IS20.DE vs. NQSE.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS20.DE is a S&P 500 fund tracking the S&P 500 Top 20 Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 35.67% for NQSE.DE. Their correlation of 0.84 suggests significant overlap in exposure. IS20.DE charges 0.10%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS20.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than NQSE.DE's 17.82% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS20.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 3.78% |
Correlation
The correlation between IS20.DE and NQSE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.84 |
The correlation between IS20.DE and NQSE.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. NQSE.DE — Risk / Return Rank
IS20.DE
NQSE.DE
IS20.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.08 | -0.73 |
| Martin ratioReturn relative to average drawdown | 7.30 | 10.77 | -3.46 |
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
| IS20.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.28 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.82 | -0.05 |
Drawdowns
IS20.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS20.DE and NQSE.DE.
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Drawdown Indicators
| IS20.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -37.67% | +11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -11.87% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.40% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.84% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -8.56% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.40% | +0.71% |
Volatility
IS20.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) is 3.65%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IS20.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
| IS20.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 4.75% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 11.99% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 16.05% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 20.91% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 21.54% | -1.97% |
IS20.DE vs. NQSE.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS20.DE vs. NQSE.DE - Dividend Comparison
Neither IS20.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS20.DE and NQSE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for NQSE.DE.
IS20.DE is categorized as S&P 500, while NQSE.DE is Nasdaq-100. IS20.DE tracks S&P 500 Top 20 Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for IS20.DE and 0.33% for NQSE.DE.
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