EUN1.DE vs. NQSE.DE
EUN1.DE (iShares STOXX Europe 50 UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EUN1.DE returned 11.08%/yr vs 14.91%/yr for NQSE.DE. A 0.60 correlation means they provide meaningful diversification when combined. EUN1.DE charges 0.35%/yr vs 0.33%/yr for NQSE.DE.
Performance
EUN1.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN1.DE achieves a 7.28% return, which is significantly lower than NQSE.DE's 17.82% return.
EUN1.DE
- 1D
- 0.78%
- 1M
- 0.92%
- YTD
- 7.28%
- 6M
- 9.74%
- 1Y
- 16.43%
- 3Y*
- 12.02%
- 5Y*
- 11.08%
- 10Y*
- 9.16%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EUN1.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 7.28% | 17.86% | 7.29% | 14.83% | -1.88% | 26.01% | -6.66% | 28.44% | -7.15% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between EUN1.DE and NQSE.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.60 |
The correlation between EUN1.DE and NQSE.DE has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.
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Return for Risk
EUN1.DE vs. NQSE.DE — Risk / Return Rank
EUN1.DE
NQSE.DE
EUN1.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (EUN1.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.
| EUN1.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.08 | -1.39 |
| Martin ratioReturn relative to average drawdown | 5.92 | 10.77 | -4.85 |
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
| EUN1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.28 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.71 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.82 | -0.66 |
Drawdowns
EUN1.DE vs. NQSE.DE - Drawdown Comparison
The maximum EUN1.DE drawdown since its inception was -62.27%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EUN1.DE and NQSE.DE.
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Drawdown Indicators
| EUN1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.27% | -37.67% | -24.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -11.87% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -17.40% | -22.40% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.40% | -37.67% | +20.27% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -0.84% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -20.89% | -8.56% | -12.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.40% | -0.65% |
Volatility
EUN1.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 50 UCITS ETF (EUN1.DE) is 4.21%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EUN1.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
| EUN1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.75% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 11.99% | -0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 16.05% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 20.91% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 21.54% | -6.28% |
EUN1.DE vs. NQSE.DE - Expense Ratio Comparison
EUN1.DE has a 0.35% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
EUN1.DE vs. NQSE.DE - Dividend Comparison
EUN1.DE's dividend yield for the trailing twelve months is around 2.41%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUN1.DE and NQSE.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.35% for EUN1.DE.
EUN1.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EUN1.DE tracks STOXX® Europe 50, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.35% for EUN1.DE and 0.33% for NQSE.DE.
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