IQQ0.DE vs. NQSE.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IQQ0.DE returned 6.14%/yr vs 14.91%/yr for NQSE.DE. At a 0.42 correlation, their price movements are largely independent. IQQ0.DE charges 0.30%/yr vs 0.33%/yr for NQSE.DE.
Performance
IQQ0.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than NQSE.DE's 17.82% return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IQQ0.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | -4.84% |
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 IQQ0.DE and NQSE.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.42 |
The correlation between IQQ0.DE and NQSE.DE shifts across timeframes, from -0.03 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQQ0.DE vs. NQSE.DE — Risk / Return Rank
IQQ0.DE
NQSE.DE
IQQ0.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.31 | ||
| Sortino ratioReturn per unit of downside risk | -3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.08 | -3.13 |
| Martin ratioReturn relative to average drawdown | -0.12 | 10.77 | -10.88 |
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
| IQQ0.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.28 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.82 | -0.06 |
Drawdowns
IQQ0.DE vs. NQSE.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and NQSE.DE.
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Drawdown Indicators
| IQQ0.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -37.67% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -11.87% | +6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -22.40% | +9.58% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -37.67% | +24.85% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -0.84% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -8.56% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.40% | -0.96% |
Volatility
IQQ0.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IQQ0.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
| IQQ0.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.75% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 11.99% | -6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 16.05% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 20.91% | -10.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 21.54% | -9.92% |
IQQ0.DE vs. NQSE.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IQQ0.DE vs. NQSE.DE - Dividend Comparison
Neither IQQ0.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and NQSE.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for NQSE.DE.
IQQ0.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IQQ0.DE tracks MSCI World Minimum Volatility, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for IQQ0.DE and 0.33% for NQSE.DE.
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