EXSE.DE vs. NQSE.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXSE.DE is a Europe Equities fund tracking the STOXX® Europe Small 200, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXSE.DE returned 3.52%/yr vs 14.91%/yr for NQSE.DE. A 0.62 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXSE.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than NQSE.DE's 17.82% return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXSE.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -14.09% |
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 EXSE.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 | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.62 |
The correlation between EXSE.DE and NQSE.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
EXSE.DE vs. NQSE.DE — Risk / Return Rank
EXSE.DE
NQSE.DE
EXSE.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.08 | -1.59 |
| Martin ratioReturn relative to average drawdown | 5.48 | 10.77 | -5.29 |
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
| EXSE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.28 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.71 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.82 | -0.42 |
Drawdowns
EXSE.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and NQSE.DE.
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Drawdown Indicators
| EXSE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -37.67% | -24.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -11.87% | +1.51% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -22.40% | +6.79% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -37.67% | +2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -0.84% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -8.56% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.40% | -0.58% |
Volatility
EXSE.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EXSE.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
| EXSE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.75% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 11.99% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 16.05% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 20.91% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 21.54% | -4.20% |
EXSE.DE vs. NQSE.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXSE.DE vs. NQSE.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
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
EXSE.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, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
EXSE.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXSE.DE tracks STOXX® Europe Small 200, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EXSE.DE and 0.33% for NQSE.DE.
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