EUN4.DE vs. NQSE.DE
EUN4.DE (iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EUN4.DE is a Total Bond Market fund tracking the Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EUN4.DE returned -1.71%/yr vs 12.85%/yr for NQSE.DE. At a 0.09 correlation, their price movements are largely independent. EUN4.DE charges 0.16%/yr vs 0.33%/yr for NQSE.DE.
Performance
EUN4.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN4.DE achieves a 0.84% return, which is significantly lower than NQSE.DE's 14.72% return.
EUN4.DE
- 1D
- -0.16%
- 1M
- 0.73%
- 6M
- 1.11%
- YTD
- 0.84%
- 1Y
- 1.04%
- 3Y*
- 3.14%
- 5Y*
- -1.71%
- 10Y*
- -0.27%
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
EUN4.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUN4.DE iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 0.84% | 1.17% | 2.19% | 6.63% | -16.91% | -2.91% | 3.84% | 5.77% | 0.57% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 35.63% | -15.97% |
Correlation
The correlation between EUN4.DE and NQSE.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.09 |
Over the past year, EUN4.DE and NQSE.DE have become more correlated (0.33) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
EUN4.DE vs. NQSE.DE — Risk / Return Rank
EUN4.DE
NQSE.DE
EUN4.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EUN4.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.27 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.24 | -1.92 |
| Martin ratioReturn relative to average drawdown | 0.85 | 7.50 | -6.65 |
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Drawdowns
EUN4.DE vs. NQSE.DE - Drawdown Comparison
The maximum EUN4.DE drawdown since its inception was -20.44%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for EUN4.DE and NQSE.DE.
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Drawdown Indicators
| EUN4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.44% | -37.62% | +17.18% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -11.88% | +8.66% |
Max Drawdown (3Y)Largest decline over 3 years | -3.33% | -22.41% | +19.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.80% | -37.62% | +17.82% |
Max Drawdown (10Y)Largest decline over 10 years | -20.44% | — | — |
Current DrawdownCurrent decline from peak | -10.50% | -3.42% | -7.08% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -8.51% | +3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 3.55% | -2.34% |
Volatility
EUN4.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) (EUN4.DE) is 0.80%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that EUN4.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
| EUN4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 7.00% | -6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 3.31% | 13.51% | -10.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 17.21% | -13.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.56% | 21.11% | -15.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.62% | 21.59% | -16.97% |
EUN4.DE vs. NQSE.DE - Expense Ratio Comparison
EUN4.DE has a 0.16% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EUN4.DE vs. NQSE.DE - Dividend Comparison
EUN4.DE's dividend yield for the trailing twelve months is around 2.46%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN4.DE iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Dist) | 2.46% | 2.34% | 1.93% | 1.15% | 0.62% | 0.47% | 0.62% | 0.89% | 1.04% | 1.15% | 1.32% | 0.74% |
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
EUN4.DE and NQSE.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN4.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN4.DE is cheaper with a 0.16% expense ratio, compared with 0.33% for NQSE.DE.
EUN4.DE is categorized as Total Bond Market, while NQSE.DE is Nasdaq-100. EUN4.DE tracks Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.16% for EUN4.DE and 0.33% for NQSE.DE.
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