NQSE.DE vs. EXIE.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EXIE.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, NQSE.DE returned 25.27%/yr vs 13.87%/yr for EXIE.DE. A 0.56 correlation means they provide meaningful diversification when combined. NQSE.DE charges 0.33%/yr vs 0.20%/yr for EXIE.DE.
Performance
NQSE.DE vs. EXIE.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 higher than EXIE.DE's 7.44% 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*
- —
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
NQSE.DE vs. EXIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 38.01% |
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
Correlation
The correlation between NQSE.DE and EXIE.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.56 |
The correlation between NQSE.DE and EXIE.DE has been stable across timeframes, ranging from 0.56 to 0.59 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. EXIE.DE — Risk / Return Rank
NQSE.DE
EXIE.DE
NQSE.DE vs. EXIE.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 STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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 | EXIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 1.70 | +1.39 |
| Martin ratioReturn relative to average drawdown | 10.77 | 6.42 | +4.35 |
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 | EXIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.25 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.01 | -0.19 |
Drawdowns
NQSE.DE vs. EXIE.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, which is greater than EXIE.DE's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and EXIE.DE.
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Drawdown Indicators
| NQSE.DE | EXIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -16.04% | -21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -9.58% | -2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -16.04% | -6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -1.65% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -2.03% | -6.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.54% | +0.86% |
Volatility
NQSE.DE vs. EXIE.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 4.75% compared to iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) at 4.35%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than EXIE.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 | EXIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.35% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 10.75% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 13.00% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 12.99% | +7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 12.99% | +8.55% |
NQSE.DE vs. EXIE.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than EXIE.DE's 0.20% expense ratio.
Dividends
NQSE.DE vs. EXIE.DE - Dividend Comparison
Neither NQSE.DE nor EXIE.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and EXIE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXIE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXIE.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while EXIE.DE is Europe Equities. NQSE.DE tracks NASDAQ-100 Index, while EXIE.DE tracks STOXX® Europe 600. Their fees differ too: 0.33% for NQSE.DE and 0.20% for EXIE.DE.
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