IUSS.DE vs. NQSE.DE
IUSS.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUSS.DE is a Emerging Markets Equities fund tracking the MSCI Saudi Arabia 20/35 Index, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSS.DE returned 2.54%/yr vs 12.85%/yr for NQSE.DE. At a 0.23 correlation, their price movements are largely independent. IUSS.DE charges 0.60%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUSS.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSS.DE achieves a 8.25% return, which is significantly lower than NQSE.DE's 14.72% return.
IUSS.DE
- 1D
- 0.18%
- 1M
- 0.00%
- 6M
- 6.99%
- YTD
- 8.25%
- 1Y
- 3.96%
- 3Y*
- -1.24%
- 5Y*
- 2.54%
- 10Y*
- —
NQSE.DE
- 1D
- 0.35%
- 1M
- -3.37%
- 6M
- 16.19%
- YTD
- 14.72%
- 1Y
- 26.71%
- 3Y*
- 22.71%
- 5Y*
- 12.85%
- 10Y*
- —
IUSS.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSS.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) | 8.25% | -16.14% | 5.57% | 5.70% | 0.37% | 47.28% | -7.77% | -20.20% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 13.52% |
Correlation
The correlation between IUSS.DE and NQSE.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2019 | 0.23 |
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Return for Risk
IUSS.DE vs. NQSE.DE — Risk / Return Rank
IUSS.DE
NQSE.DE
IUSS.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSS.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.24 | -1.91 |
| Martin ratioReturn relative to average drawdown | 0.86 | 7.50 | -6.64 |
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Drawdowns
IUSS.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUSS.DE drawdown since its inception was -46.04%, which is greater than NQSE.DE's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for IUSS.DE and NQSE.DE.
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Drawdown Indicators
| IUSS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.04% | -37.62% | -8.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.88% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -21.60% | -22.41% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.28% | -37.62% | +6.34% |
Current DrawdownCurrent decline from peak | -24.42% | -3.42% | -21.00% |
Average DrawdownAverage peak-to-trough decline | -19.69% | -8.51% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.55% | +1.03% |
Volatility
IUSS.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) is 3.54%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IUSS.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
| IUSS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 7.00% | -3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 13.51% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 17.21% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 21.11% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 21.59% | -1.94% |
IUSS.DE vs. NQSE.DE - Expense Ratio Comparison
IUSS.DE has a 0.60% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUSS.DE vs. NQSE.DE - Dividend Comparison
Neither IUSS.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSS.DE and NQSE.DE have a correlation of 0.16, 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 IUSS.DE.
IUSS.DE is categorized as Emerging Markets Equities, while NQSE.DE is Nasdaq-100. IUSS.DE tracks MSCI Saudi Arabia 20/35 Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSS.DE and 0.33% for NQSE.DE.
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