EUNJ.DE vs. NQSE.DE
EUNJ.DE (iShares MSCI Pacific ex-Japan UCITS ETF (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EUNJ.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EUNJ.DE returned 5.36%/yr vs 14.91%/yr for NQSE.DE. A 0.59 correlation means they provide meaningful diversification when combined. EUNJ.DE charges 0.60%/yr vs 0.33%/yr for NQSE.DE.
Performance
EUNJ.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNJ.DE achieves a 8.50% return, which is significantly lower than NQSE.DE's 17.82% return.
EUNJ.DE
- 1D
- -0.88%
- 1M
- -2.02%
- YTD
- 8.50%
- 6M
- 9.74%
- 1Y
- 12.72%
- 3Y*
- 9.84%
- 5Y*
- 5.36%
- 10Y*
- 7.05%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EUNJ.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNJ.DE iShares MSCI Pacific ex-Japan UCITS ETF (Dist) | 8.50% | 6.56% | 11.50% | 1.85% | -1.18% | 12.54% | -3.43% | 21.23% | -2.85% |
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 EUNJ.DE and NQSE.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
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 | 0.59 |
The correlation between EUNJ.DE and NQSE.DE has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.
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Return for Risk
EUNJ.DE vs. NQSE.DE — Risk / Return Rank
EUNJ.DE
NQSE.DE
EUNJ.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.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.
| EUNJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 3.08 | -0.94 |
| Martin ratioReturn relative to average drawdown | 6.18 | 10.77 | -4.59 |
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
| EUNJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.28 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.71 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.82 | -0.47 |
Drawdowns
EUNJ.DE vs. NQSE.DE - Drawdown Comparison
The maximum EUNJ.DE drawdown since its inception was -36.95%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EUNJ.DE and NQSE.DE.
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Drawdown Indicators
| EUNJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -37.67% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.13% | -11.87% | +5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -20.39% | -22.40% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -37.67% | +17.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | — | — |
Current DrawdownCurrent decline from peak | -2.02% | -0.84% | -1.18% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -8.56% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.40% | -1.27% |
Volatility
EUNJ.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Pacific ex-Japan UCITS ETF (Dist) (EUNJ.DE) is 3.04%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EUNJ.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
| EUNJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 4.75% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 11.99% | -3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 16.05% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 20.91% | -6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 21.54% | -5.00% |
EUNJ.DE vs. NQSE.DE - Expense Ratio Comparison
EUNJ.DE has a 0.60% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
EUNJ.DE vs. NQSE.DE - Dividend Comparison
EUNJ.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNJ.DE iShares MSCI Pacific ex-Japan UCITS ETF (Dist) | 2.46% | 2.95% | 3.35% | 3.56% | 3.92% | 2.79% | 2.64% | 3.52% | 3.78% | 3.41% | 3.31% | 3.34% |
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
EUNJ.DE and NQSE.DE have a correlation of 0.56, 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 0.60% for EUNJ.DE.
EUNJ.DE is categorized as Asia Pacific Equities, while NQSE.DE is Nasdaq-100. EUNJ.DE tracks MSCI Pacific ex Japan, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for EUNJ.DE and 0.33% for NQSE.DE.
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