NQSE.DE vs. UBU5.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and UBU5.DE (UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while UBU5.DE is a Large Cap Value Equities fund tracking the MSCI USA Value. Both are passively managed. Over the past 5 years, NQSE.DE returned 11.89%/yr vs 10.37%/yr for UBU5.DE. A 0.52 correlation means they provide meaningful diversification when combined. NQSE.DE charges 0.33%/yr vs 0.20%/yr for UBU5.DE.
Performance
NQSE.DE vs. UBU5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 10.53% return, which is significantly lower than UBU5.DE's 14.23% 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*
- —
UBU5.DE
- 1D
- -0.27%
- 1M
- 2.51%
- 6M
- 9.82%
- YTD
- 14.23%
- 1Y
- 21.09%
- 3Y*
- 14.12%
- 5Y*
- 10.37%
- 10Y*
- 9.68%
NQSE.DE vs. UBU5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 14.23% | 1.27% | 20.12% | 5.47% | -1.48% | 38.86% | -9.65% | 28.22% | -9.33% |
Correlation
The correlation between NQSE.DE and UBU5.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2018 | 0.52 |
The correlation between NQSE.DE and UBU5.DE shifts across timeframes, from 0.41 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NQSE.DE vs. UBU5.DE — Risk / Return Rank
NQSE.DE
UBU5.DE
NQSE.DE vs. UBU5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.DE) and UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.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.DE | UBU5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.40 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.40 | -2.62 |
| Martin ratioReturn relative to average drawdown | 5.78 | 15.47 | -9.68 |
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Drawdowns
NQSE.DE vs. UBU5.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.62%, roughly equal to the maximum UBU5.DE drawdown of -36.36%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and UBU5.DE.
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Drawdown Indicators
| NQSE.DE | UBU5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -36.36% | -1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -4.70% | -7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -22.41% | -19.86% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -37.62% | -19.86% | -17.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.36% | — |
Current DrawdownCurrent decline from peak | -6.95% | -0.42% | -6.53% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -5.88% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 1.34% | +2.33% |
Volatility
NQSE.DE vs. UBU5.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 6.20% compared to UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis (UBU5.DE) at 2.22%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than UBU5.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 | UBU5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 2.22% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.90% | 6.27% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.71% | 9.50% | +8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 13.32% | +7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 15.42% | +6.18% |
NQSE.DE vs. UBU5.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than UBU5.DE's 0.20% expense ratio.
Dividends
NQSE.DE vs. UBU5.DE - Dividend Comparison
NQSE.DE has not paid dividends to shareholders, while UBU5.DE's dividend yield for the trailing twelve months is around 1.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBU5.DE UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 1.35% | 2.11% | 1.74% | 2.03% | 1.92% | 1.52% | 2.49% | 1.97% | 2.53% | 2.04% | 2.32% | 2.27% |
Frequently Asked Questions
NQSE.DE and UBU5.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBU5.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBU5.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while UBU5.DE is Large Cap Value Equities. NQSE.DE tracks NASDAQ-100 Index, while UBU5.DE tracks MSCI USA Value. They also come from different issuers: iShares and UBS. Their fees differ too: 0.33% for NQSE.DE and 0.20% for UBU5.DE.
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