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IUSA.MI vs. CSNDX.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSA.MI vs. CSNDX.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) and iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSA.MI achieves a 11.29% return, which is significantly lower than CSNDX.MI's 20.42% return. Over the past 10 years, IUSA.MI has underperformed CSNDX.MI with an annualized return of 14.76%, while CSNDX.MI has yielded a comparatively higher 21.25% annualized return.


IUSA.MI

1D
-0.12%
1M
4.34%
YTD
11.29%
6M
10.77%
1Y
25.34%
3Y*
18.75%
5Y*
14.63%
10Y*
14.76%

CSNDX.MI

1D
-0.81%
1M
7.99%
YTD
20.42%
6M
18.69%
1Y
37.08%
3Y*
24.49%
5Y*
18.66%
10Y*
21.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.MI vs. CSNDX.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
11.29%4.17%33.56%22.16%-14.75%40.69%7.30%34.11%-1.42%6.61%
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.42%6.74%35.09%50.07%-30.24%39.83%35.45%41.91%3.62%16.34%

Correlation

The correlation between IUSA.MI and CSNDX.MI is 0.93, 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

0.93

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

0.92

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2010

0.85

The correlation between IUSA.MI and CSNDX.MI has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

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Return for Risk

IUSA.MI vs. CSNDX.MI — Risk / Return Rank

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

IUSA.MI
IUSA.MI Risk / Return Rank: 7070
Overall Rank
IUSA.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUSA.MI Sortino Ratio Rank: 6868
Sortino Ratio Rank
IUSA.MI Omega Ratio Rank: 7272
Omega Ratio Rank
IUSA.MI Calmar Ratio Rank: 7272
Calmar Ratio Rank
IUSA.MI Martin Ratio Rank: 6969
Martin Ratio Rank

CSNDX.MI
CSNDX.MI Risk / Return Rank: 7272
Overall Rank
CSNDX.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CSNDX.MI Sortino Ratio Rank: 7272
Sortino Ratio Rank
CSNDX.MI Omega Ratio Rank: 7373
Omega Ratio Rank
CSNDX.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSNDX.MI Martin Ratio Rank: 6363
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.

IUSA.MI vs. CSNDX.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) 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.


IUSA.MICSNDX.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.54

3.79

-0.25

Martin ratioReturn relative to average drawdown

12.66

11.18

+1.48

IUSA.MI vs. CSNDX.MI - Sharpe Ratio Comparison

The current IUSA.MI Sharpe Ratio is 2.27, which is comparable to the CSNDX.MI Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of IUSA.MI and CSNDX.MI, 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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Sharpe Ratios by Period


IUSA.MICSNDX.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.42

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.94

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

1.08

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.07

-0.47

Drawdowns

IUSA.MI vs. CSNDX.MI - Drawdown Comparison

The maximum IUSA.MI drawdown since its inception was -52.36%, which is greater than CSNDX.MI's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for IUSA.MI and CSNDX.MI.


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Drawdown Indicators


IUSA.MICSNDX.MIDifference

Max Drawdown

Largest peak-to-trough decline

-52.36%

-31.19%

-21.17%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-9.95%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.29%

-26.71%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-31.19%

+7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-31.19%

-2.49%

Current Drawdown

Current decline from peak

-0.46%

-0.81%

+0.35%

Average Drawdown

Average peak-to-trough decline

-8.05%

-5.43%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

3.37%

-1.36%

Volatility

IUSA.MI vs. CSNDX.MI - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.MI) is 2.70%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a volatility of 4.28%. This indicates that IUSA.MI experiences smaller price fluctuations and is considered to be less risky 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


IUSA.MICSNDX.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

4.28%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.46%

10.79%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

15.61%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

19.79%

-4.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

19.61%

-3.53%

IUSA.MI vs. CSNDX.MI - Expense Ratio Comparison

IUSA.MI has a 0.07% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.


Dividends

IUSA.MI vs. CSNDX.MI - Dividend Comparison

IUSA.MI's dividend yield for the trailing twelve months is around 0.73%, while CSNDX.MI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSNDX.MI
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSA.MI
iShares Core S&P 500 UCITS ETF USD Dist
0.73%0.82%0.92%1.16%1.39%0.84%1.21%1.33%1.46%1.33%1.25%1.37%

Frequently Asked Questions


With a correlation of 0.93, IUSA.MI and CSNDX.MI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.30% for CSNDX.MI.

IUSA.MI is categorized as S&P 500, while CSNDX.MI is Nasdaq-100. IUSA.MI tracks S&P 500 Index, while CSNDX.MI tracks NASDAQ-100 Index. Their fees differ too: 0.07% for IUSA.MI and 0.30% for CSNDX.MI.

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