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QDIV.L vs. CNDX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDIV.L vs. CNDX.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, QDIV.L achieves a 13.61% return, which is significantly lower than CNDX.L's 15.91% return. Over the past 10 years, QDIV.L has underperformed CNDX.L with an annualized return of 11.00%, while CNDX.L has yielded a comparatively higher 20.97% annualized return.


QDIV.L

1D
-0.27%
1M
-1.14%
6M
11.96%
YTD
13.61%
1Y
24.05%
3Y*
17.79%
5Y*
11.80%
10Y*
11.00%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
13.61%16.66%15.35%14.30%-6.23%21.82%0.08%21.36%-3.83%18.55%
CNDX.L
iShares NASDAQ 100 UCITS ETF
15.91%19.75%26.42%56.22%-33.49%27.92%48.25%37.96%-1.08%31.91%

Correlation

The correlation between QDIV.L and CNDX.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.73

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

0.75

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.72

The correlation between QDIV.L and CNDX.L has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

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

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

QDIV.L
QDIV.L Risk / Return Rank: 8383
Overall Rank
QDIV.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
QDIV.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
QDIV.L Omega Ratio Rank: 8484
Omega Ratio Rank
QDIV.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
QDIV.L Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.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.


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

+0.58

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.40

1.29

+0.11

Calmar ratioReturn relative to maximum drawdown

3.10

2.57

+0.53

Martin ratioReturn relative to average drawdown

12.18

8.61

+3.56

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

The current QDIV.L Sharpe Ratio is 2.21, which is higher than the CNDX.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of QDIV.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.


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Drawdowns

QDIV.L vs. CNDX.L - Drawdown Comparison

The maximum QDIV.L drawdown since its inception was -33.39%, smaller than the maximum CNDX.L drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for QDIV.L and CNDX.L.


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Drawdown Indicators


QDIV.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.39%

-35.21%

+1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-11.00%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-22.44%

+5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-35.21%

+17.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.39%

-35.21%

+1.82%

Current Drawdown

Current decline from peak

-1.72%

-3.87%

+2.15%

Average Drawdown

Average peak-to-trough decline

-3.36%

-5.12%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.29%

-1.25%

Volatility

QDIV.L vs. CNDX.L - Volatility Comparison

The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist) (QDIV.L) is 2.94%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 5.89%. This indicates that QDIV.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


QDIV.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

5.89%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

13.78%

-4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

11.24%

17.32%

-6.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

21.15%

-6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

20.13%

-5.05%

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

QDIV.L has a 0.35% expense ratio, which is higher than CNDX.L's 0.33% expense ratio.


Dividends

QDIV.L vs. CNDX.L - Dividend Comparison

QDIV.L's dividend yield for the trailing twelve months is around 1.52%, 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%
QDIV.L
iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist)
1.52%1.67%1.93%2.00%2.27%2.08%2.50%2.36%2.44%2.15%2.32%2.47%

Frequently Asked Questions


QDIV.L and CNDX.L have a correlation of 0.73, 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 0.35% for QDIV.L.

QDIV.L is categorized as Dividend, while CNDX.L is Nasdaq-100. QDIV.L tracks iShares MSCI USA Quality Dividend Advanced UCITS ETF USD (Dist), while CNDX.L tracks NASDAQ-100 Index. Their fees differ too: 0.35% for QDIV.L and 0.33% for CNDX.L.

Portfolio Optimizer

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