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CBU2.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBU2.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBU2.DE achieves a 1.10% return, which is significantly lower than NQSE.DE's 14.72% return.


CBU2.DE

1D
-0.18%
1M
0.73%
6M
1.10%
YTD
1.10%
1Y
1.10%
3Y*
3.16%
5Y*
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBU2.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CBU2.DE
iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc)
1.10%0.93%2.28%7.33%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
14.72%18.19%24.02%27.84%

Correlation

The correlation between CBU2.DE and NQSE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2023

0.09

Over the past year, CBU2.DE and NQSE.DE have become more correlated (0.30) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

CBU2.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CBU2.DE
CBU2.DE Risk / Return Rank: 1212
Overall Rank
CBU2.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CBU2.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
CBU2.DE Omega Ratio Rank: 1111
Omega Ratio Rank
CBU2.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
CBU2.DE Martin Ratio Rank: 1313
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 5454
Overall Rank
NQSE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CBU2.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.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.


CBU2.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.05

1.27

-0.22

Calmar ratioReturn relative to maximum drawdown

0.36

2.24

-1.88

Martin ratioReturn relative to average drawdown

0.93

7.50

-6.57

CBU2.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current CBU2.DE Sharpe Ratio is 0.27, which is lower than the NQSE.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CBU2.DE and NQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CBU2.DE vs. NQSE.DE - Drawdown Comparison

The maximum CBU2.DE drawdown since its inception was -3.29%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for CBU2.DE and NQSE.DE.


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Drawdown Indicators


CBU2.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.29%

-37.62%

+34.33%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-11.88%

+8.82%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-22.41%

+19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.62%

Current Drawdown

Current decline from peak

-0.90%

-3.42%

+2.52%

Average Drawdown

Average peak-to-trough decline

-1.15%

-8.51%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.18%

3.55%

-2.37%

Volatility

CBU2.DE vs. NQSE.DE - Volatility Comparison

The current volatility for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.DE) is 0.90%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that CBU2.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


CBU2.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

7.00%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.43%

13.51%

-10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

17.21%

-13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.86%

21.11%

-16.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

21.59%

-16.73%

Dividends

CBU2.DE vs. NQSE.DE - Dividend Comparison

Neither CBU2.DE nor NQSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBU2.DE and NQSE.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBU2.DE is categorized as Total Bond Market, while NQSE.DE is Nasdaq-100. CBU2.DE tracks Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index, while NQSE.DE tracks NASDAQ-100 Index.

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