MVEE.DE vs. NQSE.DE
MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - MVEE.DE is a Europe Equities fund tracking the MSCI Europe NR EUR, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, MVEE.DE returned 6.16%/yr vs 14.91%/yr for NQSE.DE. A 0.55 correlation means they provide meaningful diversification when combined. MVEE.DE charges 0.25%/yr vs 0.33%/yr for NQSE.DE.
Performance
MVEE.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEE.DE achieves a 5.59% return, which is significantly lower than NQSE.DE's 17.82% return.
MVEE.DE
- 1D
- 0.56%
- 1M
- 0.01%
- YTD
- 5.59%
- 6M
- 7.14%
- 1Y
- 5.59%
- 3Y*
- 8.72%
- 5Y*
- 6.16%
- 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*
- —
MVEE.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 5.59% | 8.72% | 8.82% | 12.50% | -15.12% | 23.93% | 14.18% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 48.45% |
Correlation
The correlation between MVEE.DE and NQSE.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.55 |
The correlation between MVEE.DE and NQSE.DE shifts across timeframes, from 0.37 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEE.DE vs. NQSE.DE — Risk / Return Rank
MVEE.DE
NQSE.DE
MVEE.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
| MVEE.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.39 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.08 | -2.37 |
| Martin ratioReturn relative to average drawdown | 1.87 | 10.77 | -8.89 |
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
| MVEE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.28 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.71 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.82 | -0.11 |
Drawdowns
MVEE.DE vs. NQSE.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.20%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and NQSE.DE.
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Drawdown Indicators
| MVEE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -37.67% | +17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -11.87% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -12.13% | -22.40% | +10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -37.67% | +17.47% |
Current DrawdownCurrent decline from peak | -2.23% | -0.84% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -8.56% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.40% | -0.48% |
Volatility
MVEE.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) is 3.51%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that MVEE.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
| MVEE.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.75% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 11.99% | -3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.01% | 16.05% | -6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 20.91% | -8.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 21.54% | -9.09% |
MVEE.DE vs. NQSE.DE - Expense Ratio Comparison
MVEE.DE has a 0.25% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
MVEE.DE vs. NQSE.DE - Dividend Comparison
Neither MVEE.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEE.DE and NQSE.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEE.DE is cheaper with a 0.25% expense ratio, compared with 0.33% for NQSE.DE.
MVEE.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. MVEE.DE tracks MSCI Europe NR EUR, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for MVEE.DE and 0.33% for NQSE.DE.
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