ESIE.DE vs. NQSE.DE
ESIE.DE (iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - ESIE.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIE.DE returned 19.66%/yr vs 14.91%/yr for NQSE.DE. At a 0.13 correlation, their price movements are largely independent. ESIE.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
ESIE.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIE.DE achieves a 35.70% return, which is significantly higher than NQSE.DE's 17.82% return.
ESIE.DE
- 1D
- -1.24%
- 1M
- -2.61%
- YTD
- 35.70%
- 6M
- 31.40%
- 1Y
- 55.16%
- 3Y*
- 17.75%
- 5Y*
- 19.66%
- 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*
- —
ESIE.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 35.70% | 15.26% | -6.63% | 8.58% | 35.56% | 35.47% | 6.12% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 7.10% |
Correlation
The correlation between ESIE.DE and NQSE.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.13 |
The correlation between ESIE.DE and NQSE.DE shifts across timeframes, from -0.16 (1 year) to 0.14 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESIE.DE vs. NQSE.DE — Risk / Return Rank
ESIE.DE
NQSE.DE
ESIE.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.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.
| ESIE.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 3.08 | +1.37 |
| Martin ratioReturn relative to average drawdown | 14.31 | 10.77 | +3.54 |
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
| ESIE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.28 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.71 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.82 | +0.11 |
Drawdowns
ESIE.DE vs. NQSE.DE - Drawdown Comparison
The maximum ESIE.DE drawdown since its inception was -26.20%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for ESIE.DE and NQSE.DE.
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Drawdown Indicators
| ESIE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.20% | -37.67% | +11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -11.87% | -0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.20% | -22.40% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.20% | -37.67% | +11.47% |
Current DrawdownCurrent decline from peak | -6.72% | -0.84% | -5.88% |
Average DrawdownAverage peak-to-trough decline | -6.68% | -8.56% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 3.40% | +0.44% |
Volatility
ESIE.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) (ESIE.DE) has a higher volatility of 7.06% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that ESIE.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
| ESIE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 4.75% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 19.84% | 11.99% | +7.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.89% | 16.05% | +6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.75% | 20.91% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.16% | 21.54% | +2.62% |
ESIE.DE vs. NQSE.DE - Expense Ratio Comparison
ESIE.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
ESIE.DE vs. NQSE.DE - Dividend Comparison
Neither ESIE.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIE.DE and NQSE.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIE.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
ESIE.DE is categorized as Energy Equities, while NQSE.DE is Nasdaq-100. ESIE.DE tracks MSCI World/Energy NR USD, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIE.DE and 0.33% for NQSE.DE.
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