IS0D.DE vs. NQSE.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS0D.DE is a Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS0D.DE returned 17.33%/yr vs 14.91%/yr for NQSE.DE. At a 0.22 correlation, their price movements are largely independent. IS0D.DE charges 0.55%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS0D.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than NQSE.DE's 17.82% return.
IS0D.DE
- 1D
- 0.10%
- 1M
- 1.29%
- YTD
- 30.64%
- 6M
- 22.28%
- 1Y
- 36.59%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS0D.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -24.63% |
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 IS0D.DE and NQSE.DE is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.22 |
The correlation between IS0D.DE and NQSE.DE shifts across timeframes, from -0.21 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0D.DE vs. NQSE.DE — Risk / Return Rank
IS0D.DE
NQSE.DE
IS0D.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.
| IS0D.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.08 | -1.06 |
| Martin ratioReturn relative to average drawdown | 5.02 | 10.77 | -5.75 |
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
| IS0D.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.28 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.71 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.82 | -0.73 |
Drawdowns
IS0D.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, 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 IS0D.DE and NQSE.DE.
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Drawdown Indicators
| IS0D.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -37.67% | -41.80% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -11.87% | -5.88% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -22.40% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -37.67% | +5.33% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | — | — |
Current DrawdownCurrent decline from peak | -9.82% | -0.84% | -8.98% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -8.56% | -18.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 3.40% | +3.78% |
Volatility
IS0D.DE vs. NQSE.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that IS0D.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
| IS0D.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 4.75% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 11.99% | +10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 16.05% | +10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 20.91% | +9.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 21.54% | +11.58% |
IS0D.DE vs. NQSE.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IS0D.DE vs. NQSE.DE - Dividend Comparison
Neither IS0D.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0D.DE and NQSE.DE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.55% for IS0D.DE.
IS0D.DE is categorized as Energy Equities, while NQSE.DE is Nasdaq-100. IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.55% for IS0D.DE and 0.33% for NQSE.DE.
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