IMVU.L vs. CNDX.L
IMVU.L (iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc)) and CNDX.L (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IMVU.L is a Europe Equities fund tracking the iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while CNDX.L is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, IMVU.L returned 12.66%/yr vs 23.77%/yr for CNDX.L. At a 0.33 correlation, their price movements are largely independent. IMVU.L charges 0.25%/yr vs 0.33%/yr for CNDX.L.
Performance
IMVU.L vs. CNDX.L - Performance Comparison
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Returns By Period
In the year-to-date period, IMVU.L achieves a 6.00% return, which is significantly lower than CNDX.L's 15.91% return.
IMVU.L
- 1D
- 0.29%
- 1M
- 0.33%
- 6M
- 4.76%
- YTD
- 6.00%
- 1Y
- 10.14%
- 3Y*
- 12.66%
- 5Y*
- —
- 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%
IMVU.L vs. CNDX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IMVU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) | 6.00% | 26.03% | 5.02% | 7.89% |
CNDX.L iShares NASDAQ 100 UCITS ETF | 15.91% | 19.75% | 26.42% | 32.96% |
Correlation
The correlation between IMVU.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 (All Time) Calculated using the full available price history since Mar 23, 2023 | 0.33 |
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Return for Risk
IMVU.L vs. CNDX.L — Risk / Return Rank
IMVU.L
CNDX.L
IMVU.L vs. CNDX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.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.
| IMVU.L | CNDX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 2.57 | -1.52 |
| Martin ratioReturn relative to average drawdown | 2.80 | 8.61 | -5.81 |
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Drawdowns
IMVU.L vs. CNDX.L - Drawdown Comparison
The maximum IMVU.L drawdown since its inception was -10.74%, smaller than the maximum CNDX.L drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for IMVU.L and CNDX.L.
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Drawdown Indicators
| IMVU.L | CNDX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.74% | -35.21% | +24.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -11.00% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -10.42% | -22.44% | +12.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.21% | — |
Current DrawdownCurrent decline from peak | -3.61% | -3.87% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -2.83% | -5.12% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.29% | +0.09% |
Volatility
IMVU.L vs. CNDX.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc) (IMVU.L) is 3.52%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.89%. This indicates that IMVU.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
| IMVU.L | CNDX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 5.89% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 13.78% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 17.32% | -6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.14% | 21.15% | -9.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.14% | 20.13% | -7.99% |
IMVU.L vs. CNDX.L - Expense Ratio Comparison
IMVU.L has a 0.25% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.
Dividends
IMVU.L vs. CNDX.L - Dividend Comparison
Neither IMVU.L nor CNDX.L has paid dividends to shareholders.
Frequently Asked Questions
IMVU.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, IMVU.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMVU.L is cheaper with a 0.25% expense ratio, compared with 0.33% for CNDX.L.
IMVU.L is categorized as Europe Equities, while CNDX.L is Nasdaq-100. IMVU.L tracks iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Acc), while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.25% for IMVU.L and 0.33% for CNDX.L.
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