36B1.DE vs. NQSE.DE
36B1.DE (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 36B1.DE is a Emerging Markets Bonds fund tracking the JP Morgan ESG EMBI Global Diversified, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 36B1.DE returned 2.20%/yr vs 14.91%/yr for NQSE.DE. At a 0.23 correlation, their price movements are largely independent. 36B1.DE charges 0.45%/yr vs 0.33%/yr for NQSE.DE.
Performance
36B1.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B1.DE achieves a 2.43% return, which is significantly lower than NQSE.DE's 17.82% return.
36B1.DE
- 1D
- 0.13%
- 1M
- 1.40%
- YTD
- 2.43%
- 6M
- 1.88%
- 1Y
- 8.21%
- 3Y*
- 5.51%
- 5Y*
- 2.20%
- 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*
- —
36B1.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 2.43% | -0.10% | 10.86% | 5.55% | -13.71% | 6.46% | -4.35% | 11.07% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 18.24% |
Correlation
The correlation between 36B1.DE and NQSE.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2019 | 0.23 |
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Return for Risk
36B1.DE vs. NQSE.DE — Risk / Return Rank
36B1.DE
NQSE.DE
36B1.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.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.
| 36B1.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.39 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 3.08 | -0.45 |
| Martin ratioReturn relative to average drawdown | 6.72 | 10.77 | -4.05 |
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
| 36B1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.28 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.71 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.82 | -0.59 |
Drawdowns
36B1.DE vs. NQSE.DE - Drawdown Comparison
The maximum 36B1.DE drawdown since its inception was -22.46%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for 36B1.DE and NQSE.DE.
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Drawdown Indicators
| 36B1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.46% | -37.67% | +15.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.95% | -11.87% | +8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -12.43% | -22.40% | +9.97% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -37.67% | +21.33% |
Current DrawdownCurrent decline from peak | -1.33% | -0.84% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -8.56% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.40% | -2.24% |
Volatility
36B1.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) is 1.21%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that 36B1.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
| 36B1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.75% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 11.99% | -8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.87% | 16.05% | -10.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.41% | 20.91% | -12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 21.54% | -11.99% |
36B1.DE vs. NQSE.DE - Expense Ratio Comparison
36B1.DE has a 0.45% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
36B1.DE vs. NQSE.DE - Dividend Comparison
36B1.DE's dividend yield for the trailing twelve months is around 4.93%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 4.93% | 5.22% | 4.96% | 5.09% | 5.00% | 4.57% | 3.40% | 4.19% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
36B1.DE and NQSE.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.45% for 36B1.DE.
36B1.DE is categorized as Emerging Markets Bonds, while NQSE.DE is Nasdaq-100. 36B1.DE tracks JP Morgan ESG EMBI Global Diversified, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.45% for 36B1.DE and 0.33% for NQSE.DE.
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