2B7K.DE vs. NQSE.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 2B7K.DE is a Large Cap Blend Equities fund tracking the MSCI World SRI Select Reduced Fossil Fuels, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 14.91%/yr for NQSE.DE. A 0.79 correlation means they provide meaningful diversification when combined. 2B7K.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
2B7K.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7K.DE achieves a 10.83% return, which is significantly lower than NQSE.DE's 17.82% return.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
2B7K.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 20.57% |
Correlation
The correlation between 2B7K.DE and NQSE.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.79 |
The correlation between 2B7K.DE and NQSE.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
2B7K.DE vs. NQSE.DE — Risk / Return Rank
2B7K.DE
NQSE.DE
2B7K.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). 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.
| 2B7K.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.08 | -0.71 |
| Martin ratioReturn relative to average drawdown | 8.64 | 10.77 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 2B7K.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 2.28 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.71 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.82 | -0.03 |
Drawdowns
2B7K.DE vs. NQSE.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and NQSE.DE.
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Drawdown Indicators
| 2B7K.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -37.67% | +6.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -11.87% | +4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -22.40% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -37.67% | +16.38% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -8.56% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.40% | -1.25% |
Volatility
2B7K.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 3.69%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7K.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 4.75% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 11.99% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 16.05% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 20.91% | -6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 21.54% | -5.36% |
2B7K.DE vs. NQSE.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
2B7K.DE vs. NQSE.DE - Dividend Comparison
Neither 2B7K.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and NQSE.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
2B7K.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. 2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for 2B7K.DE and 0.33% for NQSE.DE.
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