NQSE.DE vs. EGLN.L
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 5 years, NQSE.DE returned 14.04%/yr vs 18.47%/yr for EGLN.L. At a correlation of -0.02, they often move in opposite directions. NQSE.DE charges 0.33%/yr vs 0.25%/yr for EGLN.L.
Performance
NQSE.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 15.12% return, which is significantly higher than EGLN.L's -0.76% return.
NQSE.DE
- 1D
- 3.16%
- 1M
- 1.35%
- YTD
- 15.12%
- 6M
- 16.84%
- 1Y
- 33.33%
- 3Y*
- 23.70%
- 5Y*
- 14.04%
- 10Y*
- —
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
NQSE.DE vs. EGLN.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 15.12% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 35.63% | -15.97% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 8.32% |
Correlation
The correlation between NQSE.DE and EGLN.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | -0.02 |
The correlation between NQSE.DE and EGLN.L shifts across timeframes, from -0.02 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
NQSE.DE vs. EGLN.L — Risk / Return Rank
NQSE.DE
EGLN.L
NQSE.DE vs. EGLN.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.DE) and iShares Physical Gold ETC (EGLN.L). 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.
| NQSE.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.10 | +1.63 |
| Martin ratioReturn relative to average drawdown | 9.34 | 3.36 | +5.98 |
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Drawdowns
NQSE.DE vs. EGLN.L - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.62%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and EGLN.L.
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Drawdown Indicators
| NQSE.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -47.44% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -21.94% | +10.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.41% | -21.94% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -37.62% | -21.94% | -15.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.21% | — |
Current DrawdownCurrent decline from peak | -3.08% | -19.73% | +16.65% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -22.54% | +13.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 7.17% | -3.68% |
Volatility
NQSE.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF (NQSE.DE) is 6.10%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that NQSE.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.L 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 | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 6.72% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 20.79% | -7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 23.72% | -6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 17.26% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.00% | +5.60% |
NQSE.DE vs. EGLN.L - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than EGLN.L's 0.25% expense ratio.
Dividends
NQSE.DE vs. EGLN.L - Dividend Comparison
Neither NQSE.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and EGLN.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGLN.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGLN.L is cheaper with a 0.25% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while EGLN.L is Gold. NQSE.DE tracks NASDAQ-100 Index, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.33% for NQSE.DE and 0.25% for EGLN.L.
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