IS07.DE vs. NQSE.DE
IS07.DE (iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS07.DE is a Multi-factor fund tracking the STOXX Developed World Equity Factor Screened 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, IS07.DE returned 9.90%/yr vs 12.85%/yr for NQSE.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.33% expense ratio.
Performance
IS07.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS07.DE achieves a 11.48% return, which is significantly lower than NQSE.DE's 14.72% return.
IS07.DE
- 1D
- 0.68%
- 1M
- 0.17%
- 6M
- 12.00%
- YTD
- 11.48%
- 1Y
- 23.44%
- 3Y*
- 18.84%
- 5Y*
- 9.90%
- 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*
- —
IS07.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS07.DE iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) | 11.48% | 21.49% | 18.24% | 12.98% | -16.13% | 22.03% | 6.67% | 18.34% | -13.92% |
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 IS07.DE and NQSE.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.82 |
The correlation between IS07.DE and NQSE.DE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.
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Return for Risk
IS07.DE vs. NQSE.DE — Risk / Return Rank
IS07.DE
NQSE.DE
IS07.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.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.
| IS07.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.24 | +1.10 |
| Martin ratioReturn relative to average drawdown | 13.14 | 7.50 | +5.64 |
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Drawdowns
IS07.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS07.DE drawdown since its inception was -33.06%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IS07.DE and NQSE.DE.
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Drawdown Indicators
| IS07.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.06% | -37.62% | +4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -11.88% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -22.41% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -37.62% | +15.36% |
Current DrawdownCurrent decline from peak | -0.59% | -3.42% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -8.51% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.55% | -1.77% |
Volatility
IS07.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) is 3.86%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IS07.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
| IS07.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 7.00% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 13.51% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.56% | 17.21% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 21.11% | -6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 21.59% | -5.78% |
IS07.DE vs. NQSE.DE - Expense Ratio Comparison
Both IS07.DE and NQSE.DE have an expense ratio of 0.33%.
Dividends
IS07.DE vs. NQSE.DE - Dividend Comparison
Neither IS07.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS07.DE and NQSE.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.33% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS07.DE and NQSE.DE have the same expense ratio: 0.33% per year.
IS07.DE is categorized as Multi-factor, while NQSE.DE is Nasdaq-100. IS07.DE tracks STOXX Developed World Equity Factor Screened Index (EUR Hedged), while NQSE.DE tracks NASDAQ-100 Index.
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