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IUSQ.DE vs. NQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. NQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly lower than NQSE.DE's 17.82% return.


IUSQ.DE

1D
-0.23%
1M
3.68%
YTD
12.65%
6M
12.87%
1Y
26.39%
3Y*
17.93%
5Y*
12.42%
10Y*
12.38%

NQSE.DE

1D
-0.77%
1M
6.66%
YTD
17.82%
6M
17.09%
1Y
35.67%
3Y*
25.27%
5Y*
14.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. NQSE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-9.87%
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 IUSQ.DE and NQSE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2018

0.81

The correlation between IUSQ.DE and NQSE.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

IUSQ.DE vs. NQSE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
Martin Ratio Rank

NQSE.DE
NQSE.DE Risk / Return Rank: 6666
Overall Rank
NQSE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IUSQ.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.


IUSQ.DENQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

4.08

3.08

+1.00

Martin ratioReturn relative to average drawdown

16.69

10.77

+5.92

IUSQ.DE vs. NQSE.DE - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.31, which is comparable to the NQSE.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IUSQ.DE and NQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IUSQ.DENQSE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.28

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.71

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.82

-0.06

Drawdowns

IUSQ.DE vs. NQSE.DE - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and NQSE.DE.


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Drawdown Indicators


IUSQ.DENQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-37.67%

+4.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-11.87%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-22.40%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-37.67%

+16.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-0.55%

-0.84%

+0.29%

Average Drawdown

Average peak-to-trough decline

-4.19%

-8.56%

+4.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

3.40%

-1.81%

Volatility

IUSQ.DE vs. NQSE.DE - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.03%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUSQ.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


IUSQ.DENQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

4.75%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

11.99%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

16.05%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.94%

20.91%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

21.54%

-6.52%

IUSQ.DE vs. NQSE.DE - Expense Ratio Comparison

IUSQ.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.


Dividends

IUSQ.DE vs. NQSE.DE - Dividend Comparison

Neither IUSQ.DE nor NQSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSQ.DE and NQSE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.

IUSQ.DE is categorized as Global Equities, while NQSE.DE is Nasdaq-100. IUSQ.DE tracks MSCI All Country World (ACWI), while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IUSQ.DE and 0.33% for NQSE.DE.

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