EXSG.DE vs. NQSE.DE
EXSG.DE (iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXSG.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXSG.DE returned 9.16%/yr vs 14.91%/yr for NQSE.DE. At a 0.46 correlation, their price movements are largely independent. EXSG.DE charges 0.32%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXSG.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSG.DE achieves a 7.97% return, which is significantly lower than NQSE.DE's 17.82% return.
EXSG.DE
- 1D
- 0.33%
- 1M
- 1.17%
- YTD
- 7.97%
- 6M
- 10.98%
- 1Y
- 20.85%
- 3Y*
- 20.16%
- 5Y*
- 9.16%
- 10Y*
- 7.41%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXSG.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 7.97% | 43.07% | 7.93% | 4.12% | -13.46% | 23.87% | -18.07% | 22.83% | -8.38% |
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 EXSG.DE and NQSE.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.46 |
The correlation between EXSG.DE and NQSE.DE shifts across timeframes, from 0.35 (3 years) to 0.46 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EXSG.DE vs. NQSE.DE — Risk / Return Rank
EXSG.DE
NQSE.DE
EXSG.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.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.
| EXSG.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 3.08 | -0.37 |
| Martin ratioReturn relative to average drawdown | 8.47 | 10.77 | -2.30 |
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
| EXSG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.28 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.71 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.82 | -0.55 |
Drawdowns
EXSG.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXSG.DE drawdown since its inception was -70.80%, 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 EXSG.DE and NQSE.DE.
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Drawdown Indicators
| EXSG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.80% | -37.67% | -33.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.84% | -11.87% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.86% | -22.40% | +9.54% |
Max Drawdown (5Y)Largest decline over 5 years | -24.70% | -37.67% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | -43.45% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.84% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -21.25% | -8.56% | -12.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.40% | -0.89% |
Volatility
EXSG.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) is 3.34%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EXSG.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
| EXSG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 4.75% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.99% | -2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 16.05% | -4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 20.91% | -6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 21.54% | -3.82% |
EXSG.DE vs. NQSE.DE - Expense Ratio Comparison
EXSG.DE has a 0.32% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXSG.DE vs. NQSE.DE - Dividend Comparison
EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSG.DE iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) | 4.10% | 4.47% | 5.94% | 5.72% | 5.29% | 3.91% | 3.22% | 4.60% | 5.06% | 7.36% | 4.78% | 4.24% |
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
EXSG.DE and NQSE.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.33% for NQSE.DE.
EXSG.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXSG.DE tracks EURO STOXX® Select Dividend 30, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.32% for EXSG.DE and 0.33% for NQSE.DE.
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