EUNN.DE vs. NQSE.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EUNN.DE returned 9.85%/yr vs 14.91%/yr for NQSE.DE. At a 0.50 correlation, their price movements are largely independent. EUNN.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
EUNN.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNN.DE achieves a 16.53% return, which is significantly lower than NQSE.DE's 17.82% return.
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EUNN.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -8.94% |
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 EUNN.DE and NQSE.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.50 |
The correlation between EUNN.DE and NQSE.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
EUNN.DE vs. NQSE.DE — Risk / Return Rank
EUNN.DE
NQSE.DE
EUNN.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.
| EUNN.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.08 | +0.06 |
| Martin ratioReturn relative to average drawdown | 10.51 | 10.77 | -0.26 |
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
| EUNN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.28 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.71 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.82 | -0.28 |
Drawdowns
EUNN.DE vs. NQSE.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.55%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and NQSE.DE.
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Drawdown Indicators
| EUNN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.55% | -37.67% | +9.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -11.87% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -22.40% | +6.59% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -37.67% | +18.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.55% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.84% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -8.56% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.40% | -0.54% |
Volatility
EUNN.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) is 3.16%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EUNN.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
| EUNN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 4.75% | -1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.53% | 11.99% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 16.05% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 20.91% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 21.54% | -5.46% |
EUNN.DE vs. NQSE.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EUNN.DE vs. NQSE.DE - Dividend Comparison
Neither EUNN.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and NQSE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
EUNN.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. EUNN.DE tracks MSCI Japan IMI, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for EUNN.DE and 0.33% for NQSE.DE.
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