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IS0M.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0M.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than NQSE.DE's 17.82% return.


IS0M.DE

1D
0.01%
1M
-0.06%
YTD
-0.32%
6M
-0.26%
1Y
1.11%
3Y*
4.15%
5Y*
-0.79%
10Y*
0.92%

NQSE.DE

1D
-0.77%
1M
6.66%
YTD
17.82%
6M
17.09%
1Y
35.67%
3Y*
25.27%
5Y*
14.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0M.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
-0.32%3.07%4.66%9.14%-17.24%-2.99%7.54%10.45%1.85%
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 IS0M.DE and NQSE.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2018

0.16

Over the past year, IS0M.DE and NQSE.DE have become more correlated (0.38) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

IS0M.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS0M.DE
IS0M.DE Risk / Return Rank: 1111
Overall Rank
IS0M.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS0M.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IS0M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IS0M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IS0M.DE Martin Ratio Rank: 1212
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS0M.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.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.


IS0M.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

1.03

1.39

-0.36

Calmar ratioReturn relative to maximum drawdown

0.19

3.08

-2.89

Martin ratioReturn relative to average drawdown

0.58

10.77

-10.18

IS0M.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current IS0M.DE Sharpe Ratio is 0.17, which is lower than the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IS0M.DE and NQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS0M.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

2.28

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.71

-0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.82

-0.33

Drawdowns

IS0M.DE vs. NQSE.DE - Drawdown Comparison

The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and NQSE.DE.


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Drawdown Indicators


IS0M.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-37.67%

+16.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-11.87%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-22.40%

+17.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-37.67%

+16.82%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

Current Drawdown

Current decline from peak

-6.33%

-0.84%

-5.49%

Average Drawdown

Average peak-to-trough decline

-5.53%

-8.56%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

3.40%

-1.97%

Volatility

IS0M.DE vs. NQSE.DE - Volatility Comparison

The current volatility for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) is 1.99%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IS0M.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


IS0M.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

4.75%

-2.76%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

11.99%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

16.05%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

20.91%

-14.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

21.54%

-14.81%

IS0M.DE vs. NQSE.DE - Expense Ratio Comparison

IS0M.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Dividends

IS0M.DE vs. NQSE.DE - Dividend Comparison

IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while NQSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
2.83%2.82%2.66%2.10%1.05%0.74%0.98%1.45%1.37%1.37%1.47%1.83%
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


IS0M.DE and NQSE.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0M.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0M.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.

IS0M.DE is categorized as European Government Bonds, while NQSE.DE is Nasdaq-100. IS0M.DE tracks Bloomberg Italy Treasury Bond, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IS0M.DE and 0.33% for NQSE.DE.

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