EXSA.DE vs. NQSE.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXSA.DE is a Europe Equities fund tracking the STOXX® Europe 600, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXSA.DE returned 9.65%/yr vs 14.91%/yr for NQSE.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXSA.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXSA.DE vs. NQSE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than NQSE.DE's 17.82% return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXSA.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -9.97% |
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 EXSA.DE and NQSE.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.64 |
The correlation between EXSA.DE and NQSE.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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
EXSA.DE vs. NQSE.DE — Risk / Return Rank
EXSA.DE
NQSE.DE
EXSA.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.
| EXSA.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.08 | -1.40 |
| Martin ratioReturn relative to average drawdown | 6.32 | 10.77 | -4.44 |
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
| EXSA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.28 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.71 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.82 | -0.43 |
Drawdowns
EXSA.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, 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 EXSA.DE and NQSE.DE.
Loading charts...
Drawdown Indicators
| EXSA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -37.67% | -20.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -11.87% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -22.40% | +6.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -37.67% | +16.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.84% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -8.56% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.40% | -0.83% |
Volatility
EXSA.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) is 4.33%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EXSA.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.
Loading charts...
Volatility by Period
| EXSA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 4.75% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 11.99% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 16.05% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 20.91% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 21.54% | -5.76% |
EXSA.DE vs. NQSE.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXSA.DE vs. NQSE.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
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
EXSA.DE and NQSE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSA.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
EXSA.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXSA.DE tracks STOXX® Europe 600, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EXSA.DE and 0.33% for NQSE.DE.
Find the right allocation for EXSA.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