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IS0S.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0S.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.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, IS0S.DE achieves a -1.86% return, which is significantly lower than NQSE.DE's 14.72% return.


IS0S.DE

1D
0.11%
1M
1.98%
6M
-2.06%
YTD
-1.86%
1Y
-3.00%
3Y*
0.27%
5Y*
0.54%
10Y*
1.09%

NQSE.DE

1D
0.35%
1M
-3.37%
6M
16.19%
YTD
14.72%
1Y
26.71%
3Y*
22.71%
5Y*
12.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0S.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-1.86%-5.90%7.58%1.14%-1.88%3.53%-0.48%11.65%4.43%
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 IS0S.DE and NQSE.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.06

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2018

0.06

The correlation between IS0S.DE and NQSE.DE shifts across timeframes, from -0.02 (5 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IS0S.DE vs. NQSE.DE — Risk / Return Rank

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

IS0S.DE
IS0S.DE Risk / Return Rank: 55
Overall Rank
IS0S.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IS0S.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
IS0S.DE Omega Ratio Rank: 44
Omega Ratio Rank
IS0S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
IS0S.DE Martin Ratio Rank: 55
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 5454
Overall Rank
NQSE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 5252
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 5353
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.

IS0S.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.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.


IS0S.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.11

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.92

1.27

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.48

2.24

-2.72

Martin ratioReturn relative to average drawdown

-0.94

7.50

-8.44

IS0S.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current IS0S.DE Sharpe Ratio is -0.57, which is lower than the NQSE.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of IS0S.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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Drawdowns

IS0S.DE vs. NQSE.DE - Drawdown Comparison

The maximum IS0S.DE drawdown since its inception was -30.09%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IS0S.DE and NQSE.DE.


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Drawdown Indicators


IS0S.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-37.62%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-11.88%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-11.41%

-22.41%

+11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.41%

-37.62%

+26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

Current Drawdown

Current decline from peak

-9.65%

-3.42%

-6.23%

Average Drawdown

Average peak-to-trough decline

-9.48%

-8.51%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.55%

-0.36%

Volatility

IS0S.DE vs. NQSE.DE - Volatility Comparison

The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) is 1.16%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IS0S.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


IS0S.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

7.00%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

13.51%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

17.21%

-11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

21.11%

-14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

21.59%

-11.23%

IS0S.DE vs. NQSE.DE - Expense Ratio Comparison

IS0S.DE has a 0.50% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.


Dividends

IS0S.DE vs. NQSE.DE - Dividend Comparison

IS0S.DE's dividend yield for the trailing twelve months is around 3.54%, while NQSE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
3.54%3.49%2.94%2.89%2.96%2.30%3.05%2.44%2.50%2.19%2.90%1.15%
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


IS0S.DE and NQSE.DE have a correlation of 0.11, 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 0.50% for IS0S.DE.

IS0S.DE is categorized as Emerging Markets Bonds, while NQSE.DE is Nasdaq-100. IS0S.DE tracks Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.50% for IS0S.DE and 0.33% for NQSE.DE.

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