IUS5.DE vs. NQSE.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUS5.DE returned -1.37%/yr vs 14.91%/yr for NQSE.DE. At a 0.01 correlation, their price movements are largely independent. IUS5.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUS5.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS5.DE achieves a 2.13% return, which is significantly lower than NQSE.DE's 17.82% return.
IUS5.DE
- 1D
- -0.13%
- 1M
- 0.47%
- YTD
- 2.13%
- 6M
- 1.36%
- 1Y
- 2.03%
- 3Y*
- 0.57%
- 5Y*
- -1.37%
- 10Y*
- 0.80%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IUS5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.13% | -3.37% | 2.59% | 1.53% | -17.29% | 12.12% | 2.24% | 10.07% | 0.19% |
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 IUS5.DE and NQSE.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.01 |
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Return for Risk
IUS5.DE vs. NQSE.DE — Risk / Return Rank
IUS5.DE
NQSE.DE
IUS5.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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.
| IUS5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.39 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 3.08 | -2.21 |
| Martin ratioReturn relative to average drawdown | 1.67 | 10.77 | -9.10 |
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
| IUS5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.28 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.71 | -0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.82 | -0.39 |
Drawdowns
IUS5.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -22.31%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and NQSE.DE.
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Drawdown Indicators
| IUS5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.31% | -37.67% | +15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -11.87% | +9.56% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -22.40% | +13.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -37.67% | +15.36% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | — | — |
Current DrawdownCurrent decline from peak | -17.45% | -0.84% | -16.61% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -8.56% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 3.40% | -2.19% |
Volatility
IUS5.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) is 1.90%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUS5.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
| IUS5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 4.75% | -2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 11.99% | -8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.02% | 16.05% | -11.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 20.91% | -12.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.94% | 21.54% | -13.60% |
IUS5.DE vs. NQSE.DE - Expense Ratio Comparison
IUS5.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IUS5.DE vs. NQSE.DE - Dividend Comparison
Neither IUS5.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and NQSE.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS5.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
IUS5.DE is categorized as Inflation-Protected Bonds, while NQSE.DE is Nasdaq-100. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IUS5.DE and 0.33% for NQSE.DE.
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