ESIS.DE vs. NQSE.DE
ESIS.DE (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - ESIS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIS.DE returned 0.75%/yr vs 14.91%/yr for NQSE.DE. At a 0.21 correlation, their price movements are largely independent. ESIS.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
ESIS.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIS.DE achieves a -1.50% return, which is significantly lower than NQSE.DE's 17.82% return.
ESIS.DE
- 1D
- -0.44%
- 1M
- -0.58%
- YTD
- -1.50%
- 6M
- -1.76%
- 1Y
- -4.64%
- 3Y*
- -0.30%
- 5Y*
- 0.75%
- 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*
- —
ESIS.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIS.DE iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -1.50% | 6.81% | -2.47% | 0.99% | -8.57% | 19.70% | 2.50% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 8.62% |
Correlation
The correlation between ESIS.DE and NQSE.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2020 | 0.21 |
The correlation between ESIS.DE and NQSE.DE shifts across timeframes, from -0.07 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIS.DE vs. NQSE.DE — Risk / Return Rank
ESIS.DE
NQSE.DE
ESIS.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.
| ESIS.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.56 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 3.08 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.77 | 10.77 | -11.54 |
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
| ESIS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.28 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.71 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.82 | -0.60 |
Drawdowns
ESIS.DE vs. NQSE.DE - Drawdown Comparison
The maximum ESIS.DE drawdown since its inception was -15.05%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for ESIS.DE and NQSE.DE.
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Drawdown Indicators
| ESIS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -37.67% | +22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -11.87% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -12.66% | -22.40% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -15.05% | -37.67% | +22.62% |
Current DrawdownCurrent decline from peak | -11.44% | -0.84% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -6.63% | -8.56% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 3.40% | +2.60% |
Volatility
ESIS.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 4.80% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESIS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.75% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 11.99% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 16.05% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 20.91% | -7.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.96% | 21.54% | -8.58% |
ESIS.DE vs. NQSE.DE - Expense Ratio Comparison
ESIS.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
ESIS.DE vs. NQSE.DE - Dividend Comparison
Neither ESIS.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIS.DE and NQSE.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIS.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIS.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
ESIS.DE is categorized as Consumer Staples Equities, while NQSE.DE is Nasdaq-100. ESIS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIS.DE and 0.33% for NQSE.DE.
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