IS05.DE vs. NQSE.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS05.DE is a Government Bonds fund tracking the Markit iBoxx EUR Eurozone 20yr Target Duration Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS05.DE returned -9.93%/yr vs 12.85%/yr for NQSE.DE. At a 0.02 correlation, their price movements are largely independent. IS05.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS05.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a 1.47% return, which is significantly lower than NQSE.DE's 14.72% return.
IS05.DE
- 1D
- -0.31%
- 1M
- 1.16%
- 6M
- 2.43%
- YTD
- 1.47%
- 1Y
- -4.25%
- 3Y*
- -2.92%
- 5Y*
- -9.93%
- 10Y*
- -4.35%
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
IS05.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 1.47% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 19.50% | 0.57% |
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 IS05.DE and NQSE.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.02 |
Over the past year, IS05.DE and NQSE.DE have become more correlated (0.27) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
IS05.DE vs. NQSE.DE — Risk / Return Rank
IS05.DE
NQSE.DE
IS05.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.24 | -2.83 |
| Martin ratioReturn relative to average drawdown | -1.04 | 7.50 | -8.54 |
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Drawdowns
IS05.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, which is greater than NQSE.DE's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IS05.DE and NQSE.DE.
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Drawdown Indicators
| IS05.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -37.62% | -11.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -11.88% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -22.41% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -37.62% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -47.01% | -3.42% | -43.59% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -8.51% | -13.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 3.55% | +0.21% |
Volatility
IS05.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) is 2.71%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IS05.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
| IS05.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 7.00% | -4.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 13.51% | -6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 17.21% | -7.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 21.11% | -5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 21.59% | -6.12% |
IS05.DE vs. NQSE.DE - Expense Ratio Comparison
IS05.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS05.DE vs. NQSE.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.54%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.54% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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
IS05.DE and NQSE.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS05.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS05.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for NQSE.DE.
IS05.DE is categorized as Government Bonds, while NQSE.DE is Nasdaq-100. IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for IS05.DE and 0.33% for NQSE.DE.
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