IUSW.DE vs. NQSE.DE
IUSW.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - IUSW.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, IUSW.DE returned 2.61%/yr vs 12.85%/yr for NQSE.DE. At a 0.23 correlation, their price movements are largely independent. IUSW.DE charges 0.60%/yr vs 0.33%/yr for NQSE.DE.
Performance
IUSW.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSW.DE achieves a 8.49% return, which is significantly lower than NQSE.DE's 14.72% return.
IUSW.DE
- 1D
- 0.44%
- 1M
- 0.44%
- 6M
- 7.23%
- YTD
- 8.49%
- 1Y
- 4.49%
- 3Y*
- -1.13%
- 5Y*
- 2.61%
- 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*
- —
IUSW.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 8.49% | -15.93% | 5.30% | 5.93% | 0.43% | 46.72% | -7.49% | -22.80% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 14.72% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 10.02% |
Correlation
The correlation between IUSW.DE and NQSE.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2019 | 0.23 |
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Return for Risk
IUSW.DE vs. NQSE.DE — Risk / Return Rank
IUSW.DE
NQSE.DE
IUSW.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 (Dist) (IUSW.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.
| IUSW.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.27 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 2.24 | -1.86 |
| Martin ratioReturn relative to average drawdown | 0.96 | 7.50 | -6.54 |
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Drawdowns
IUSW.DE vs. NQSE.DE - Drawdown Comparison
The maximum IUSW.DE drawdown since its inception was -47.12%, 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 IUSW.DE and NQSE.DE.
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Drawdown Indicators
| IUSW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -37.62% | -9.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.88% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -22.41% | +0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -37.62% | +6.22% |
Current DrawdownCurrent decline from peak | -24.34% | -3.42% | -20.92% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -8.51% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 3.55% | +1.10% |
Volatility
IUSW.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 7.00%. This indicates that IUSW.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
| IUSW.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 7.00% | -3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 13.51% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 17.21% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 21.11% | -5.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 21.59% | -1.90% |
IUSW.DE vs. NQSE.DE - Expense Ratio Comparison
IUSW.DE has a 0.60% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
IUSW.DE vs. NQSE.DE - Dividend Comparison
IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 3.21% | 3.79% | 2.60% | 2.13% | 1.81% | 1.21% | 3.52% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSW.DE and NQSE.DE have a correlation of 0.14, 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 IUSW.DE.
IUSW.DE is categorized as Emerging Markets Equities, while NQSE.DE is Nasdaq-100. IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSW.DE and 0.33% for NQSE.DE.
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