IBC5.DE vs. NQSE.DE
IBC5.DE (iShares $ TIPS UCITS ETF EUR Hedged (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IBC5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged), while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IBC5.DE returned -1.21%/yr vs 12.85%/yr for NQSE.DE. At a 0.08 correlation, their price movements are largely independent. IBC5.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
IBC5.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC5.DE achieves a 0.37% return, which is significantly lower than NQSE.DE's 14.72% return.
IBC5.DE
- 1D
- 0.00%
- 1M
- -0.37%
- 6M
- 0.56%
- YTD
- 0.37%
- 1Y
- 1.69%
- 3Y*
- 1.86%
- 5Y*
- -1.21%
- 10Y*
- —
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
IBC5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBC5.DE iShares $ TIPS UCITS ETF EUR Hedged (Acc) | 0.37% | 4.47% | 0.00% | 1.38% | -14.33% | 4.96% | 9.71% | 5.53% | -2.20% |
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 IBC5.DE and NQSE.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.08 |
The correlation between IBC5.DE and NQSE.DE shifts across timeframes, from 0.08 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBC5.DE vs. NQSE.DE — Risk / Return Rank
IBC5.DE
NQSE.DE
IBC5.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.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.
| IBC5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.24 | -1.47 |
| Martin ratioReturn relative to average drawdown | 1.73 | 7.50 | -5.77 |
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Drawdowns
IBC5.DE vs. NQSE.DE - Drawdown Comparison
The maximum IBC5.DE drawdown since its inception was -18.53%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IBC5.DE and NQSE.DE.
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Drawdown Indicators
| IBC5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.53% | -37.62% | +19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -11.88% | +9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -22.41% | +17.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -37.62% | +19.09% |
Current DrawdownCurrent decline from peak | -9.85% | -3.42% | -6.43% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -8.51% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 3.55% | -2.58% |
Volatility
IBC5.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) is 1.07%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IBC5.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
| IBC5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 7.00% | -5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.06% | 13.51% | -10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 17.21% | -12.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.25% | 21.11% | -14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 21.59% | -15.28% |
IBC5.DE vs. NQSE.DE - Expense Ratio Comparison
IBC5.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IBC5.DE vs. NQSE.DE - Dividend Comparison
Neither IBC5.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC5.DE and NQSE.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBC5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBC5.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
IBC5.DE is categorized as Inflation-Protected Bonds, while NQSE.DE is Nasdaq-100. IBC5.DE tracks Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged), while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for IBC5.DE and 0.33% for NQSE.DE.
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