3SUR.DE vs. NQSE.DE
3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - 3SUR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 3SUR.DE returned 8.24%/yr vs 12.85%/yr for NQSE.DE. Their correlation of 0.84 suggests significant overlap in exposure. 3SUR.DE charges 0.23%/yr vs 0.33%/yr for NQSE.DE.
Performance
3SUR.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUR.DE achieves a 13.80% return, which is significantly lower than NQSE.DE's 14.72% return.
3SUR.DE
- 1D
- 0.54%
- 1M
- 1.52%
- 6M
- 14.74%
- YTD
- 13.80%
- 1Y
- 18.83%
- 3Y*
- 13.80%
- 5Y*
- 8.24%
- 10Y*
- —
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
3SUR.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 13.80% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -11.51% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 35.63% | -15.97% |
Correlation
The correlation between 3SUR.DE and NQSE.DE 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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.84 |
The correlation between 3SUR.DE and NQSE.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
3SUR.DE vs. NQSE.DE — Risk / Return Rank
3SUR.DE
NQSE.DE
3SUR.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.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.
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.
| 3SUR.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.24 | -0.12 |
| Martin ratioReturn relative to average drawdown | 7.81 | 7.50 | +0.31 |
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Drawdowns
3SUR.DE vs. NQSE.DE - Drawdown Comparison
The maximum 3SUR.DE drawdown since its inception was -33.43%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and NQSE.DE.
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Drawdown Indicators
| 3SUR.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -37.62% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -11.88% | +3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -22.41% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -37.62% | +9.93% |
Current DrawdownCurrent decline from peak | -0.84% | -3.42% | +2.58% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -8.51% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.55% | -1.15% |
Volatility
3SUR.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) is 4.81%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that 3SUR.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
| 3SUR.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 7.00% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 13.51% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 17.21% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 21.11% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 21.59% | -3.81% |
3SUR.DE vs. NQSE.DE - Expense Ratio Comparison
3SUR.DE has a 0.23% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
3SUR.DE vs. NQSE.DE - Dividend Comparison
3SUR.DE's dividend yield for the trailing twelve months is around 0.88%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.88% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
3SUR.DE and NQSE.DE 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, 3SUR.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
3SUR.DE is cheaper with a 0.23% expense ratio, compared with 0.33% for NQSE.DE.
3SUR.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. 3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.23% for 3SUR.DE and 0.33% for NQSE.DE.
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