NQSE.DE vs. VWCG.DE
NQSE.DE (iShares NASDAQ 100 UCITS ETF) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, NQSE.DE returned 14.04%/yr vs 10.01%/yr for VWCG.DE. A 0.64 correlation means they provide meaningful diversification when combined. NQSE.DE charges 0.33%/yr vs 0.10%/yr for VWCG.DE.
Performance
NQSE.DE vs. VWCG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NQSE.DE achieves a 15.12% return, which is significantly higher than VWCG.DE's 8.96% return.
NQSE.DE
- 1D
- 3.16%
- 1M
- 1.35%
- YTD
- 15.12%
- 6M
- 16.84%
- 1Y
- 33.33%
- 3Y*
- 23.70%
- 5Y*
- 14.04%
- 10Y*
- —
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
NQSE.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 15.12% | 18.19% | 24.02% | 52.15% | -36.27% | 27.38% | 45.18% | 10.02% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
Correlation
The correlation between NQSE.DE and VWCG.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 | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.64 |
The correlation between NQSE.DE and VWCG.DE has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
NQSE.DE vs. VWCG.DE — Risk / Return Rank
NQSE.DE
VWCG.DE
NQSE.DE vs. VWCG.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 Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.91 | +0.82 |
| Martin ratioReturn relative to average drawdown | 9.34 | 7.33 | +2.01 |
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Drawdowns
NQSE.DE vs. VWCG.DE - Drawdown Comparison
The maximum NQSE.DE drawdown since its inception was -37.62%, which is greater than VWCG.DE's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for NQSE.DE and VWCG.DE.
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Drawdown Indicators
| NQSE.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -35.70% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -9.58% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -22.41% | -16.07% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -37.62% | -20.09% | -17.53% |
Current DrawdownCurrent decline from peak | -3.08% | -0.03% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -4.98% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 2.51% | +0.98% |
Volatility
NQSE.DE vs. VWCG.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a higher volatility of 6.10% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) at 4.24%. This indicates that NQSE.DE's price experiences larger fluctuations and is considered to be riskier than VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 4.24% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 10.80% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.74% | 13.05% | +3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 14.31% | +6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.85% | +4.75% |
NQSE.DE vs. VWCG.DE - Expense Ratio Comparison
NQSE.DE has a 0.33% expense ratio, which is higher than VWCG.DE's 0.10% expense ratio.
Dividends
NQSE.DE vs. VWCG.DE - Dividend Comparison
Neither NQSE.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
NQSE.DE and VWCG.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, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for NQSE.DE.
NQSE.DE is categorized as Nasdaq-100, while VWCG.DE is Europe Equities. NQSE.DE tracks NASDAQ-100 Index, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.33% for NQSE.DE and 0.10% for VWCG.DE.
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