IS3T.DE vs. NQSE.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IS3T.DE is a Global Equities fund tracking the MSCI World Mid Cap Equal Weighted, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS3T.DE returned 6.43%/yr vs 14.91%/yr for NQSE.DE. A 0.68 correlation means they provide meaningful diversification when combined. IS3T.DE charges 0.30%/yr vs 0.33%/yr for NQSE.DE.
Performance
IS3T.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than NQSE.DE's 17.82% return.
IS3T.DE
- 1D
- 0.30%
- 1M
- 0.74%
- YTD
- 6.98%
- 6M
- 8.06%
- 1Y
- 15.24%
- 3Y*
- 11.56%
- 5Y*
- 6.43%
- 10Y*
- 7.96%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IS3T.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 6.98% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 26.96% | -12.45% |
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 IS3T.DE and NQSE.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.68 |
The correlation between IS3T.DE and NQSE.DE shifts across timeframes, from 0.54 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS3T.DE vs. NQSE.DE — Risk / Return Rank
IS3T.DE
NQSE.DE
IS3T.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
| IS3T.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.08 | -0.93 |
| Martin ratioReturn relative to average drawdown | 8.02 | 10.77 | -2.75 |
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
| IS3T.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.28 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.82 | -0.29 |
Drawdowns
IS3T.DE vs. NQSE.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and NQSE.DE.
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Drawdown Indicators
| IS3T.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -37.67% | +0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -11.87% | +4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -22.40% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -37.67% | +19.06% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.84% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -8.56% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.40% | -1.50% |
Volatility
IS3T.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.77%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IS3T.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
| IS3T.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 4.75% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 11.99% | -3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 16.05% | -4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 20.91% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 21.54% | -6.29% |
IS3T.DE vs. NQSE.DE - Expense Ratio Comparison
IS3T.DE has a 0.30% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IS3T.DE vs. NQSE.DE - Dividend Comparison
Neither IS3T.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3T.DE and NQSE.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3T.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3T.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for NQSE.DE.
IS3T.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for IS3T.DE and 0.33% for NQSE.DE.
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