EXH4.DE vs. NQSE.DE
EXH4.DE (iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXH4.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXH4.DE returned 11.25%/yr vs 14.91%/yr for NQSE.DE. A 0.65 correlation means they provide meaningful diversification when combined. EXH4.DE charges 0.46%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXH4.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH4.DE achieves a 8.61% return, which is significantly lower than NQSE.DE's 17.82% return.
EXH4.DE
- 1D
- 0.57%
- 1M
- 1.72%
- YTD
- 8.61%
- 6M
- 10.71%
- 1Y
- 14.50%
- 3Y*
- 17.96%
- 5Y*
- 11.25%
- 10Y*
- 12.08%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXH4.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 8.61% | 23.72% | 14.66% | 23.26% | -18.58% | 27.14% | 5.60% | 36.93% | -16.50% |
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 EXH4.DE and NQSE.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.65 |
The correlation between EXH4.DE and NQSE.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
EXH4.DE vs. NQSE.DE — Risk / Return Rank
EXH4.DE
NQSE.DE
EXH4.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.
| EXH4.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.08 | -1.99 |
| Martin ratioReturn relative to average drawdown | 3.91 | 10.77 | -6.86 |
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
| EXH4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.28 | -1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.71 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.82 | -0.34 |
Drawdowns
EXH4.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXH4.DE drawdown since its inception was -60.02%, 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 EXH4.DE and NQSE.DE.
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Drawdown Indicators
| EXH4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.02% | -37.67% | -22.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -11.87% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -19.33% | -22.40% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -37.67% | +6.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | — | — |
Current DrawdownCurrent decline from peak | -1.40% | -0.84% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -8.56% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.40% | +0.29% |
Volatility
EXH4.DE vs. NQSE.DE - Volatility Comparison
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a higher volatility of 6.36% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that EXH4.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXH4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 4.75% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 11.99% | +4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 16.05% | +3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 20.91% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 21.54% | -1.61% |
EXH4.DE vs. NQSE.DE - Expense Ratio Comparison
EXH4.DE has a 0.46% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
EXH4.DE vs. NQSE.DE - Dividend Comparison
EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 1.18% | 1.31% | 1.51% | 1.72% | 1.68% | 1.08% | 0.85% | 1.69% | 1.67% | 2.38% | 2.10% | 2.79% |
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
EXH4.DE and NQSE.DE have a correlation of 0.63, 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 0.46% for EXH4.DE.
EXH4.DE is categorized as Industrials Equities, while NQSE.DE is Nasdaq-100. EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.46% for EXH4.DE and 0.33% for NQSE.DE.
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