IS3S.DE vs. NQSE.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.35%/yr vs 14.91%/yr for NQSE.DE. A 0.60 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS3S.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than NQSE.DE's 17.82% return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS3S.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -9.58% |
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 IS3S.DE and NQSE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.60 |
The correlation between IS3S.DE and NQSE.DE has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. NQSE.DE — Risk / Return Rank
IS3S.DE
NQSE.DE
IS3S.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.26 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.39 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 3.08 | +7.28 |
| Martin ratioReturn relative to average drawdown | 39.01 | 10.77 | +28.24 |
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
| IS3S.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.28 | +2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.71 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.82 | -0.13 |
Drawdowns
IS3S.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and NQSE.DE.
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Drawdown Indicators
| IS3S.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -37.67% | +2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -11.87% | +5.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -22.40% | +4.60% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -37.67% | +19.87% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.84% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -8.56% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 3.40% | -1.78% |
Volatility
IS3S.DE vs. NQSE.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that IS3S.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
| IS3S.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.75% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 11.99% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 16.05% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 20.91% | -7.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 21.54% | -5.78% |
IS3S.DE vs. NQSE.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS3S.DE vs. NQSE.DE - Dividend Comparison
Neither IS3S.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and NQSE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for NQSE.DE.
IS3S.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IS3S.DE tracks MSCI World Enhanced Value, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for IS3S.DE and 0.33% for NQSE.DE.
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