SXRW.DE vs. CSNDX.MI
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.60%/yr vs 21.25%/yr for CSNDX.MI. A 0.52 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.30%/yr for CSNDX.MI.
Performance
SXRW.DE vs. CSNDX.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 7.72% return, which is significantly lower than CSNDX.MI's 20.42% return. Over the past 10 years, SXRW.DE has underperformed CSNDX.MI with an annualized return of 8.60%, while CSNDX.MI has yielded a comparatively higher 21.25% annualized return.
SXRW.DE
- 1D
- -0.30%
- 1M
- 3.56%
- YTD
- 7.72%
- 6M
- 10.52%
- 1Y
- 20.05%
- 3Y*
- 14.43%
- 5Y*
- 11.47%
- 10Y*
- 8.60%
CSNDX.MI
- 1D
- -0.81%
- 1M
- 3.91%
- YTD
- 20.42%
- 6M
- 22.03%
- 1Y
- 39.23%
- 3Y*
- 24.49%
- 5Y*
- 18.66%
- 10Y*
- 21.25%
SXRW.DE vs. CSNDX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 7.72% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
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 SXRW.DE and CSNDX.MI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.52 |
The correlation between SXRW.DE and CSNDX.MI shifts across timeframes, from 0.35 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. CSNDX.MI — Risk / Return Rank
SXRW.DE
CSNDX.MI
SXRW.DE vs. CSNDX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) 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.
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.
| SXRW.DE | CSNDX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 3.79 | -1.26 |
| Martin ratioReturn relative to average drawdown | 9.23 | 11.18 | -1.95 |
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Drawdowns
SXRW.DE vs. CSNDX.MI - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and CSNDX.MI.
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Drawdown Indicators
| SXRW.DE | CSNDX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -31.19% | -9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.95% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -26.71% | +9.85% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -31.19% | +14.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -31.19% | -9.12% |
Current DrawdownCurrent decline from peak | -1.63% | -0.81% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.42% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.37% | -1.22% |
Volatility
SXRW.DE vs. CSNDX.MI - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.63%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a volatility of 4.28%. This indicates that SXRW.DE 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
| SXRW.DE | CSNDX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.28% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.79% | -0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 15.61% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 19.79% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 19.61% | -2.72% |
SXRW.DE vs. CSNDX.MI - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.
Dividends
SXRW.DE vs. CSNDX.MI - Dividend Comparison
Neither SXRW.DE nor CSNDX.MI has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and CSNDX.MI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for CSNDX.MI.
SXRW.DE is categorized as Europe Equities, while CSNDX.MI is Nasdaq-100. SXRW.DE tracks FTSE 100, while CSNDX.MI tracks NASDAQ-100 Index. Their fees differ too: 0.07% for SXRW.DE and 0.30% for CSNDX.MI.
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