36B4.DE vs. NQSE.DE
36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 36B4.DE is a Japan Equities fund tracking the MSCI Japan 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, 36B4.DE returned 4.17%/yr vs 14.91%/yr for NQSE.DE. At a 0.47 correlation, their price movements are largely independent. 36B4.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
36B4.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B4.DE achieves a 3.58% return, which is significantly lower than NQSE.DE's 17.82% return.
36B4.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 3.58%
- 6M
- 3.67%
- 1Y
- 10.86%
- 3Y*
- 5.94%
- 5Y*
- 4.17%
- 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*
- —
36B4.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 3.58% | 6.51% | 9.11% | 9.64% | -13.87% | 9.91% | 6.29% | 17.07% |
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 36B4.DE and NQSE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.47 |
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Return for Risk
36B4.DE vs. NQSE.DE — Risk / Return Rank
36B4.DE
NQSE.DE
36B4.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| 36B4.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.08 | -2.18 |
| Martin ratioReturn relative to average drawdown | 2.55 | 10.77 | -8.22 |
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
| 36B4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.28 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.71 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.82 | -0.46 |
Drawdowns
36B4.DE vs. NQSE.DE - Drawdown Comparison
The maximum 36B4.DE drawdown since its inception was -26.99%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for 36B4.DE and NQSE.DE.
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Drawdown Indicators
| 36B4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.99% | -37.67% | +10.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -11.87% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -22.40% | +6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.45% | -37.67% | +16.22% |
Current DrawdownCurrent decline from peak | -1.83% | -0.84% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -8.56% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 3.40% | +0.48% |
Volatility
36B4.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) is 3.69%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that 36B4.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
| 36B4.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 | 14.00% | 11.99% | +2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.16% | 16.05% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 20.91% | -4.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 21.54% | -4.30% |
36B4.DE vs. NQSE.DE - Expense Ratio Comparison
36B4.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
36B4.DE vs. NQSE.DE - Dividend Comparison
36B4.DE's dividend yield for the trailing twelve months is around 1.41%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.41% | 1.46% | 1.38% | 1.81% | 2.44% | 1.54% | 1.61% | 0.81% |
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
36B4.DE and NQSE.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B4.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B4.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
36B4.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for 36B4.DE and 0.33% for NQSE.DE.
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