NQSE.DE vs. IUSQ.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, NQSE.DE returned 14.91%/yr vs 12.42%/yr for IUSQ.DE. Their correlation of 0.81 suggests significant overlap in exposure. NQSE.DE charges 0.33%/yr vs 0.20%/yr for IUSQ.DE.
Performance
NQSE.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
NQSE.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -9.87% |
Correlation
The correlation between NQSE.DE and IUSQ.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.81 |
The correlation between NQSE.DE and IUSQ.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. IUSQ.DE — Risk / Return Rank
NQSE.DE
IUSQ.DE
NQSE.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.08 | -1.00 |
| Martin ratioReturn relative to average drawdown | 10.77 | 16.69 | -5.92 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.31 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.88 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.76 | +0.06 |
Drawdowns
NQSE.DE vs. IUSQ.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and IUSQ.DE.
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Drawdown Indicators
| NQSE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -33.60% | -4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -6.48% | -5.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -21.25% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -21.25% | -16.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.55% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -4.19% | -4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.59% | +1.81% |
Volatility
NQSE.DE vs. IUSQ.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 4.75% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.03% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 8.26% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 11.47% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 13.94% | +6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 15.02% | +6.52% |
NQSE.DE vs. IUSQ.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
NQSE.DE vs. IUSQ.DE - Dividend Comparison
Neither NQSE.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and IUSQ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while IUSQ.DE is Global Equities. NQSE.DE tracks NASDAQ-100 Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.33% for NQSE.DE and 0.20% for IUSQ.DE.
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