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

Performance

EUNY.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Markets Dividend UCITS ETF (EUNY.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, EUNY.DE achieves a 11.46% return, which is significantly lower than NQSE.DE's 17.82% return.


EUNY.DE

1D
-0.55%
1M
-2.26%
YTD
11.46%
6M
11.18%
1Y
25.40%
3Y*
17.26%
5Y*
5.28%
10Y*
7.14%

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)

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


2026 (YTD)20252024202320222021202020192018
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
11.46%13.97%12.39%15.37%-26.13%19.99%-11.70%18.31%2.01%
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 EUNY.DE and NQSE.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

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

0.40

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

0.45

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Return for Risk

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

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

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.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.


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

-0.14

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

6.17

3.08

+3.09

Martin ratioReturn relative to average drawdown

16.86

10.77

+6.09

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

The current EUNY.DE Sharpe Ratio is 2.13, which is comparable to the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EUNY.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


EUNY.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.28

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.71

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.82

-0.59

Drawdowns

EUNY.DE vs. NQSE.DE - Drawdown Comparison

The maximum EUNY.DE drawdown since its inception was -40.65%, 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 EUNY.DE and NQSE.DE.


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Drawdown Indicators


EUNY.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.65%

-37.67%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-11.87%

+7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-15.70%

-22.40%

+6.70%

Max Drawdown (5Y)

Largest decline over 5 years

-31.43%

-37.67%

+6.24%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

Current Drawdown

Current decline from peak

-2.82%

-0.84%

-1.98%

Average Drawdown

Average peak-to-trough decline

-12.34%

-8.56%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

3.40%

-1.89%

Volatility

EUNY.DE vs. NQSE.DE - Volatility Comparison

iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 4.52% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNY.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.75%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

11.99%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

16.05%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

20.91%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

21.54%

-4.81%

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

EUNY.DE has a 0.65% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.


Dividends

EUNY.DE vs. NQSE.DE - Dividend Comparison

EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, while NQSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
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


EUNY.DE and NQSE.DE have a correlation of 0.48, 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 0.65% for EUNY.DE.

EUNY.DE is categorized as Emerging Markets Equities, while NQSE.DE is Nasdaq-100. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.65% for EUNY.DE and 0.33% for NQSE.DE.

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