IQQJ.DE vs. NQSE.DE
IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IQQJ.DE is a Japan Equities fund tracking the MSCI Japan, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IQQJ.DE returned 9.84%/yr vs 14.91%/yr for NQSE.DE. A 0.50 correlation means they provide meaningful diversification when combined. IQQJ.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
IQQJ.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQJ.DE achieves a 16.83% return, which is significantly lower than NQSE.DE's 17.82% return.
IQQJ.DE
- 1D
- -14.69%
- 1M
- 5.85%
- YTD
- 16.83%
- 6M
- 16.70%
- 1Y
- 30.57%
- 3Y*
- 15.45%
- 5Y*
- 9.84%
- 10Y*
- 8.94%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IQQJ.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 16.83% | 12.69% | 13.58% | 16.03% | -12.77% | 9.53% | 4.77% | 21.88% | -8.73% |
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 IQQJ.DE and NQSE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.50 |
The correlation between IQQJ.DE and NQSE.DE has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.
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Return for Risk
IQQJ.DE vs. NQSE.DE — Risk / Return Rank
IQQJ.DE
NQSE.DE
IQQJ.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IQQJ.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.
| IQQJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | 3.08 | -1.01 |
| Martin ratioReturn relative to average drawdown | 9.16 | 10.77 | -1.60 |
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
| IQQJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 2.28 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.82 | -0.54 |
Drawdowns
IQQJ.DE vs. NQSE.DE - Drawdown Comparison
The maximum IQQJ.DE drawdown since its inception was -54.99%, 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 IQQJ.DE and NQSE.DE.
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Drawdown Indicators
| IQQJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.99% | -37.67% | -17.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.69% | -11.87% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.72% | -22.40% | +5.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.40% | -37.67% | +18.27% |
Max Drawdown (10Y)Largest decline over 10 years | -28.02% | — | — |
Current DrawdownCurrent decline from peak | -14.69% | -0.84% | -13.85% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -8.56% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 3.40% | -0.07% |
Volatility
IQQJ.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 30.30% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that IQQJ.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
| IQQJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 30.30% | 4.75% | +25.55% |
Volatility (6M)Calculated over the trailing 6-month period | 33.04% | 11.99% | +21.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.82% | 16.05% | +18.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 20.91% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.82% | 21.54% | -2.72% |
IQQJ.DE vs. NQSE.DE - Expense Ratio Comparison
IQQJ.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IQQJ.DE vs. NQSE.DE - Dividend Comparison
IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQJ.DE iShares MSCI Japan UCITS ETF (Dist) | 1.52% | 1.79% | 1.48% | 1.42% | 1.76% | 1.16% | 1.40% | 1.41% | 1.44% | 1.23% | 1.21% | 0.57% |
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
IQQJ.DE and NQSE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
IQQJ.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. IQQJ.DE tracks MSCI Japan, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for IQQJ.DE and 0.33% for NQSE.DE.
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