I500.DE vs. NQSE.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - I500.DE is a S&P 500 fund tracking the S&P 500 Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 14.91%/yr for NQSE.DE. Their correlation of 0.81 suggests significant overlap in exposure. I500.DE charges 0.07%/yr vs 0.33%/yr for NQSE.DE.
Performance
I500.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly lower than NQSE.DE's 17.82% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
I500.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 12.97% |
Correlation
The correlation between I500.DE and NQSE.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.81 |
The correlation between I500.DE and NQSE.DE has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.
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Return for Risk
I500.DE vs. NQSE.DE — Risk / Return Rank
I500.DE
NQSE.DE
I500.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.08 | +0.52 |
| Martin ratioReturn relative to average drawdown | 12.82 | 10.77 | +2.06 |
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
| I500.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.28 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.71 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.82 | +0.32 |
Drawdowns
I500.DE vs. NQSE.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for I500.DE and NQSE.DE.
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Drawdown Indicators
| I500.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -37.67% | +14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -11.87% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -22.40% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -37.67% | +14.43% |
Current DrawdownCurrent decline from peak | -0.46% | -0.84% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -8.56% | +4.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.40% | -1.39% |
Volatility
I500.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that I500.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
| I500.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.75% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 11.99% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 16.05% | -4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 20.91% | -5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 21.54% | -6.41% |
I500.DE vs. NQSE.DE - Expense Ratio Comparison
I500.DE has a 0.07% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
I500.DE vs. NQSE.DE - Dividend Comparison
Neither I500.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
I500.DE and NQSE.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for NQSE.DE.
I500.DE is categorized as S&P 500, while NQSE.DE is Nasdaq-100. I500.DE tracks S&P 500 Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for I500.DE and 0.33% for NQSE.DE.
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