PortfoliosLab logoPortfoliosLab logo
EXX7.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX7.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXX7.DE achieves a 31.92% return, which is significantly higher than NQSE.DE's 17.82% return.


EXX7.DE

1D
-1.45%
1M
10.44%
YTD
31.92%
6M
29.93%
1Y
58.94%
3Y*
20.28%
5Y*
11.91%
10Y*
11.53%

NQSE.DE

1D
-0.77%
1M
8.32%
YTD
17.82%
6M
17.54%
1Y
36.74%
3Y*
25.27%
5Y*
14.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX7.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
31.92%15.64%13.98%17.46%-15.88%3.04%13.62%24.16%-8.72%
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 EXX7.DE and NQSE.DE is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2018

0.59

The correlation between EXX7.DE and NQSE.DE shifts across timeframes, from 0.59 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXX7.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7474
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXX7.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.


EXX7.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratioReturn relative to maximum drawdown

4.52

3.08

+1.44

Martin ratioReturn relative to average drawdown

13.72

10.77

+2.95

EXX7.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current EXX7.DE Sharpe Ratio is 2.50, which is comparable to the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EXX7.DE and NQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EXX7.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.28

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.71

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.82

-0.42

Drawdowns

EXX7.DE vs. NQSE.DE - Drawdown Comparison

The maximum EXX7.DE drawdown since its inception was -50.57%, 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 EXX7.DE and NQSE.DE.


Loading charts...

Drawdown Indicators


EXX7.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.57%

-37.67%

-12.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-11.87%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-22.40%

+1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

-37.67%

+16.27%

Max Drawdown (10Y)

Largest decline over 10 years

-29.83%

Current Drawdown

Current decline from peak

-1.45%

-0.84%

-0.61%

Average Drawdown

Average peak-to-trough decline

-12.03%

-8.56%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.40%

+0.88%

Volatility

EXX7.DE vs. NQSE.DE - Volatility Comparison

iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a higher volatility of 6.61% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that EXX7.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXX7.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.75%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

18.46%

11.99%

+6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.46%

16.05%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

20.91%

-2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

21.54%

-3.82%

EXX7.DE vs. NQSE.DE - Expense Ratio Comparison

EXX7.DE has a 0.51% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.


Dividends

EXX7.DE vs. NQSE.DE - Dividend Comparison

EXX7.DE's dividend yield for the trailing twelve months is around 0.77%, while NQSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXX7.DE
iShares Nikkei 225 UCITS ETF (DE)
0.77%0.92%0.94%1.17%1.31%0.81%1.00%1.21%0.74%1.19%1.35%1.29%
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


EXX7.DE and NQSE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.51% for EXX7.DE.

EXX7.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. EXX7.DE tracks Nikkei 225®, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.51% for EXX7.DE and 0.33% for NQSE.DE.

Portfolio Optimizer

Find the right allocation for EXX7.DE and NQSE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer