EXW1.DE vs. NQSE.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXW1.DE is a Europe Equities fund tracking the EURO STOXX® 50, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXW1.DE returned 11.50%/yr vs 14.91%/yr for NQSE.DE. A 0.66 correlation means they provide meaningful diversification when combined. EXW1.DE charges 0.10%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXW1.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than NQSE.DE's 17.82% return.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXW1.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -9.16% |
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 EXW1.DE and NQSE.DE is 0.63, 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 | 0.63 |
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 EXW1.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
EXW1.DE vs. NQSE.DE — Risk / Return Rank
EXW1.DE
NQSE.DE
EXW1.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| EXW1.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 3.08 | -1.62 |
| Martin ratioReturn relative to average drawdown | 4.97 | 10.77 | -5.80 |
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
| EXW1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.28 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.71 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.82 | -0.61 |
Drawdowns
EXW1.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, 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 EXW1.DE and NQSE.DE.
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Drawdown Indicators
| EXW1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -37.67% | -20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -11.87% | +1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -22.40% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -37.67% | +14.35% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -0.84% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -8.56% | -7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.40% | -0.22% |
Volatility
EXW1.DE vs. NQSE.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 4.90% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXW1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.75% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 11.99% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 16.05% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 20.91% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 21.54% | -3.34% |
EXW1.DE vs. NQSE.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EXW1.DE vs. NQSE.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
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
EXW1.DE and NQSE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for NQSE.DE.
EXW1.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXW1.DE tracks EURO STOXX® 50, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for EXW1.DE and 0.33% for NQSE.DE.
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