IS0M.DE vs. NQSE.DE
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS0M.DE is a European Government Bonds fund tracking the Bloomberg Italy Treasury Bond, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS0M.DE returned -0.79%/yr vs 14.91%/yr for NQSE.DE. At a 0.16 correlation, their price movements are largely independent. IS0M.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS0M.DE vs. NQSE.DE - Performance Comparison
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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*
- —
IS0M.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
IS0M.DE
NQSE.DE
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.DE | NQSE.DE | Difference | |
|---|---|---|---|
| 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 |
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
| IS0M.DE | NQSE.DE | Difference | |
|---|---|---|---|
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.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.33% | -0.84% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -8.56% | +3.03% |
Ulcer IndexDepth 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.DE | NQSE.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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