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NQSE.DE vs. EUNH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NQSE.DE vs. EUNH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF (NQSE.DE) and iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NQSE.DE achieves a 10.53% return, which is significantly higher than EUNH.DE's -1.68% return.


NQSE.DE

1D
-2.24%
1M
-5.74%
6M
10.53%
YTD
10.53%
1Y
21.18%
3Y*
20.13%
5Y*
11.89%
10Y*

EUNH.DE

1D
0.05%
1M
-1.17%
6M
-0.68%
YTD
-1.68%
1Y
-1.04%
3Y*
1.61%
5Y*
-2.85%
10Y*
-0.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NQSE.DE vs. EUNH.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NQSE.DE
iShares NASDAQ 100 UCITS ETF
10.53%18.19%24.02%52.15%-36.27%27.38%45.18%35.63%-15.97%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
-1.68%0.80%1.52%6.83%-18.31%-3.38%4.72%6.76%1.03%

Correlation

The correlation between NQSE.DE and EUNH.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2018

0.07

Over the past year, NQSE.DE and EUNH.DE have become more correlated (0.32) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

NQSE.DE vs. EUNH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NQSE.DE
NQSE.DE Risk / Return Rank: 4242
Overall Rank
NQSE.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NQSE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
NQSE.DE Omega Ratio Rank: 3939
Omega Ratio Rank
NQSE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
NQSE.DE Martin Ratio Rank: 4545
Martin Ratio Rank

EUNH.DE
EUNH.DE Risk / Return Rank: 77
Overall Rank
EUNH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EUNH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EUNH.DE Omega Ratio Rank: 66
Omega Ratio Rank
EUNH.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
EUNH.DE Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NQSE.DE vs. EUNH.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 Core Euro Government Bond UCITS ETF (Dist) (EUNH.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.

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.DEEUNH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+2.09

Omega ratioGain probability vs. loss probability

1.21

0.96

+0.25

Calmar ratioReturn relative to maximum drawdown

1.78

-0.32

+2.11

Martin ratioReturn relative to average drawdown

5.78

-0.74

+6.53

NQSE.DE vs. EUNH.DE - Sharpe Ratio Comparison

The current NQSE.DE Sharpe Ratio is 1.20, which is higher than the EUNH.DE Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of NQSE.DE and EUNH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NQSE.DE vs. EUNH.DE - Drawdown Comparison

The maximum NQSE.DE drawdown since its inception was -37.62%, which is greater than EUNH.DE's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and EUNH.DE.


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Drawdown Indicators


NQSE.DEEUNH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.62%

-22.42%

-15.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-3.59%

-8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-22.41%

-4.10%

-18.31%

Max Drawdown (5Y)

Largest decline over 5 years

-37.62%

-21.53%

-16.09%

Max Drawdown (10Y)

Largest decline over 10 years

-22.42%

Current Drawdown

Current decline from peak

-6.95%

-15.48%

+8.53%

Average Drawdown

Average peak-to-trough decline

-8.49%

-5.88%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

1.57%

+2.10%

Volatility

NQSE.DE vs. EUNH.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 6.20% compared to iShares Core Euro Government Bond UCITS ETF (Dist) (EUNH.DE) at 1.12%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than EUNH.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.DEEUNH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

1.12%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

3.74%

+10.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

4.55%

+13.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.19%

6.37%

+14.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

5.52%

+16.08%

NQSE.DE vs. EUNH.DE - Expense Ratio Comparison

NQSE.DE has a 0.33% expense ratio, which is higher than EUNH.DE's 0.07% expense ratio.


Dividends

NQSE.DE vs. EUNH.DE - Dividend Comparison

NQSE.DE has not paid dividends to shareholders, while EUNH.DE's dividend yield for the trailing twelve months is around 1.31%.


PositionTTM20252024202320222021202020192018201720162015
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)
1.31%2.30%1.77%0.97%0.27%0.24%0.47%0.65%0.66%0.70%0.94%0.62%
NQSE.DE
iShares NASDAQ 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NQSE.DE and EUNH.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNH.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNH.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for NQSE.DE.

NQSE.DE is categorized as Nasdaq-100, while EUNH.DE is European Government Bonds. NQSE.DE tracks NASDAQ-100 Index, while EUNH.DE tracks Bloomberg Euro Aggregate Treasury. Their fees differ too: 0.33% for NQSE.DE and 0.07% for EUNH.DE.

Portfolio Optimizer

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