IUSL.DE vs. NQSE.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUSL.DE is a Global Equities fund tracking the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 14.91%/yr for NQSE.DE. A 0.77 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUSL.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than NQSE.DE's 17.82% return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IUSL.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -8.74% |
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 IUSL.DE and NQSE.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.77 |
The correlation between IUSL.DE and NQSE.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. NQSE.DE — Risk / Return Rank
IUSL.DE
NQSE.DE
IUSL.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| IUSL.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.08 | -0.20 |
| Martin ratioReturn relative to average drawdown | 11.02 | 10.77 | +0.26 |
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
| IUSL.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.28 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.71 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.82 | -0.10 |
Drawdowns
IUSL.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and NQSE.DE.
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Drawdown Indicators
| IUSL.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -37.67% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -11.87% | +4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -22.40% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -37.67% | +18.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.84% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -8.56% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.40% | -1.50% |
Volatility
IUSL.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUSL.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
| IUSL.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.75% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 11.99% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 16.05% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 20.91% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 21.54% | -6.61% |
IUSL.DE vs. NQSE.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUSL.DE vs. NQSE.DE - Dividend Comparison
Neither IUSL.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and NQSE.DE have a correlation of 0.74, 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 IUSL.DE.
IUSL.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSL.DE and 0.33% for NQSE.DE.
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