QDV5.DE vs. NQSE.DE
QDV5.DE (iShares MSCI India UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDV5.DE is a Asia Pacific Equities fund tracking the MSCI India, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDV5.DE returned 4.37%/yr vs 14.91%/yr for NQSE.DE. At a 0.36 correlation, their price movements are largely independent. QDV5.DE charges 0.65%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDV5.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDV5.DE achieves a -11.72% return, which is significantly lower than NQSE.DE's 17.82% return.
QDV5.DE
- 1D
- 1.21%
- 1M
- -4.24%
- YTD
- -11.72%
- 6M
- -13.23%
- 1Y
- -14.33%
- 3Y*
- 2.49%
- 5Y*
- 4.37%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDV5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | -11.72% | -7.96% | 15.56% | 14.91% | -1.74% | 34.99% | 3.47% | 10.62% | -0.57% |
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% |
Correlation
The correlation between QDV5.DE and NQSE.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.36 |
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Return for Risk
QDV5.DE vs. NQSE.DE — Risk / Return Rank
QDV5.DE
NQSE.DE
QDV5.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.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.
| QDV5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.12 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.39 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 3.08 | -3.77 |
| Martin ratioReturn relative to average drawdown | -1.54 | 10.77 | -12.31 |
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
| QDV5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 2.28 | -3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.71 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.82 | -0.52 |
Drawdowns
QDV5.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDV5.DE drawdown since its inception was -41.06%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDV5.DE and NQSE.DE.
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Drawdown Indicators
| QDV5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.06% | -37.67% | -3.39% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -11.87% | -7.96% |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | -22.40% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -37.67% | +10.23% |
Current DrawdownCurrent decline from peak | -24.03% | -0.84% | -23.19% |
Average DrawdownAverage peak-to-trough decline | -8.12% | -8.56% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 3.40% | +5.50% |
Volatility
QDV5.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI India UCITS ETF USD (Acc) (QDV5.DE) has a higher volatility of 6.04% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that QDV5.DE's price experiences larger fluctuations and is considered to be riskier than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDV5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.75% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 11.99% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 16.05% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 20.91% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 21.54% | +0.06% |
QDV5.DE vs. NQSE.DE - Expense Ratio Comparison
QDV5.DE has a 0.65% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
QDV5.DE vs. NQSE.DE - Dividend Comparison
Neither QDV5.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDV5.DE and NQSE.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.65% for QDV5.DE.
QDV5.DE is categorized as Asia Pacific Equities, while NQSE.DE is Nasdaq-100. QDV5.DE tracks MSCI India, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.65% for QDV5.DE and 0.33% for NQSE.DE.
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