IU0E.DE vs. NQSE.DE
IU0E.DE (iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IU0E.DE is a Short-Term Bond fund tracking the Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged), while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IU0E.DE returned 1.03%/yr vs 12.85%/yr for NQSE.DE. At a 0.10 correlation, their price movements are largely independent. IU0E.DE charges 0.17%/yr vs 0.33%/yr for NQSE.DE.
Performance
IU0E.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IU0E.DE achieves a 0.56% return, which is significantly lower than NQSE.DE's 14.72% return.
IU0E.DE
- 1D
- 0.00%
- 1M
- 0.18%
- 6M
- 0.56%
- YTD
- 0.56%
- 1Y
- 1.88%
- 3Y*
- 3.34%
- 5Y*
- 1.03%
- 10Y*
- —
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
IU0E.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IU0E.DE iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) | 0.56% | 3.05% | 3.56% | 3.27% | -4.30% | -0.97% | 1.77% | 1.60% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 32.18% |
Correlation
The correlation between IU0E.DE and NQSE.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2019 | 0.10 |
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Return for Risk
IU0E.DE vs. NQSE.DE — Risk / Return Rank
IU0E.DE
NQSE.DE
IU0E.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.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.
| IU0E.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.24 | +0.30 |
| Martin ratioReturn relative to average drawdown | 7.73 | 7.50 | +0.23 |
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Drawdowns
IU0E.DE vs. NQSE.DE - Drawdown Comparison
The maximum IU0E.DE drawdown since its inception was -8.40%, smaller than the maximum NQSE.DE drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IU0E.DE and NQSE.DE.
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Drawdown Indicators
| IU0E.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.40% | -37.62% | +29.22% |
Max Drawdown (1Y)Largest decline over 1 year | -0.74% | -11.88% | +11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -0.75% | -22.41% | +21.66% |
Max Drawdown (5Y)Largest decline over 5 years | -6.01% | -37.62% | +31.61% |
Current DrawdownCurrent decline from peak | -0.00% | -3.42% | +3.42% |
Average DrawdownAverage peak-to-trough decline | -1.61% | -8.51% | +6.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.24% | 3.55% | -3.31% |
Volatility
IU0E.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) is 0.50%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IU0E.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
| IU0E.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 7.00% | -6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 1.40% | 13.51% | -12.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.99% | 17.21% | -15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.23% | 21.11% | -18.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.10% | 21.59% | -18.49% |
IU0E.DE vs. NQSE.DE - Expense Ratio Comparison
IU0E.DE has a 0.17% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IU0E.DE vs. NQSE.DE - Dividend Comparison
Neither IU0E.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IU0E.DE and NQSE.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IU0E.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IU0E.DE is cheaper with a 0.17% expense ratio, compared with 0.33% for NQSE.DE.
IU0E.DE is categorized as Short-Term Bond, while NQSE.DE is Nasdaq-100. IU0E.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged), while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.17% for IU0E.DE and 0.33% for NQSE.DE.
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