ESIF.DE vs. NQSE.DE
ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIF.DE returned 19.48%/yr vs 14.91%/yr for NQSE.DE. At a 0.48 correlation, their price movements are largely independent. ESIF.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
ESIF.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIF.DE achieves a 3.87% return, which is significantly lower than NQSE.DE's 17.82% return.
ESIF.DE
- 1D
- 0.61%
- 1M
- 3.50%
- YTD
- 3.87%
- 6M
- 10.14%
- 1Y
- 22.51%
- 3Y*
- 28.94%
- 5Y*
- 19.48%
- 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*
- —
ESIF.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 3.87% | 47.69% | 25.31% | 21.61% | -2.88% | 29.09% | 3.24% |
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 ESIF.DE and NQSE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.48 |
The correlation between ESIF.DE and NQSE.DE has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.
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Return for Risk
ESIF.DE vs. NQSE.DE — Risk / Return Rank
ESIF.DE
NQSE.DE
ESIF.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.
| ESIF.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.08 | -1.27 |
| Martin ratioReturn relative to average drawdown | 6.04 | 10.77 | -4.73 |
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
| ESIF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.28 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 0.71 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.82 | +0.35 |
Drawdowns
ESIF.DE vs. NQSE.DE - Drawdown Comparison
The maximum ESIF.DE drawdown since its inception was -22.93%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for ESIF.DE and NQSE.DE.
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Drawdown Indicators
| ESIF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.93% | -37.67% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -11.87% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -22.40% | +5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -37.67% | +14.74% |
Current DrawdownCurrent decline from peak | -2.65% | -0.84% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -8.56% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 3.40% | +0.32% |
Volatility
ESIF.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a higher volatility of 5.37% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that ESIF.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
| ESIF.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.75% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 11.99% | +2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 16.05% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 20.91% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 21.54% | -2.70% |
ESIF.DE vs. NQSE.DE - Expense Ratio Comparison
ESIF.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
ESIF.DE vs. NQSE.DE - Dividend Comparison
Neither ESIF.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIF.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.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
ESIF.DE is categorized as Financials Equities, while NQSE.DE is Nasdaq-100. ESIF.DE tracks MSCI World/Financials NR USD, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIF.DE and 0.33% for NQSE.DE.
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