PortfoliosLab logoPortfoliosLab logo
ISUS.L vs. CNDX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISUS.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

ISUS.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

The year-to-date returns for both stocks are quite close, with ISUS.L having a 16.13% return and CNDX.L slightly lower at 15.44%. Over the past 10 years, ISUS.L has underperformed CNDX.L with an annualized return of 11.28%, while CNDX.L has yielded a comparatively higher 20.65% annualized return.


ISUS.L

1D
-0.54%
1M
-5.23%
6M
13.90%
YTD
16.13%
1Y
28.27%
3Y*
14.69%
5Y*
13.38%
10Y*
11.28%

CNDX.L

1D
-1.70%
1M
-4.33%
6M
15.30%
YTD
15.44%
1Y
27.03%
3Y*
22.42%
5Y*
15.67%
10Y*
20.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
16.13%8.35%11.17%18.94%-1.34%31.21%3.24%16.79%-0.56%3.81%
CNDX.L
iShares NASDAQ 100 UCITS ETF
15.44%11.22%28.63%48.41%-25.58%29.13%43.89%32.71%4.78%20.50%

Correlation

The correlation between ISUS.L and CNDX.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.82

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

0.78

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

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.77

The correlation between ISUS.L and CNDX.L has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

ISUS.L
ISUS.L Risk / Return Rank: 8383
Overall Rank
ISUS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ISUS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ISUS.L Omega Ratio Rank: 8282
Omega Ratio Rank
ISUS.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISUS.L Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.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.


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

+0.56

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.38

1.28

+0.10

Calmar ratioReturn relative to maximum drawdown

4.23

2.42

+1.81

Martin ratioReturn relative to average drawdown

13.71

6.60

+7.11

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

The current ISUS.L Sharpe Ratio is 2.11, which is higher than the CNDX.L Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ISUS.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.


Loading charts...

Drawdowns

ISUS.L vs. CNDX.L - Drawdown Comparison

The maximum ISUS.L drawdown since its inception was -60.74%, which is greater than CNDX.L's maximum drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for ISUS.L and CNDX.L.


Loading charts...

Drawdown Indicators


ISUS.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.74%

-27.78%

-32.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-11.11%

+4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

-24.37%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

-27.78%

+3.79%

Max Drawdown (10Y)

Largest decline over 10 years

-24.48%

-27.78%

+3.30%

Current Drawdown

Current decline from peak

-6.99%

-5.16%

-1.83%

Average Drawdown

Average peak-to-trough decline

-14.34%

-4.54%

-9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

4.09%

-1.93%

Volatility

ISUS.L vs. CNDX.L - Volatility Comparison

iShares MSCI USA Islamic UCITS ETF USD (Dist) (ISUS.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L) have volatilities of 6.20% and 6.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ISUS.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

6.03%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.35%

13.55%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

17.31%

-3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

20.37%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.58%

20.19%

-4.61%

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

ISUS.L has a 0.50% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.


Dividends

ISUS.L vs. CNDX.L - Dividend Comparison

ISUS.L's dividend yield for the trailing twelve months is around 0.66%, while CNDX.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISUS.L
iShares MSCI USA Islamic UCITS ETF USD (Dist)
0.66%0.75%0.89%1.13%1.53%1.00%1.50%1.41%1.45%1.43%1.23%1.39%

Frequently Asked Questions


ISUS.L and CNDX.L have a correlation of 0.80, 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 0.50% for ISUS.L.

ISUS.L is categorized as Global Equities, while CNDX.L is Nasdaq-100. ISUS.L tracks iShares MSCI USA Islamic UCITS ETF USD (Dist), while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.50% for ISUS.L and 0.33% for CNDX.L.

Portfolio Optimizer

Find the right allocation for ISUS.L and CNDX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer