VWRP.L vs. CSNDX.MI
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) and CSNDX.MI (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - VWRP.L is a Global Equities fund tracking the FTSE All-World Index, while CSNDX.MI is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, VWRP.L returned 12.04%/yr vs 18.82%/yr for CSNDX.MI. Their correlation of 0.82 suggests significant overlap in exposure. VWRP.L charges 0.22%/yr vs 0.30%/yr for CSNDX.MI.
Performance
VWRP.L vs. CSNDX.MI - Performance Comparison
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Different Trading Currencies
VWRP.L is traded in GBP, while CSNDX.MI is traded in EUR. To make them comparable, the CSNDX.MI values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWRP.L achieves a 10.60% return, which is significantly lower than CSNDX.MI's 19.42% return.
VWRP.L
- 1D
- 1.65%
- 1M
- 0.42%
- YTD
- 10.60%
- 6M
- 11.30%
- 1Y
- 28.03%
- 3Y*
- 17.31%
- 5Y*
- 12.04%
- 10Y*
- —
CSNDX.MI
- 1D
- -0.73%
- 1M
- 2.30%
- YTD
- 19.42%
- 6M
- 20.22%
- 1Y
- 41.50%
- 3Y*
- 24.65%
- 5Y*
- 18.82%
- 10Y*
- 22.42%
VWRP.L vs. CSNDX.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 10.60% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
CSNDX.MI iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.42% | 12.29% | 29.20% | 47.07% | -26.42% | 29.96% | 43.10% | 4.28% |
Correlation
The correlation between VWRP.L and CSNDX.MI is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.82 |
The correlation between VWRP.L and CSNDX.MI has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.
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Return for Risk
VWRP.L vs. CSNDX.MI — Risk / Return Rank
VWRP.L
CSNDX.MI
VWRP.L vs. CSNDX.MI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) 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.
| VWRP.L | CSNDX.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.48 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.82 | 3.78 | +0.05 |
| Martin ratioReturn relative to average drawdown | 15.17 | 10.94 | +4.23 |
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Drawdowns
VWRP.L vs. CSNDX.MI - Drawdown Comparison
The maximum VWRP.L drawdown since its inception was -25.10%, smaller than the maximum CSNDX.MI drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for VWRP.L and CSNDX.MI.
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Drawdown Indicators
| VWRP.L | CSNDX.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.10% | -27.56% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | -10.94% | +3.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -25.15% | +7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -27.56% | +9.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.73% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -4.63% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 3.78% | -1.99% |
Volatility
VWRP.L vs. CSNDX.MI - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) is 3.57%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (CSNDX.MI) has a volatility of 4.54%. This indicates that VWRP.L 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
| VWRP.L | CSNDX.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.54% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 10.52% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.69% | 15.12% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.92% | 19.37% | -6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 19.55% | -4.59% |
VWRP.L vs. CSNDX.MI - Expense Ratio Comparison
VWRP.L has a 0.22% expense ratio, which is lower than CSNDX.MI's 0.30% expense ratio.
Dividends
VWRP.L vs. CSNDX.MI - Dividend Comparison
Neither VWRP.L nor CSNDX.MI has paid dividends to shareholders.
Frequently Asked Questions
VWRP.L and CSNDX.MI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.30% for CSNDX.MI.
VWRP.L is categorized as Global Equities, while CSNDX.MI is Nasdaq-100. VWRP.L tracks FTSE All-World Index, while CSNDX.MI tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VWRP.L and 0.30% for CSNDX.MI.
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