AYEW.DE vs. NQSE.DE
AYEW.DE (iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - AYEW.DE is a Technology Equities fund tracking the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, AYEW.DE returned 21.48%/yr vs 14.91%/yr for NQSE.DE. Their correlation of 0.89 suggests significant overlap in exposure. AYEW.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
AYEW.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AYEW.DE achieves a 24.61% return, which is significantly higher than NQSE.DE's 17.82% return.
AYEW.DE
- 1D
- -1.67%
- 1M
- 15.12%
- YTD
- 24.61%
- 6M
- 23.38%
- 1Y
- 45.27%
- 3Y*
- 27.99%
- 5Y*
- 21.48%
- 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*
- —
AYEW.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 24.61% | 9.65% | 33.73% | 55.77% | -29.69% | 41.89% | 30.99% | 12.00% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 10.08% |
Correlation
The correlation between AYEW.DE and NQSE.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.89 |
The correlation between AYEW.DE and NQSE.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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Return for Risk
AYEW.DE vs. NQSE.DE — Risk / Return Rank
AYEW.DE
NQSE.DE
AYEW.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.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.
| AYEW.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.08 | -0.07 |
| Martin ratioReturn relative to average drawdown | 8.00 | 10.77 | -2.77 |
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
| AYEW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.28 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.71 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.82 | +0.20 |
Drawdowns
AYEW.DE vs. NQSE.DE - Drawdown Comparison
The maximum AYEW.DE drawdown since its inception was -31.36%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for AYEW.DE and NQSE.DE.
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Drawdown Indicators
| AYEW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.36% | -37.67% | +6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -11.87% | -3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -29.01% | -22.40% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.10% | -37.67% | +7.57% |
Current DrawdownCurrent decline from peak | -2.13% | -0.84% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -8.56% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 3.40% | +2.24% |
Volatility
AYEW.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) has a higher volatility of 6.77% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that AYEW.DE's price experiences larger fluctuations and is considered to be riskier 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
| AYEW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 4.75% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 11.99% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.98% | 16.05% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 20.91% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.48% | 21.54% | +1.94% |
AYEW.DE vs. NQSE.DE - Expense Ratio Comparison
AYEW.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
AYEW.DE vs. NQSE.DE - Dividend Comparison
AYEW.DE's dividend yield for the trailing twelve months is around 0.25%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 0.25% | 0.31% | 0.38% | 0.46% | 0.82% | 0.40% | 0.65% | 0.12% |
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
AYEW.DE and NQSE.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AYEW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEW.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
AYEW.DE is categorized as Technology Equities, while NQSE.DE is Nasdaq-100. AYEW.DE tracks MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for AYEW.DE and 0.33% for NQSE.DE.
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