EXXV.DE vs. NQSE.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EXXV.DE is a Europe Equities fund tracking the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EXXV.DE returned 11.39%/yr vs 14.91%/yr for NQSE.DE. A 0.65 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.33%/yr for NQSE.DE.
Performance
EXXV.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than NQSE.DE's 17.82% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
EXXV.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.17% |
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 EXXV.DE and NQSE.DE is 0.61, 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 | 0.61 |
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 | 0.65 |
The correlation between EXXV.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
EXXV.DE vs. NQSE.DE — Risk / Return Rank
EXXV.DE
NQSE.DE
EXXV.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.08 | -1.51 |
| Martin ratioReturn relative to average drawdown | 5.56 | 10.77 | -5.21 |
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
| EXXV.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.28 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.71 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.82 | -0.51 |
Drawdowns
EXXV.DE vs. NQSE.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and NQSE.DE.
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Drawdown Indicators
| EXXV.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -37.67% | -21.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -11.87% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -22.40% | +6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -37.67% | +8.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -0.84% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -8.56% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.40% | -0.27% |
Volatility
EXXV.DE vs. NQSE.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that EXXV.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.
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Volatility by Period
| EXXV.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.75% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 11.99% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 16.05% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 20.91% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 21.54% | -3.46% |
EXXV.DE vs. NQSE.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
EXXV.DE vs. NQSE.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
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
EXXV.DE and NQSE.DE have a correlation of 0.61, 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 0.43% for EXXV.DE.
EXXV.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.43% for EXXV.DE and 0.33% for NQSE.DE.
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