IUST.DE vs. NQSE.DE
IUST.DE (iShares USD TIPS UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUST.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUST.DE returned 1.90%/yr vs 14.91%/yr for NQSE.DE. At a correlation of -0.14, they often move in opposite directions. IUST.DE charges 0.10%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUST.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUST.DE achieves a 2.52% return, which is significantly lower than NQSE.DE's 17.82% return.
IUST.DE
- 1D
- -0.11%
- 1M
- 0.63%
- YTD
- 2.52%
- 6M
- 1.56%
- 1Y
- 2.97%
- 3Y*
- 1.05%
- 5Y*
- 1.90%
- 10Y*
- 2.38%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
IUST.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUST.DE iShares USD TIPS UCITS ETF USD (Acc) | 2.52% | -4.87% | 7.83% | -0.00% | -7.02% | 14.87% | 0.99% | 11.24% | 0.00% |
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 IUST.DE and NQSE.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | -0.14 |
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Return for Risk
IUST.DE vs. NQSE.DE — Risk / Return Rank
IUST.DE
NQSE.DE
IUST.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS UCITS ETF USD (Acc) (IUST.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.
| IUST.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.39 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.08 | -2.34 |
| Martin ratioReturn relative to average drawdown | 1.93 | 10.77 | -8.84 |
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
| IUST.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 2.28 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.71 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.82 | -0.38 |
Drawdowns
IUST.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUST.DE drawdown since its inception was -19.93%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for IUST.DE and NQSE.DE.
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Drawdown Indicators
| IUST.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.93% | -37.67% | +17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -11.87% | +7.87% |
Max Drawdown (3Y)Largest decline over 3 years | -10.75% | -22.40% | +11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -15.19% | -37.67% | +22.48% |
Max Drawdown (10Y)Largest decline over 10 years | -15.81% | — | — |
Current DrawdownCurrent decline from peak | -8.09% | -0.84% | -7.25% |
Average DrawdownAverage peak-to-trough decline | -6.85% | -8.56% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 3.40% | -1.86% |
Volatility
IUST.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares USD TIPS UCITS ETF USD (Acc) (IUST.DE) is 0.74%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that IUST.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
| IUST.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 4.75% | -4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.05% | 11.99% | -7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.92% | 16.05% | -10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.29% | 20.91% | -12.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 21.54% | -13.54% |
IUST.DE vs. NQSE.DE - Expense Ratio Comparison
IUST.DE has a 0.10% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
IUST.DE vs. NQSE.DE - Dividend Comparison
Neither IUST.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
IUST.DE and NQSE.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUST.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUST.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for NQSE.DE.
IUST.DE is categorized as Inflation-Protected Bonds, while NQSE.DE is Nasdaq-100. IUST.DE tracks Bloomberg US Government Inflation-Linked Bond, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for IUST.DE and 0.33% for NQSE.DE.
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