EXI5.DE vs. NQSE.DE
EXI5.DE (iShares STOXX Europe 600 Real Estate UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXI5.DE is a REIT fund tracking the STOXX® Europe 600 Real Estate, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXI5.DE returned -4.96%/yr vs 14.91%/yr for NQSE.DE. At a 0.39 correlation, their price movements are largely independent. EXI5.DE charges 0.46%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXI5.DE vs. NQSE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXI5.DE achieves a -0.40% return, which is significantly lower than NQSE.DE's 17.82% return.
EXI5.DE
- 1D
- 0.83%
- 1M
- -2.70%
- YTD
- -0.40%
- 6M
- 0.52%
- 1Y
- -4.69%
- 3Y*
- 6.81%
- 5Y*
- -4.96%
- 10Y*
- -1.04%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXI5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | -0.40% | 3.76% | -4.15% | 17.26% | -37.90% | 16.10% | -8.71% | 27.58% | -11.33% |
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 EXI5.DE and NQSE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
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 | 0.39 |
The correlation between EXI5.DE and NQSE.DE shifts across timeframes, from 0.26 (3 years) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXI5.DE vs. NQSE.DE — Risk / Return Rank
EXI5.DE
NQSE.DE
EXI5.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.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.
| EXI5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 3.08 | -3.40 |
| Martin ratioReturn relative to average drawdown | -0.75 | 10.77 | -11.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXI5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | 2.28 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.71 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.82 | -0.84 |
Drawdowns
EXI5.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXI5.DE drawdown since its inception was -77.04%, 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 EXI5.DE and NQSE.DE.
Loading charts...
Drawdown Indicators
| EXI5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.04% | -37.67% | -39.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -11.87% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -21.03% | -22.40% | +1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -37.67% | -10.41% |
Max Drawdown (10Y)Largest decline over 10 years | -48.08% | — | — |
Current DrawdownCurrent decline from peak | -29.97% | -0.84% | -29.13% |
Average DrawdownAverage peak-to-trough decline | -30.50% | -8.56% | -21.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 3.40% | +3.10% |
Volatility
EXI5.DE vs. NQSE.DE - Volatility Comparison
iShares STOXX Europe 600 Real Estate UCITS ETF (DE) (EXI5.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 4.75% 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.
Loading charts...
Volatility by Period
| EXI5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.75% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 11.99% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 16.05% | -0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.21% | 20.91% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.28% | 21.54% | -1.26% |
EXI5.DE vs. NQSE.DE - Expense Ratio Comparison
EXI5.DE has a 0.46% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
EXI5.DE vs. NQSE.DE - Dividend Comparison
EXI5.DE's dividend yield for the trailing twelve months is around 2.13%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI5.DE iShares STOXX Europe 600 Real Estate UCITS ETF (DE) | 2.13% | 2.02% | 1.82% | 2.05% | 2.19% | 0.93% | 1.30% | 2.10% | 2.15% | 3.10% | 2.80% | 2.65% |
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
EXI5.DE and NQSE.DE have a correlation of 0.28, 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 EXI5.DE.
EXI5.DE is categorized as REIT, while NQSE.DE is Nasdaq-100. EXI5.DE tracks STOXX® Europe 600 Real Estate, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.46% for EXI5.DE and 0.33% for NQSE.DE.
Find the right allocation for EXI5.DE and NQSE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer