ESIT.DE vs. NQSE.DE
ESIT.DE (iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - ESIT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, ESIT.DE returned 15.04%/yr vs 14.91%/yr for NQSE.DE. A 0.78 correlation means they provide meaningful diversification when combined. ESIT.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
ESIT.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIT.DE achieves a 52.07% return, which is significantly higher than NQSE.DE's 17.82% return.
ESIT.DE
- 1D
- 0.17%
- 1M
- 20.56%
- YTD
- 52.07%
- 6M
- 49.22%
- 1Y
- 61.87%
- 3Y*
- 24.73%
- 5Y*
- 15.04%
- 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*
- —
ESIT.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIT.DE iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 52.07% | 10.07% | 7.34% | 35.09% | -29.06% | 37.04% | 7.94% |
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 ESIT.DE and NQSE.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.78 |
The correlation between ESIT.DE and NQSE.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
ESIT.DE vs. NQSE.DE — Risk / Return Rank
ESIT.DE
NQSE.DE
ESIT.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.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.
| ESIT.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 3.08 | +1.64 |
| Martin ratioReturn relative to average drawdown | 12.60 | 10.77 | +1.83 |
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
| ESIT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.28 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.71 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.82 | -0.10 |
Drawdowns
ESIT.DE vs. NQSE.DE - Drawdown Comparison
The maximum ESIT.DE drawdown since its inception was -38.33%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and NQSE.DE.
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Drawdown Indicators
| ESIT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -37.67% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -11.87% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -22.40% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -37.67% | -0.66% |
Current DrawdownCurrent decline from peak | -0.39% | -0.84% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -8.56% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 3.40% | +1.50% |
Volatility
ESIT.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 10.57% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that ESIT.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
| ESIT.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 4.75% | +5.82% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 11.99% | +9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.89% | 16.05% | +9.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 20.91% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 21.54% | +3.76% |
ESIT.DE vs. NQSE.DE - Expense Ratio Comparison
ESIT.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
ESIT.DE vs. NQSE.DE - Dividend Comparison
Neither ESIT.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIT.DE and NQSE.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIT.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
ESIT.DE is categorized as Technology Equities, while NQSE.DE is Nasdaq-100. ESIT.DE tracks MSCI World/Information Tech NR USD, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for ESIT.DE and 0.33% for NQSE.DE.
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