IUSD.DE vs. NQSE.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUSD.DE is a Global Equities fund tracking the MSCI World Islamic Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSD.DE returned 19.36%/yr vs 14.91%/yr for NQSE.DE. At a 0.39 correlation, their price movements are largely independent. IUSD.DE charges 0.60%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUSD.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly higher than NQSE.DE's 17.82% return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IUSD.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | 0.81% |
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 IUSD.DE and NQSE.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.39 |
Over the past year, IUSD.DE and NQSE.DE have become more correlated (0.78) than their long-term average of 0.39, meaning their price movements have been converging.
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Return for Risk
IUSD.DE vs. NQSE.DE — Risk / Return Rank
IUSD.DE
NQSE.DE
IUSD.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.
| IUSD.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.39 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 3.08 | +4.00 |
| Martin ratioReturn relative to average drawdown | 22.57 | 10.77 | +11.80 |
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
| IUSD.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.28 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.71 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.82 | -0.19 |
Drawdowns
IUSD.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and NQSE.DE.
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Drawdown Indicators
| IUSD.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -37.67% | +13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -11.87% | +7.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -22.40% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -37.67% | +14.70% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.84% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -8.56% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 3.40% | -1.89% |
Volatility
IUSD.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) is 3.98%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUSD.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
| IUSD.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.75% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 11.99% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 16.05% | -3.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 20.91% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 21.54% | -4.61% |
IUSD.DE vs. NQSE.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUSD.DE vs. NQSE.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSD.DE and NQSE.DE have a correlation of 0.78, 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 0.60% for IUSD.DE.
IUSD.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IUSD.DE tracks MSCI World Islamic Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSD.DE and 0.33% for NQSE.DE.
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