L0CK.DE vs. NQSE.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs 14.91%/yr for NQSE.DE. A 0.74 correlation means they provide meaningful diversification when combined. L0CK.DE charges 0.40%/yr vs 0.33%/yr for NQSE.DE.
Performance
L0CK.DE vs. NQSE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly higher than NQSE.DE's 17.82% return.
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
L0CK.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -16.40% |
Correlation
The correlation between L0CK.DE and NQSE.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.74 |
The correlation between L0CK.DE and NQSE.DE shifts across timeframes, from 0.63 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
L0CK.DE vs. NQSE.DE — Risk / Return Rank
L0CK.DE
NQSE.DE
L0CK.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.
| L0CK.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.08 | -1.28 |
| Martin ratioReturn relative to average drawdown | 4.44 | 10.77 | -6.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| L0CK.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.28 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.71 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.82 | -0.21 |
Drawdowns
L0CK.DE vs. NQSE.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and NQSE.DE.
Loading charts...
Drawdown Indicators
| L0CK.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -37.67% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -11.87% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -22.40% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -37.67% | +9.13% |
Current DrawdownCurrent decline from peak | -3.17% | -0.84% | -2.33% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -8.56% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 3.40% | +1.68% |
Volatility
L0CK.DE vs. NQSE.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that L0CK.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| L0CK.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 4.75% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 11.99% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 16.05% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 20.91% | -1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 21.54% | -1.33% |
L0CK.DE vs. NQSE.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
L0CK.DE vs. NQSE.DE - Dividend Comparison
Neither L0CK.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and NQSE.DE have a correlation of 0.63, 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 0.40% for L0CK.DE.
L0CK.DE is categorized as Technology Equities, while NQSE.DE is Nasdaq-100. L0CK.DE tracks STOXX® Global Digital Security, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.40% for L0CK.DE and 0.33% for NQSE.DE.
Find the right allocation for L0CK.DE and NQSE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer