AYEP.DE vs. NQSE.DE
AYEP.DE (iShares Asia Property Yield UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - AYEP.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Asia Dividend+, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, AYEP.DE returned -1.21%/yr vs 14.91%/yr for NQSE.DE. At a 0.38 correlation, their price movements are largely independent. AYEP.DE charges 0.59%/yr vs 0.33%/yr for NQSE.DE.
Performance
AYEP.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AYEP.DE achieves a -5.35% return, which is significantly lower than NQSE.DE's 17.82% return.
AYEP.DE
- 1D
- -0.02%
- 1M
- -6.11%
- YTD
- -5.35%
- 6M
- -4.80%
- 1Y
- 4.48%
- 3Y*
- 0.62%
- 5Y*
- -1.21%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
AYEP.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEP.DE iShares Asia Property Yield UCITS ETF USD Acc | -5.35% | 15.89% | -4.24% | -5.46% | -7.48% | 13.37% | -16.64% | 19.27% | -2.92% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -5.60% |
Correlation
The correlation between AYEP.DE and NQSE.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.38 |
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Return for Risk
AYEP.DE vs. NQSE.DE — Risk / Return Rank
AYEP.DE
NQSE.DE
AYEP.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.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.
| AYEP.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.08 | -2.72 |
| Martin ratioReturn relative to average drawdown | 1.10 | 10.77 | -9.67 |
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
| AYEP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.41 | 2.28 | -1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.71 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.82 | -0.81 |
Drawdowns
AYEP.DE vs. NQSE.DE - Drawdown Comparison
The maximum AYEP.DE drawdown since its inception was -38.46%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and NQSE.DE.
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Drawdown Indicators
| AYEP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -37.67% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -11.87% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -22.40% | +10.09% |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | -37.67% | +15.02% |
Current DrawdownCurrent decline from peak | -16.71% | -0.84% | -15.87% |
Average DrawdownAverage peak-to-trough decline | -15.03% | -8.56% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 3.40% | +0.67% |
Volatility
AYEP.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 2.79%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that AYEP.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
| AYEP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 4.75% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 11.99% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 16.05% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.71% | 20.91% | -9.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 21.54% | -6.11% |
AYEP.DE vs. NQSE.DE - Expense Ratio Comparison
AYEP.DE has a 0.59% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
AYEP.DE vs. NQSE.DE - Dividend Comparison
Neither AYEP.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
AYEP.DE and NQSE.DE have a correlation of 0.32, 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 0.59% for AYEP.DE.
AYEP.DE is categorized as REIT, while NQSE.DE is Nasdaq-100. AYEP.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.59% for AYEP.DE and 0.33% for NQSE.DE.
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