IUS2.DE vs. NQSE.DE
IUS2.DE (iShares S&P U.S. Banks UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUS2.DE is a Financials Equities fund tracking the S&P 900 Banks 7/4 Capped, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUS2.DE returned 5.75%/yr vs 14.91%/yr for NQSE.DE. At a 0.35 correlation, their price movements are largely independent. IUS2.DE charges 0.35%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUS2.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS2.DE achieves a 4.22% return, which is significantly lower than NQSE.DE's 17.82% return.
IUS2.DE
- 1D
- 3.48%
- 1M
- 1.75%
- YTD
- 4.22%
- 6M
- 7.92%
- 1Y
- 25.71%
- 3Y*
- 22.96%
- 5Y*
- 5.75%
- 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*
- —
IUS2.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS2.DE iShares S&P U.S. Banks UCITS ETF USD (Acc) | 4.22% | 8.89% | 33.51% | -6.27% | -14.40% | 53.00% | -20.33% | 37.52% | -22.69% |
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 IUS2.DE and NQSE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.35 |
The correlation between IUS2.DE and NQSE.DE shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUS2.DE vs. NQSE.DE — Risk / Return Rank
IUS2.DE
NQSE.DE
IUS2.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.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.
| IUS2.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.08 | -1.34 |
| Martin ratioReturn relative to average drawdown | 4.72 | 10.77 | -6.05 |
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
| IUS2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.28 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.71 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.82 | -0.61 |
Drawdowns
IUS2.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUS2.DE drawdown since its inception was -49.73%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUS2.DE and NQSE.DE.
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Drawdown Indicators
| IUS2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.73% | -37.67% | -12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.73% | -11.87% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -32.32% | -22.40% | -9.92% |
Max Drawdown (5Y)Largest decline over 5 years | -48.08% | -37.67% | -10.41% |
Current DrawdownCurrent decline from peak | -3.92% | -0.84% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -16.24% | -8.56% | -7.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 3.40% | +2.04% |
Volatility
IUS2.DE vs. NQSE.DE - Volatility Comparison
iShares S&P U.S. Banks UCITS ETF USD (Acc) (IUS2.DE) has a higher volatility of 5.80% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that IUS2.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
| IUS2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 4.75% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.40% | 11.99% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 16.05% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.98% | 20.91% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.10% | 21.54% | +8.56% |
IUS2.DE vs. NQSE.DE - Expense Ratio Comparison
IUS2.DE has a 0.35% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUS2.DE vs. NQSE.DE - Dividend Comparison
Neither IUS2.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS2.DE and NQSE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.35% for IUS2.DE.
IUS2.DE is categorized as Financials Equities, while NQSE.DE is Nasdaq-100. IUS2.DE tracks S&P 900 Banks 7/4 Capped, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.35% for IUS2.DE and 0.33% for NQSE.DE.
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