IS3R.DE vs. NQSE.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS3R.DE returned 14.66%/yr vs 14.91%/yr for NQSE.DE. A 0.76 correlation means they provide meaningful diversification when combined. IS3R.DE charges 0.25%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS3R.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than NQSE.DE's 17.82% return.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS3R.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | -12.52% |
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 IS3R.DE and NQSE.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.76 |
The correlation between IS3R.DE and NQSE.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. NQSE.DE — Risk / Return Rank
IS3R.DE
NQSE.DE
IS3R.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| IS3R.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.08 | +0.40 |
| Martin ratioReturn relative to average drawdown | 13.30 | 10.77 | +2.53 |
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
| IS3R.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.28 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.71 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.82 | +0.03 |
Drawdowns
IS3R.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and NQSE.DE.
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Drawdown Indicators
| IS3R.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -37.67% | +6.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -11.87% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -22.40% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -37.67% | +14.10% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -0.84% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -8.56% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.40% | -1.04% |
Volatility
IS3R.DE vs. NQSE.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier 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
| IS3R.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.75% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 11.99% | +2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 16.05% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 20.91% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 21.54% | -4.31% |
IS3R.DE vs. NQSE.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS3R.DE vs. NQSE.DE - Dividend Comparison
Neither IS3R.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and NQSE.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for NQSE.DE.
IS3R.DE is categorized as Momentum, while NQSE.DE is Nasdaq-100. IS3R.DE tracks MSCI World Momentum Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for IS3R.DE and 0.33% for NQSE.DE.
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