IS0L.DE vs. NQSE.DE
IS0L.DE (iShares Germany Government Bond UCITS ETF (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS0L.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury Germany, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS0L.DE returned -3.06%/yr vs 14.91%/yr for NQSE.DE. At a correlation of -0.04, they often move in opposite directions. IS0L.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS0L.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0L.DE achieves a -0.09% return, which is significantly lower than NQSE.DE's 17.82% return.
IS0L.DE
- 1D
- 0.09%
- 1M
- -0.08%
- YTD
- -0.09%
- 6M
- -0.26%
- 1Y
- -1.03%
- 3Y*
- 0.83%
- 5Y*
- -3.06%
- 10Y*
- -1.31%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS0L.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS0L.DE iShares Germany Government Bond UCITS ETF (Dist) | -0.09% | -1.50% | 0.13% | 5.16% | -17.86% | -2.55% | 2.69% | 2.82% | 1.28% |
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 IS0L.DE and NQSE.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | -0.04 |
The correlation between IS0L.DE and NQSE.DE shifts across timeframes, from -0.04 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0L.DE vs. NQSE.DE — Risk / Return Rank
IS0L.DE
NQSE.DE
IS0L.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.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.
| IS0L.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.68 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.39 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.08 | -3.56 |
| Martin ratioReturn relative to average drawdown | -1.02 | 10.77 | -11.79 |
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
| IS0L.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 2.28 | -2.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.71 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.82 | -0.85 |
Drawdowns
IS0L.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS0L.DE drawdown since its inception was -23.96%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS0L.DE and NQSE.DE.
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Drawdown Indicators
| IS0L.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.96% | -37.67% | +13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -11.87% | +8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -4.96% | -22.40% | +17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -37.67% | +16.43% |
Max Drawdown (10Y)Largest decline over 10 years | -23.96% | — | — |
Current DrawdownCurrent decline from peak | -19.49% | -0.84% | -18.65% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -8.56% | +0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 3.40% | -2.01% |
Volatility
IS0L.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) is 1.37%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IS0L.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
| IS0L.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.75% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 11.99% | -9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 16.05% | -12.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 20.91% | -14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.27% | 21.54% | -16.27% |
IS0L.DE vs. NQSE.DE - Expense Ratio Comparison
IS0L.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS0L.DE vs. NQSE.DE - Dividend Comparison
IS0L.DE's dividend yield for the trailing twelve months is around 2.19%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0L.DE iShares Germany Government Bond UCITS ETF (Dist) | 2.19% | 2.19% | 2.13% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.35% |
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
IS0L.DE and NQSE.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS0L.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS0L.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
IS0L.DE is categorized as European Government Bonds, while NQSE.DE is Nasdaq-100. IS0L.DE tracks Bloomberg Euro Treasury Germany, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IS0L.DE and 0.33% for NQSE.DE.
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