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WDIV vs. CNDX.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDIV vs. CNDX.AS - Performance Comparison

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

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Different Trading Currencies

WDIV is traded in USD, while CNDX.AS is traded in EUR. To make them comparable, the CNDX.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDIV achieves a 7.69% return, which is significantly lower than CNDX.AS's 19.56% return. Over the past 10 years, WDIV has underperformed CNDX.AS with an annualized return of 7.23%, while CNDX.AS has yielded a comparatively higher 21.52% annualized return.


WDIV

1D
-1.14%
1M
-0.38%
YTD
7.69%
6M
9.59%
1Y
20.15%
3Y*
16.63%
5Y*
7.47%
10Y*
7.23%

CNDX.AS

1D
-0.66%
1M
4.29%
YTD
19.56%
6M
18.40%
1Y
39.86%
3Y*
27.92%
5Y*
17.57%
10Y*
21.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDIV vs. CNDX.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDIV
SPDR S&P Global Dividend ETF
7.69%27.16%7.61%8.21%-6.92%14.44%-10.18%20.12%-8.81%19.03%
CNDX.AS
iShares NASDAQ 100 UCITS ETF
19.56%20.42%26.92%55.16%-34.12%29.34%47.85%37.78%-0.35%32.54%

Correlation

The correlation between WDIV and CNDX.AS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.27

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

0.35

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 31, 2013

0.38

The correlation between WDIV and CNDX.AS shifts across timeframes, from 0.27 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WDIV vs. CNDX.AS — Risk / Return Rank

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

WDIV
WDIV Risk / Return Rank: 5959
Overall Rank
WDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 6666
Sortino Ratio Rank
WDIV Omega Ratio Rank: 6262
Omega Ratio Rank
WDIV Calmar Ratio Rank: 5151
Calmar Ratio Rank
WDIV Martin Ratio Rank: 5353
Martin Ratio Rank

CNDX.AS
CNDX.AS Risk / Return Rank: 7171
Overall Rank
CNDX.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CNDX.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
CNDX.AS Omega Ratio Rank: 7373
Omega Ratio Rank
CNDX.AS Calmar Ratio Rank: 7575
Calmar Ratio Rank
CNDX.AS Martin Ratio Rank: 6262
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.

WDIV vs. CNDX.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) 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.


WDIVCNDX.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.36

1.43

-0.07

Calmar ratioReturn relative to maximum drawdown

2.43

3.55

-1.12

Martin ratioReturn relative to average drawdown

8.95

13.44

-4.49

WDIV vs. CNDX.AS - Sharpe Ratio Comparison

The current WDIV Sharpe Ratio is 2.04, which is comparable to the CNDX.AS Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of WDIV and CNDX.AS, 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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Sharpe Ratios by Period


WDIVCNDX.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.55

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.84

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

1.07

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.98

-0.52

Drawdowns

WDIV vs. CNDX.AS - Drawdown Comparison

The maximum WDIV drawdown since its inception was -42.34%, which is greater than CNDX.AS's maximum drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for WDIV and CNDX.AS.


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Drawdown Indicators


WDIVCNDX.ASDifference

Max Drawdown

Largest peak-to-trough decline

-42.34%

-35.03%

-7.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-11.15%

+2.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.26%

-22.88%

+11.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-35.03%

+12.91%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-35.03%

-7.31%

Current Drawdown

Current decline from peak

-1.72%

-0.79%

-0.93%

Average Drawdown

Average peak-to-trough decline

-5.85%

-5.26%

-0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.96%

-0.62%

Volatility

WDIV vs. CNDX.AS - Volatility Comparison

The current volatility for SPDR S&P Global Dividend ETF (WDIV) is 2.97%, while iShares NASDAQ 100 UCITS ETF (CNDX.AS) has a volatility of 4.58%. This indicates that WDIV experiences smaller price fluctuations and is considered to be less risky than CNDX.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDIVCNDX.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

4.58%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

11.22%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.26%

15.49%

-5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

20.49%

-7.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

19.87%

-4.48%

WDIV vs. CNDX.AS - Expense Ratio Comparison

WDIV has a 0.40% expense ratio, which is higher than CNDX.AS's 0.36% expense ratio.


Dividends

WDIV vs. CNDX.AS - Dividend Comparison

WDIV's dividend yield for the trailing twelve months is around 4.06%, while CNDX.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNDX.AS
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%
WDIV
SPDR S&P Global Dividend ETF
4.06%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Frequently Asked Questions


WDIV and CNDX.AS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNDX.AS is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNDX.AS is cheaper with a 0.36% expense ratio, compared with 0.40% for WDIV.

WDIV is categorized as Global Equities, while CNDX.AS is Nasdaq-100. WDIV tracks S&P Global Dividend Aristocrats Index sp_43, while CNDX.AS tracks NASDAQ-100 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for WDIV and 0.36% for CNDX.AS.

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