EXSI.DE vs. NQSE.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXSI.DE is a Europe Equities fund tracking the EURO STOXX®, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXSI.DE returned 10.60%/yr vs 14.91%/yr for NQSE.DE. A 0.66 correlation means they provide meaningful diversification when combined. EXSI.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXSI.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than NQSE.DE's 17.82% return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXSI.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 0.51% | 28.04% | -11.83% |
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 EXSI.DE and NQSE.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.66 |
The correlation between EXSI.DE and NQSE.DE has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
EXSI.DE vs. NQSE.DE — Risk / Return Rank
EXSI.DE
NQSE.DE
EXSI.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.08 | -1.38 |
| Martin ratioReturn relative to average drawdown | 6.24 | 10.77 | -4.53 |
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
| EXSI.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.28 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.71 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.82 | -0.44 |
Drawdowns
EXSI.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and NQSE.DE.
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Drawdown Indicators
| EXSI.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -37.67% | -22.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -11.87% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -22.40% | +7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -37.67% | +13.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.84% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -8.56% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 3.40% | -0.54% |
Volatility
EXSI.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) is 4.42%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EXSI.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
| EXSI.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.75% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 11.99% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 16.05% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 20.91% | -4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 21.54% | -4.34% |
EXSI.DE vs. NQSE.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXSI.DE vs. NQSE.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
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
EXSI.DE and NQSE.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
EXSI.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXSI.DE tracks EURO STOXX®, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EXSI.DE and 0.33% for NQSE.DE.
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