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

VWRA.L vs. CNDX.L

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L).

VWRA.L and CNDX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. CNDX.L is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010. Both VWRA.L and CNDX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VWRA.L vs. CNDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and iShares NASDAQ 100 UCITS ETF (CNDX.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)2025202420232022202120202019
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		-1.45%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%
CNDX.L
iShares NASDAQ 100 UCITS ETF		-5.13%19.75%26.45%56.31%-33.45%27.96%48.33%9.11%

Returns By Period

In the year-to-date period, VWRA.L achieves a -1.45% return, which is significantly higher than CNDX.L's -5.13% return.

VWRA.L

1D
2.86%
1M
-3.99%
YTD
-1.45%
6M
2.03%
1Y
21.96%
3Y*
17.54%
5Y*
9.70%
10Y*
—

CNDX.L

1D
3.32%
1M
-2.99%
YTD
-5.13%
6M
-2.25%
1Y
24.64%
3Y*
23.05%
5Y*
13.06%
10Y*
18.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

Vanguard FTSE All-World UCITS ETF USD Accumulating

iShares NASDAQ 100 UCITS ETF

Often compared with VWRA.L:
VWRA.L vs. VTVWRA.L vs. ACWD.LVWRA.L vs. ISAC.LVWRA.L vs. QQQVWRA.L vs. XDWT.LVWRA.L vs. VAGU.LVWRA.L vs. GLD
Often compared with CNDX.L:
CNDX.L vs. QQQCNDX.L vs. EQQQ.DECNDX.L vs. CNX1.LCNDX.L vs. SXRV.DECNDX.L vs. CSPX.LCNDX.L vs. EQQU.LCNDX.L vs. CNDX.AS

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

VWRA.L has a 0.22% expense ratio, which is lower than CNDX.L's 0.33% expense ratio.

CNDX.L
iShares NASDAQ 100 UCITS ETF
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
Martin Ratio Rank
CNDX.L
CNDX.L Risk / Return Rank: 7777
Overall Rank
CNDX.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CNDX.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
CNDX.L Omega Ratio Rank: 6565
Omega Ratio Rank
CNDX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CNDX.L Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.

VWRA.LCNDX.LDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.24

+0.18

Sortino ratio

Return per unit of downside risk

1.98

1.83

+0.15

Omega ratio

Gain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratio

Return relative to maximum drawdown

2.45

3.26

-0.81

Martin ratio

Return relative to average drawdown

9.77

12.14

-2.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current VWRA.L Sharpe Ratio is 1.43, which is comparable to the CNDX.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VWRA.L and CNDX.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VWRA.LCNDX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.24

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.62

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.94

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.03

-0.36

Correlation

The correlation between VWRA.L and CNDX.L is 0.88, 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.

Dividends

VWRA.L vs. CNDX.L - Dividend Comparison

Neither VWRA.L nor CNDX.L has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.00%0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%

Drawdowns

VWRA.L vs. CNDX.L - Drawdown Comparison

The maximum VWRA.L drawdown since its inception was -33.62%, roughly equal to the maximum CNDX.L drawdown of -35.17%. Use the drawdown chart below to compare losses from any high point for VWRA.L and CNDX.L.

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Drawdown Indicators

VWRA.LCNDX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.62%

-35.17%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-12.06%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.06%

-35.17%

+9.11%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.17%

—

Current Drawdown

Current decline from peak

-5.56%

-7.55%

+1.99%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.35%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.95%

-0.74%

Volatility

VWRA.L vs. CNDX.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) is 5.65%, while iShares NASDAQ 100 UCITS ETF (CNDX.L) has a volatility of 6.11%. This indicates that VWRA.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

VWRA.LCNDX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

6.11%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

11.94%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

19.67%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

20.86%

-5.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

20.01%

-2.69%