown since its inception was -41.86%, 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 IKSD.L and CNDX.L.


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Drawdown Indicators


IKSD.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.86%

-35.21%

-6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-11.00%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-15.71%

-22.44%

+6.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.80%

-35.21%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-19.55%

-3.87%

-15.68%

Average Drawdown

Average peak-to-trough decline

-15.83%

-5.12%

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

3.29%

+1.98%

Volatility

IKSD.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IKSD.L) is 2.12%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.89%. This indicates that IKSD.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


IKSD.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.12%

5.89%

-3.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

13.78%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

17.32%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.51%

21.15%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

20.13%

-1.67%

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

IKSD.L has a 0.60% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.


Dividends

IKSD.L vs. CNDX.L - Dividend Comparison

IKSD.L's dividend yield for the trailing twelve months is around 3.64%, while CNDX.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IKSD.L
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
3.64%3.52%2.71%2.12%1.80%1.26%3.25%

Frequently Asked Questions


IKSD.L and CNDX.L have a correlation of 0.26, 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 0.60% for IKSD.L.

IKSD.L is categorized as Global Equities, while CNDX.L is Nasdaq-100. IKSD.L tracks iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist), while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IKSD.L and 0.33% for CNDX.L.

Portfolio Optimizer

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