IMAE.AS vs. CNDX.AS
Compare and contrast key facts about iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares NASDAQ 100 UCITS ETF (CNDX.AS).
IMAE.AS and CNDX.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMAE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. CNDX.AS is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both IMAE.AS and CNDX.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMAE.AS or CNDX.AS.
Performance
IMAE.AS vs. CNDX.AS - Performance Comparison
Returns By Period
In the year-to-date period, IMAE.AS achieves a 7.85% return, which is significantly lower than CNDX.AS's 28.41% return. Over the past 10 years, IMAE.AS has underperformed CNDX.AS with an annualized return of 6.72%, while CNDX.AS has yielded a comparatively higher 19.39% annualized return.
IMAE.AS
7.85%
-4.17%
-2.89%
13.21%
7.05%
6.72%
CNDX.AS
28.41%
3.62%
13.88%
34.19%
20.97%
19.39%
Key characteristics
| IMAE.AS | CNDX.AS | |
|---|---|---|
| Sharpe Ratio | 1.24 | 2.03 |
| Sortino Ratio | 1.73 | 2.68 |
| Omega Ratio | 1.22 | 1.37 |
| Calmar Ratio | 1.78 | 2.50 |
| Martin Ratio | 6.92 | 8.39 |
| Ulcer Index | 1.85% | 4.05% |
| Daily Std Dev | 10.24% | 16.63% |
| Max Drawdown | -35.60% | -31.21% |
| Current Drawdown | -4.65% | -2.43% |
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IMAE.AS vs. CNDX.AS - Expense Ratio Comparison
IMAE.AS has a 0.20% expense ratio, which is lower than CNDX.AS's 0.36% expense ratio.
Correlation
The correlation between IMAE.AS and CNDX.AS is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
IMAE.AS vs. CNDX.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares NASDAQ 100 UCITS ETF (CNDX.AS). 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.
Dividends
IMAE.AS vs. CNDX.AS - Dividend Comparison
Neither IMAE.AS nor CNDX.AS has paid dividends to shareholders.
Drawdowns
IMAE.AS vs. CNDX.AS - Drawdown Comparison
The maximum IMAE.AS drawdown since its inception was -35.60%, which is greater than CNDX.AS's maximum drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and CNDX.AS. For additional features, visit the drawdowns tool.
Volatility
IMAE.AS vs. CNDX.AS - Volatility Comparison
The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) is 4.50%, while iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a volatility of 5.08%. This indicates that IMAE.AS experiences smaller price fluctuations and is considered to be less risky than CNDX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.