NQSE.DE vs. VWCE.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, NQSE.DE returned 14.91%/yr vs 12.28%/yr for VWCE.DE. Their correlation of 0.82 suggests significant overlap in exposure. NQSE.DE charges 0.33%/yr vs 0.19%/yr for VWCE.DE.
Performance
NQSE.DE vs. VWCE.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 VWCE.DE's 12.64% 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*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.64%
- 6M
- 12.84%
- 1Y
- 26.31%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
NQSE.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 9.16% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 8.01% |
Correlation
The correlation between NQSE.DE and VWCE.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 | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.82 |
The correlation between NQSE.DE and VWCE.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. VWCE.DE — Risk / Return Rank
NQSE.DE
VWCE.DE
NQSE.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF (NQSE.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.01 | -0.93 |
| Martin ratioReturn relative to average drawdown | 10.77 | 16.55 | -5.78 |
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 | VWCE.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 (All Time)Calculated using the full available price history | 0.82 | 0.79 | +0.03 |
Drawdowns
NQSE.DE vs. VWCE.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.67%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and VWCE.DE.
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Drawdown Indicators
| NQSE.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.67% | -33.43% | -4.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -6.55% | -5.32% |
Max Drawdown (3Y)Largest decline over 3 years | -22.40% | -21.07% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -37.67% | -21.07% | -16.60% |
Current DrawdownCurrent decline from peak | -0.84% | -0.66% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -8.56% | -4.69% | -3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 1.59% | +1.81% |
Volatility
NQSE.DE vs. VWCE.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 4.75% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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 | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.06% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 8.18% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 11.37% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 13.75% | +7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 16.16% | +5.38% |
NQSE.DE vs. VWCE.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.
Dividends
NQSE.DE vs. VWCE.DE - Dividend Comparison
Neither NQSE.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and VWCE.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, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while VWCE.DE is Global Equities. NQSE.DE tracks NASDAQ-100 Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.33% for NQSE.DE and 0.19% for VWCE.DE.
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