EXVM.DE vs. NQSE.DE
EXVM.DE (iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXVM.DE is a Government Bonds fund tracking the eb.rexx Government Germany 0-1 Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXVM.DE returned 1.43%/yr vs 12.85%/yr for NQSE.DE. At a 0.00 correlation, their price movements are largely independent. EXVM.DE charges 0.13%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXVM.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXVM.DE achieves a 0.80% return, which is significantly lower than NQSE.DE's 14.72% return.
EXVM.DE
- 1D
- -0.01%
- 1M
- 0.21%
- 6M
- 0.92%
- YTD
- 0.80%
- 1Y
- 1.68%
- 3Y*
- 2.62%
- 5Y*
- 1.43%
- 10Y*
- 0.29%
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
EXVM.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 0.80% | 2.06% | 3.37% | 2.36% | -1.00% | -0.83% | -0.79% | -0.80% | -0.26% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 35.63% | -15.97% |
Correlation
The correlation between EXVM.DE and NQSE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.00 |
Over the past year, EXVM.DE and NQSE.DE have become more correlated (0.22) than their long-term average of 0.00, meaning their price movements have been converging.
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Return for Risk
EXVM.DE vs. NQSE.DE — Risk / Return Rank
EXVM.DE
NQSE.DE
EXVM.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXVM.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.27 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 14.22 | 2.24 | +11.98 |
| Martin ratioReturn relative to average drawdown | 54.84 | 7.50 | +47.34 |
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Drawdowns
EXVM.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXVM.DE drawdown since its inception was -6.33%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for EXVM.DE and NQSE.DE.
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Drawdown Indicators
| EXVM.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.33% | -37.62% | +31.29% |
Max Drawdown (1Y)Largest decline over 1 year | -0.12% | -11.88% | +11.76% |
Max Drawdown (3Y)Largest decline over 3 years | -0.13% | -22.41% | +22.28% |
Max Drawdown (5Y)Largest decline over 5 years | -1.65% | -37.62% | +35.97% |
Max Drawdown (10Y)Largest decline over 10 years | -5.65% | — | — |
Current DrawdownCurrent decline from peak | -0.01% | -3.42% | +3.41% |
Average DrawdownAverage peak-to-trough decline | -1.76% | -8.51% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 3.55% | -3.52% |
Volatility
EXVM.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) is 0.12%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that EXVM.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
| EXVM.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.12% | 7.00% | -6.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.41% | 13.51% | -13.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.54% | 17.21% | -16.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.51% | 21.11% | -20.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.79% | 21.59% | -20.80% |
EXVM.DE vs. NQSE.DE - Expense Ratio Comparison
EXVM.DE has a 0.13% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXVM.DE vs. NQSE.DE - Dividend Comparison
EXVM.DE's dividend yield for the trailing twelve months is around 1.06%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXVM.DE iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) | 1.06% | 1.14% | 0.77% | 0.80% | 0.61% | 0.78% | 0.96% | 1.10% | 1.05% | 1.15% | 1.51% | 1.63% |
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
EXVM.DE and NQSE.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXVM.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXVM.DE is cheaper with a 0.13% expense ratio, compared with 0.33% for NQSE.DE.
EXVM.DE is categorized as Government Bonds, while NQSE.DE is Nasdaq-100. EXVM.DE tracks eb.rexx Government Germany 0-1 Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.13% for EXVM.DE and 0.33% for NQSE.DE.
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