MVEA.DE vs. NQSE.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - MVEA.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 14.91%/yr for NQSE.DE. At a 0.48 correlation, their price movements are largely independent. MVEA.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
MVEA.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than NQSE.DE's 17.82% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
MVEA.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.89% |
Correlation
The correlation between MVEA.DE and NQSE.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.48 |
Over the past year, the correlation between MVEA.DE and NQSE.DE has dropped to 0.15 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. NQSE.DE — Risk / Return Rank
MVEA.DE
NQSE.DE
MVEA.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.39 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.08 | -2.91 |
| Martin ratioReturn relative to average drawdown | 0.35 | 10.77 | -10.42 |
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
| MVEA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 2.28 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.82 | -0.16 |
Drawdowns
MVEA.DE vs. NQSE.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and NQSE.DE.
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Drawdown Indicators
| MVEA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -37.67% | +20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -11.87% | +6.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -22.40% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -37.67% | +20.20% |
Current DrawdownCurrent decline from peak | -10.27% | -0.84% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -8.56% | +3.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 3.40% | -1.01% |
Volatility
MVEA.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) is 2.72%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that MVEA.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
| MVEA.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 4.75% | -2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 11.99% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 16.05% | -7.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 20.91% | -8.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 21.54% | -8.75% |
MVEA.DE vs. NQSE.DE - Expense Ratio Comparison
MVEA.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
MVEA.DE vs. NQSE.DE - Dividend Comparison
Neither MVEA.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.DE and NQSE.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEA.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
MVEA.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. MVEA.DE tracks Russell 1000 TR USD, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for MVEA.DE and 0.33% for NQSE.DE.
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