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EUN3.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUN3.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUN3.DE achieves a -1.67% return, which is significantly lower than NQSE.DE's 17.82% return.


EUN3.DE

1D
0.03%
1M
0.35%
YTD
-1.67%
6M
-2.34%
1Y
-2.97%
3Y*
-1.80%
5Y*
-2.76%
10Y*
-1.20%

NQSE.DE

1D
-0.77%
1M
6.66%
YTD
17.82%
6M
17.09%
1Y
35.67%
3Y*
25.27%
5Y*
14.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUN3.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
-1.67%-5.37%2.25%0.44%-12.65%1.09%-0.23%8.23%2.16%
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 EUN3.DE and NQSE.DE is -0.08, 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

-0.10

Correlation (5Y)
Calculated over the trailing 5-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2018

-0.17

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Return for Risk

EUN3.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUN3.DE
EUN3.DE Risk / Return Rank: 33
Overall Rank
EUN3.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EUN3.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
EUN3.DE Omega Ratio Rank: 33
Omega Ratio Rank
EUN3.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
EUN3.DE Martin Ratio Rank: 22
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUN3.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.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.


EUN3.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

0.88

1.39

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.70

3.08

-3.78

Martin ratioReturn relative to average drawdown

-1.37

10.77

-12.14

EUN3.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current EUN3.DE Sharpe Ratio is -0.74, which is lower than the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EUN3.DE and NQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUN3.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.74

2.28

-3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.71

-1.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.82

-0.65

Drawdowns

EUN3.DE vs. NQSE.DE - Drawdown Comparison

The maximum EUN3.DE drawdown since its inception was -22.74%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EUN3.DE and NQSE.DE.


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Drawdown Indicators


EUN3.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-37.67%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-4.71%

-11.87%

+7.16%

Max Drawdown (3Y)

Largest decline over 3 years

-10.14%

-22.40%

+12.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.98%

-37.67%

+18.69%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

Current Drawdown

Current decline from peak

-21.83%

-0.84%

-20.99%

Average Drawdown

Average peak-to-trough decline

-9.52%

-8.56%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

3.40%

-0.98%

Volatility

EUN3.DE vs. NQSE.DE - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS ETF USD (Dist) (EUN3.DE) is 1.12%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EUN3.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


EUN3.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

4.75%

-3.63%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

11.99%

-8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

16.05%

-11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.83%

20.91%

-14.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

21.54%

-15.31%

EUN3.DE vs. NQSE.DE - Expense Ratio Comparison

EUN3.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Dividends

EUN3.DE vs. NQSE.DE - Dividend Comparison

EUN3.DE's dividend yield for the trailing twelve months is around 1.50%, while NQSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUN3.DE
iShares Global Government Bond UCITS ETF USD (Dist)
1.50%3.09%2.40%1.47%0.79%0.60%1.08%1.20%1.04%1.01%1.04%0.59%
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


EUN3.DE and NQSE.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUN3.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUN3.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.

EUN3.DE is categorized as Global Bonds, while NQSE.DE is Nasdaq-100. EUN3.DE tracks FTSE G7 Government Bond, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EUN3.DE and 0.33% for NQSE.DE.

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