EH1Y.DE vs. NQSE.DE
EH1Y.DE (iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EH1Y.DE is a European High Yield Bonds fund tracking the ICE BofAML Euro High Yield Constrained, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, EH1Y.DE returned 7.57%/yr vs 25.27%/yr for NQSE.DE. A 0.56 correlation means they provide meaningful diversification when combined. EH1Y.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
EH1Y.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EH1Y.DE achieves a 1.34% return, which is significantly lower than NQSE.DE's 17.82% return.
EH1Y.DE
- 1D
- 0.08%
- 1M
- 0.67%
- YTD
- 1.34%
- 6M
- 1.60%
- 1Y
- 4.08%
- 3Y*
- 7.57%
- 5Y*
- —
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EH1Y.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | 1.34% | 5.28% | 7.65% | 12.37% | -5.31% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -26.74% |
Correlation
The correlation between EH1Y.DE and NQSE.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2022 | 0.56 |
The correlation between EH1Y.DE and NQSE.DE has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.
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Return for Risk
EH1Y.DE vs. NQSE.DE — Risk / Return Rank
EH1Y.DE
NQSE.DE
EH1Y.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.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.
| EH1Y.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.08 | -1.91 |
| Martin ratioReturn relative to average drawdown | 4.93 | 10.77 | -5.84 |
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
| EH1Y.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 2.28 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.82 | +0.10 |
Drawdowns
EH1Y.DE vs. NQSE.DE - Drawdown Comparison
The maximum EH1Y.DE drawdown since its inception was -10.62%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EH1Y.DE and NQSE.DE.
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Drawdown Indicators
| EH1Y.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.62% | -37.67% | +27.05% |
Max Drawdown (1Y)Largest decline over 1 year | -3.31% | -11.87% | +8.56% |
Max Drawdown (3Y)Largest decline over 3 years | -3.71% | -22.40% | +18.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.84% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -1.71% | -8.56% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 3.40% | -2.61% |
Volatility
EH1Y.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) is 1.09%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EH1Y.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
| EH1Y.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 4.75% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 11.99% | -8.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.56% | 16.05% | -12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.34% | 20.91% | -15.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.34% | 21.54% | -16.20% |
EH1Y.DE vs. NQSE.DE - Expense Ratio Comparison
EH1Y.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EH1Y.DE vs. NQSE.DE - Dividend Comparison
EH1Y.DE's dividend yield for the trailing twelve months is around 6.78%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EH1Y.DE iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist | 6.78% | 5.47% | 5.71% | 5.03% | 1.04% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EH1Y.DE and NQSE.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EH1Y.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EH1Y.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
EH1Y.DE is categorized as European High Yield Bonds, while NQSE.DE is Nasdaq-100. EH1Y.DE tracks ICE BofAML Euro High Yield Constrained, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EH1Y.DE and 0.33% for NQSE.DE.
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