NQSE.DE vs. 5MVW.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. Both are passively managed. Over the past 5 years, NQSE.DE returned 14.91%/yr vs 20.31%/yr for 5MVW.DE. At a 0.18 correlation, their price movements are largely independent. NQSE.DE charges 0.33%/yr vs 0.18%/yr for 5MVW.DE.
Performance
NQSE.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 17.82% return, which is significantly lower than 5MVW.DE's 32.79% return.
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
NQSE.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 10.08% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between NQSE.DE and 5MVW.DE is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.18 |
The correlation between NQSE.DE and 5MVW.DE shifts across timeframes, from -0.20 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NQSE.DE vs. 5MVW.DE — Risk / Return Rank
NQSE.DE
5MVW.DE
NQSE.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| NQSE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.97 | +0.11 |
| Martin ratioReturn relative to average drawdown | 10.77 | 9.81 | +0.96 |
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
| NQSE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.10 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.84 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.45 | +0.37 |
Drawdowns
NQSE.DE vs. 5MVW.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and 5MVW.DE.
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Drawdown Indicators
| NQSE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -56.87% | +19.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -15.05% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -23.76% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -23.76% | -13.91% |
Current DrawdownCurrent decline from peak | -0.84% | -7.49% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -13.53% | +4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 4.56% | -1.16% |
Volatility
NQSE.DE vs. 5MVW.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF (NQSE.DE) is 4.75%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.76%. This indicates that NQSE.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NQSE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 6.76% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 18.33% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 21.33% | -5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 23.99% | -3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 29.20% | -7.66% |
NQSE.DE vs. 5MVW.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than 5MVW.DE's 0.18% expense ratio.
Dividends
NQSE.DE vs. 5MVW.DE - Dividend Comparison
NQSE.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NQSE.DE and 5MVW.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while 5MVW.DE is Energy Equities. NQSE.DE tracks NASDAQ-100 Index, while 5MVW.DE tracks MSCI World Energy. Their fees differ too: 0.33% for NQSE.DE and 0.18% for 5MVW.DE.
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