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NQSE.DE vs. CNDX.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NQSE.DE and CNDX.AS is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

NQSE.DE vs. CNDX.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares NASDAQ 100 UCITS ETF (NQSE.DE) and iShares NASDAQ 100 UCITS ETF (CNDX.AS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.70%
11.69%
NQSE.DE
CNDX.AS

Key characteristics

Sharpe Ratio

NQSE.DE:

1.23

CNDX.AS:

1.61

Sortino Ratio

NQSE.DE:

1.72

CNDX.AS:

2.14

Omega Ratio

NQSE.DE:

1.23

CNDX.AS:

1.30

Calmar Ratio

NQSE.DE:

1.75

CNDX.AS:

2.03

Martin Ratio

NQSE.DE:

5.63

CNDX.AS:

6.73

Ulcer Index

NQSE.DE:

3.80%

CNDX.AS:

4.09%

Daily Std Dev

NQSE.DE:

17.47%

CNDX.AS:

17.22%

Max Drawdown

NQSE.DE:

-37.67%

CNDX.AS:

-31.21%

Current Drawdown

NQSE.DE:

-1.68%

CNDX.AS:

-1.30%

Returns By Period

In the year-to-date period, NQSE.DE achieves a 2.13% return, which is significantly lower than CNDX.AS's 2.75% return.


NQSE.DE

YTD

2.13%

1M

-0.83%

6M

9.84%

1Y

19.58%

5Y*

15.85%

10Y*

N/A

CNDX.AS

YTD

2.75%

1M

-0.15%

6M

19.52%

1Y

27.21%

5Y*

19.16%

10Y*

18.54%

*Annualized

Compare stocks, funds, or ETFs

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


NQSE.DE vs. CNDX.AS - Expense Ratio Comparison

NQSE.DE has a 0.33% expense ratio, which is lower than CNDX.AS's 0.36% expense ratio.


CNDX.AS
iShares NASDAQ 100 UCITS ETF
Expense ratio chart for CNDX.AS: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for NQSE.DE: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

NQSE.DE vs. CNDX.AS — Risk-Adjusted Performance Rank

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

NQSE.DE
The Risk-Adjusted Performance Rank of NQSE.DE is 5353
Overall Rank
The Sharpe Ratio Rank of NQSE.DE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of NQSE.DE is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NQSE.DE is 5252
Omega Ratio Rank
The Calmar Ratio Rank of NQSE.DE is 6161
Calmar Ratio Rank
The Martin Ratio Rank of NQSE.DE is 5454
Martin Ratio Rank

CNDX.AS
The Risk-Adjusted Performance Rank of CNDX.AS is 6565
Overall Rank
The Sharpe Ratio Rank of CNDX.AS is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CNDX.AS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of CNDX.AS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CNDX.AS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CNDX.AS is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NQSE.DE vs. CNDX.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for NQSE.DE, currently valued at 0.77, compared to the broader market0.002.004.000.771.38
The chart of Sortino ratio for NQSE.DE, currently valued at 1.18, compared to the broader market0.005.0010.001.181.91
The chart of Omega ratio for NQSE.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.25
The chart of Calmar ratio for NQSE.DE, currently valued at 1.22, compared to the broader market0.005.0010.0015.001.221.82
The chart of Martin ratio for NQSE.DE, currently valued at 3.56, compared to the broader market0.0020.0040.0060.0080.00100.003.566.29
NQSE.DE
CNDX.AS

The current NQSE.DE Sharpe Ratio is 1.23, which is comparable to the CNDX.AS Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of NQSE.DE and CNDX.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.77
1.38
NQSE.DE
CNDX.AS

Dividends

NQSE.DE vs. CNDX.AS - Dividend Comparison

Neither NQSE.DE nor CNDX.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NQSE.DE vs. CNDX.AS - Drawdown Comparison

The maximum NQSE.DE drawdown since its inception was -37.67%, 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 NQSE.DE and CNDX.AS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.89%
-0.96%
NQSE.DE
CNDX.AS

Volatility

NQSE.DE vs. CNDX.AS - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (NQSE.DE) and iShares NASDAQ 100 UCITS ETF (CNDX.AS) have volatilities of 5.40% and 5.17%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.40%
5.17%
NQSE.DE
CNDX.AS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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