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

DBK.DE vs. NQSE.DE

Last updated Jun 5, 2026

DBK.DE (Deutsche Bank Aktiengesellschaft) is a stock, while NQSE.DE (iShares NASDAQ 100 UCITS ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, DBK.DE returned 20.97%/yr vs 14.91%/yr for NQSE.DE. At a 0.37 correlation, their price movements are largely independent.

Performance

DBK.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Bank Aktiengesellschaft (DBK.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, DBK.DE achieves a -13.18% return, which is significantly lower than NQSE.DE's 17.82% return.

DBK.DE

1D
2.99%
1M
9.58%
YTD
-13.18%
6M
-7.22%
1Y
19.58%
3Y*
46.38%
5Y*
20.97%
10Y*
9.52%

NQSE.DE

1D
-0.77%
1M
8.32%
YTD
17.82%
6M
17.54%
1Y
36.74%
3Y*
25.27%
5Y*
14.91%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
DBK.DE
Deutsche Bank Aktiengesellschaft		-13.18%104.51%38.52%20.50%-1.83%23.12%29.38%1.00%-27.25%
NQSE.DE
iShares NASDAQ 100 UCITS ETF		17.82%18.16%24.07%52.10%-36.29%27.37%45.23%35.67%-15.98%

Correlation

The correlation between DBK.DE and NQSE.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.50

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

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2018

0.37

The correlation between DBK.DE and NQSE.DE shifts across timeframes, from 0.37 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Deutsche Bank Aktiengesellschaft

iShares NASDAQ 100 UCITS ETF

Often compared with DBK.DE:
DBK.DE vs. CBK.DEDBK.DE vs. BRK-BDBK.DE vs. DBDBK.DE vs. EBO.DEDBK.DE vs. NASDXDBK.DE vs. BTC-USDDBK.DE vs. SPY
Often compared with NQSE.DE:
NQSE.DE vs. SXRV.DENQSE.DE vs. CNDX.ASNQSE.DE vs. QQQNQSE.DE vs. EQQB.DENQSE.DE vs. JEQP.LNQSE.DE vs. CNDX.LNQSE.DE vs. SXR8.DE

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DBK.DE
DBK.DE Risk / Return Rank: 5757
Overall Rank
DBK.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DBK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
DBK.DE Omega Ratio Rank: 5454
Omega Ratio Rank
DBK.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
DBK.DE Martin Ratio Rank: 5959
Martin Ratio Rank
NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DBK.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.

DBK.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility
0.61
2.28

-1.67

Sortino ratioReturn per unit of downside risk
1.08
3.17

-2.09

Omega ratioGain probability vs. loss probability

1.13

1.39

-0.26

Calmar ratioReturn relative to maximum drawdown

0.73

3.08

-2.35

Martin ratioReturn relative to average drawdown

1.74

10.77

-9.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DBK.DE Sharpe Ratio is 0.61, which is lower than the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of DBK.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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Sharpe Ratios by Period

DBK.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.28

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.71

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.82

-0.77

Drawdowns

DBK.DE vs. NQSE.DE - Drawdown Comparison

The maximum DBK.DE drawdown since its inception was -92.61%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for DBK.DE and NQSE.DE.

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Drawdown Indicators

DBK.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-92.61%

-37.67%

-54.94%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-11.87%

-14.90%

Max Drawdown (3Y)

Largest decline over 3 years

-26.77%

-22.40%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-46.36%

-37.67%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-71.17%

—

—

Current Drawdown

Current decline from peak

-51.37%

-0.84%

-50.53%

Average Drawdown

Average peak-to-trough decline

-48.73%

-8.56%

-40.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

3.40%

+7.82%

Volatility

DBK.DE vs. NQSE.DE - Volatility Comparison

Deutsche Bank Aktiengesellschaft (DBK.DE) has a higher volatility of 9.08% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that DBK.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

DBK.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.08%

4.75%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

23.67%

11.99%

+11.68%

Volatility (1Y)

Calculated over the trailing 1-year period

32.04%

16.05%

+15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.49%

20.91%

+14.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.39%

21.54%

+16.85%

Dividends

DBK.DE vs. NQSE.DE - Dividend Comparison

DBK.DE's dividend yield for the trailing twelve months is around 3.61%, while NQSE.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DBK.DE
Deutsche Bank Aktiengesellschaft		3.61%2.05%2.70%2.43%1.89%0.00%0.00%1.59%1.58%1.20%0.00%3.33%
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%0.00%0.00%0.00%

Frequently Asked Questions

DBK.DE and NQSE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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