IUIT.L vs. CSNDX.MI
IUIT.L (iShares S&P 500 Information Technology Sector UCITS ETF) and CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUIT.L is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IUIT.L returned 26.33%/yr vs 21.52%/yr for CSNDX.MI. Their correlation of 0.86 suggests significant overlap in exposure. IUIT.L charges 0.15%/yr vs 0.30%/yr for CSNDX.MI.
Performance
IUIT.L vs. CSNDX.MI - Performance Comparison
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Different Trading Currencies
IUIT.L is traded in USD, while CSNDX.MI is traded in EUR. To make them comparable, the CSNDX.MI values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUIT.L achieves a 23.04% return, which is significantly higher than CSNDX.MI's 19.04% return. Over the past 10 years, IUIT.L has outperformed CSNDX.MI with an annualized return of 26.33%, while CSNDX.MI has yielded a comparatively lower 21.52% annualized return.
IUIT.L
- 1D
- -2.11%
- 1M
- 13.14%
- YTD
- 23.04%
- 6M
- 22.75%
- 1Y
- 51.87%
- 3Y*
- 34.42%
- 5Y*
- 24.18%
- 10Y*
- 26.33%
CSNDX.MI
- 1D
- -0.68%
- 1M
- 8.53%
- YTD
- 19.04%
- 6M
- 19.12%
- 1Y
- 40.05%
- 3Y*
- 27.88%
- 5Y*
- 17.56%
- 10Y*
- 21.52%
IUIT.L vs. CSNDX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 23.04% | 22.93% | 38.51% | 59.45% | -29.15% | 34.09% | 43.14% | 48.90% | -1.41% | 38.43% |
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.04% | 20.50% | 27.36% | 54.81% | -34.08% | 28.80% | 48.69% | 38.91% | -1.26% | 32.79% |
Correlation
The correlation between IUIT.L and CSNDX.MI is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2015 | 0.86 |
The correlation between IUIT.L and CSNDX.MI has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
IUIT.L vs. CSNDX.MI — Risk / Return Rank
IUIT.L
CSNDX.MI
IUIT.L vs. CSNDX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). 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.
| IUIT.L | CSNDX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.67 | -0.64 |
| Martin ratioReturn relative to average drawdown | 8.99 | 13.57 | -4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUIT.L | CSNDX.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.55 | 2.55 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.85 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.20 | 1.07 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 1.01 | +0.15 |
Drawdowns
IUIT.L vs. CSNDX.MI - Drawdown Comparison
The maximum IUIT.L drawdown since its inception was -33.46%, roughly equal to the maximum CSNDX.MI drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for IUIT.L and CSNDX.MI.
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Drawdown Indicators
| IUIT.L | CSNDX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.46% | -35.01% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -17.03% | -10.91% | -6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -26.40% | -23.07% | -3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -33.46% | -35.01% | +1.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.46% | -35.01% | +1.55% |
Current DrawdownCurrent decline from peak | -3.14% | -0.81% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.22% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 2.95% | +2.81% |
Volatility
IUIT.L vs. CSNDX.MI - Volatility Comparison
iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 7.49% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) at 4.53%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than CSNDX.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUIT.L | CSNDX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 4.53% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 15.53% | 11.30% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.28% | 15.70% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 20.58% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 19.89% | +2.58% |
IUIT.L vs. CSNDX.MI - Expense Ratio Comparison
IUIT.L has a 0.15% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.
Dividends
IUIT.L vs. CSNDX.MI - Dividend Comparison
Neither IUIT.L nor CSNDX.MI has paid dividends to shareholders.
Frequently Asked Questions
IUIT.L and CSNDX.MI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUIT.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUIT.L is cheaper with a 0.15% expense ratio, compared with 0.30% for CSNDX.MI.
IUIT.L is categorized as Technology Equities, while CSNDX.MI is Nasdaq-100. IUIT.L tracks S&P 500 Capped 35/20 Information Technology Index, while CSNDX.MI tracks NASDAQ-100 Index. Their fees differ too: 0.15% for IUIT.L and 0.30% for CSNDX.MI.
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