IS04.DE vs. NQSE.DE
IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS04.DE is a Government Bonds fund tracking the ICE U.S. Treasury 20+ Year Bond Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS04.DE returned -5.21%/yr vs 14.91%/yr for NQSE.DE. At a correlation of -0.14, they often move in opposite directions. IS04.DE charges 0.07%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS04.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS04.DE achieves a 0.81% return, which is significantly lower than NQSE.DE's 17.82% return.
IS04.DE
- 1D
- 0.41%
- 1M
- 0.97%
- YTD
- 0.81%
- 6M
- -0.32%
- 1Y
- 2.27%
- 3Y*
- -4.20%
- 5Y*
- -5.21%
- 10Y*
- -1.74%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS04.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 0.81% | -6.95% | -2.51% | -1.21% | -26.01% | 3.49% | 6.49% | 18.18% | 3.40% |
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 IS04.DE and NQSE.DE is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | -0.14 |
The correlation between IS04.DE and NQSE.DE shifts across timeframes, from -0.14 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS04.DE vs. NQSE.DE — Risk / Return Rank
IS04.DE
NQSE.DE
IS04.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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.
| IS04.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.39 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 3.08 | -2.79 |
| Martin ratioReturn relative to average drawdown | 0.62 | 10.77 | -10.15 |
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
| IS04.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 2.28 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.71 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | 0.82 | -0.91 |
Drawdowns
IS04.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS04.DE drawdown since its inception was -47.19%, 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 IS04.DE and NQSE.DE.
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Drawdown Indicators
| IS04.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -37.67% | -9.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.33% | -11.87% | +4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -22.40% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -40.05% | -37.67% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -47.19% | — | — |
Current DrawdownCurrent decline from peak | -43.69% | -0.84% | -42.85% |
Average DrawdownAverage peak-to-trough decline | -21.89% | -8.56% | -13.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.40% | +0.05% |
Volatility
IS04.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) is 2.47%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IS04.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
| IS04.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.47% | 4.75% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.52% | 11.99% | -5.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.70% | 16.05% | -6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 20.91% | -5.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.69% | 21.54% | -6.85% |
IS04.DE vs. NQSE.DE - Expense Ratio Comparison
IS04.DE has a 0.07% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS04.DE vs. NQSE.DE - Dividend Comparison
IS04.DE's dividend yield for the trailing twelve months is around 4.35%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
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
IS04.DE and NQSE.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS04.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS04.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for NQSE.DE.
IS04.DE is categorized as Government Bonds, while NQSE.DE is Nasdaq-100. IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for IS04.DE and 0.33% for NQSE.DE.
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