QDVR.DE vs. NQSE.DE
QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVR.DE returned 12.24%/yr vs 14.91%/yr for NQSE.DE. A 0.74 correlation means they provide meaningful diversification when combined. QDVR.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVR.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVR.DE achieves a 14.85% return, which is significantly lower than NQSE.DE's 17.82% return.
QDVR.DE
- 1D
- 0.06%
- 1M
- 6.37%
- YTD
- 14.85%
- 6M
- 15.24%
- 1Y
- 22.43%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
QDVR.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 20.26% | -14.38% | 43.66% | 13.50% | 35.53% | -9.54% |
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 QDVR.DE and NQSE.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.74 |
The correlation between QDVR.DE and NQSE.DE has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
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Return for Risk
QDVR.DE vs. NQSE.DE — Risk / Return Rank
QDVR.DE
NQSE.DE
QDVR.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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.
| QDVR.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 3.08 | +0.01 |
| Martin ratioReturn relative to average drawdown | 10.29 | 10.77 | -0.48 |
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
| QDVR.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.28 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.71 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.82 | +0.08 |
Drawdowns
QDVR.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVR.DE drawdown since its inception was -32.87%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVR.DE and NQSE.DE.
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Drawdown Indicators
| QDVR.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.87% | -37.67% | +4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -11.87% | +4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.91% | -22.40% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.91% | -37.67% | +13.76% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -8.56% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 3.40% | -1.22% |
Volatility
QDVR.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) is 3.67%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that QDVR.DE experiences smaller price fluctuations and is considered to be less risky 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
| QDVR.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.75% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 11.99% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 16.05% | -3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 20.91% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 21.54% | -5.20% |
QDVR.DE vs. NQSE.DE - Expense Ratio Comparison
QDVR.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVR.DE vs. NQSE.DE - Dividend Comparison
Neither QDVR.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVR.DE and NQSE.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVR.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVR.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
QDVR.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for QDVR.DE and 0.33% for NQSE.DE.
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