NQSE.DE vs. IS3Q.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, NQSE.DE returned 14.91%/yr vs 11.35%/yr for IS3Q.DE. A 0.78 correlation means they provide meaningful diversification when combined. NQSE.DE charges 0.33%/yr vs 0.30%/yr for IS3Q.DE.
Performance
NQSE.DE vs. IS3Q.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 IS3Q.DE's 9.47% 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*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
NQSE.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -10.18% |
Correlation
The correlation between NQSE.DE and IS3Q.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.78 |
The correlation between NQSE.DE and IS3Q.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. IS3Q.DE — Risk / Return Rank
NQSE.DE
IS3Q.DE
NQSE.DE vs. IS3Q.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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.97 | +0.11 |
| Martin ratioReturn relative to average drawdown | 10.77 | 11.80 | -1.03 |
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 | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 1.76 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.79 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.76 | +0.05 |
Drawdowns
NQSE.DE vs. IS3Q.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, which is greater than IS3Q.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and IS3Q.DE.
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Drawdown Indicators
| NQSE.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -32.31% | -5.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -6.33% | -5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -20.63% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -20.63% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.12% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -4.61% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.60% | +1.80% |
Volatility
NQSE.DE vs. IS3Q.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 4.75% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 2.37% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 7.31% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 10.66% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 14.15% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 14.89% | +6.65% |
NQSE.DE vs. IS3Q.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than IS3Q.DE's 0.30% expense ratio.
Dividends
NQSE.DE vs. IS3Q.DE - Dividend Comparison
Neither NQSE.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and IS3Q.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3Q.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while IS3Q.DE is Global Equities. NQSE.DE tracks NASDAQ-100 Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.33% for NQSE.DE and 0.30% for IS3Q.DE.
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