IUSN.DE vs. NQSE.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 14.91%/yr for NQSE.DE. A 0.67 correlation means they provide meaningful diversification when combined. IUSN.DE charges 0.35%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUSN.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSN.DE achieves a 14.82% return, which is significantly lower than NQSE.DE's 17.82% return.
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.54%
- YTD
- 14.82%
- 6M
- 15.37%
- 1Y
- 29.99%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 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*
- —
IUSN.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 29.05% | -16.32% |
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 IUSN.DE and NQSE.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.67 |
The correlation between IUSN.DE and NQSE.DE has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. NQSE.DE — Risk / Return Rank
IUSN.DE
NQSE.DE
IUSN.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (IUSN.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.
| IUSN.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.08 | +1.12 |
| Martin ratioReturn relative to average drawdown | 15.62 | 10.77 | +4.85 |
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
| IUSN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.28 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.71 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.82 | -0.29 |
Drawdowns
IUSN.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, 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 IUSN.DE and NQSE.DE.
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Drawdown Indicators
| IUSN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -37.67% | -2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -11.87% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -22.40% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -37.67% | +13.35% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -8.56% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 3.40% | -1.48% |
Volatility
IUSN.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUSN.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
| IUSN.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.75% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 11.99% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 16.05% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 20.91% | -4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 21.54% | -3.23% |
IUSN.DE vs. NQSE.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUSN.DE vs. NQSE.DE - Dividend Comparison
Neither IUSN.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and NQSE.DE have a correlation of 0.65, 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 IUSN.DE.
IUSN.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IUSN.DE tracks MSCI World Small Cap, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.35% for IUSN.DE and 0.33% for NQSE.DE.
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