QDVX.DE vs. NQSE.DE
QDVX.DE (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - QDVX.DE is a Europe Equities fund tracking the MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, QDVX.DE returned 10.16%/yr vs 14.91%/yr for NQSE.DE. A 0.52 correlation means they provide meaningful diversification when combined. QDVX.DE charges 0.28%/yr vs 0.33%/yr for NQSE.DE.
Performance
QDVX.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVX.DE achieves a 4.78% return, which is significantly lower than NQSE.DE's 17.82% return.
QDVX.DE
- 1D
- 0.51%
- 1M
- -0.32%
- YTD
- 4.78%
- 6M
- 6.26%
- 1Y
- 7.42%
- 3Y*
- 10.77%
- 5Y*
- 10.16%
- 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*
- —
QDVX.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 4.78% | 11.35% | 10.70% | 15.30% | 0.75% | 19.00% | -10.08% | 26.55% | -5.98% |
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 QDVX.DE and NQSE.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.52 |
The correlation between QDVX.DE and NQSE.DE has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
QDVX.DE vs. NQSE.DE — Risk / Return Rank
QDVX.DE
NQSE.DE
QDVX.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.
| QDVX.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.08 | -2.15 |
| Martin ratioReturn relative to average drawdown | 2.94 | 10.77 | -7.83 |
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
| QDVX.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.28 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.71 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.82 | -0.31 |
Drawdowns
QDVX.DE vs. NQSE.DE - Drawdown Comparison
The maximum QDVX.DE drawdown since its inception was -38.46%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and NQSE.DE.
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Drawdown Indicators
| QDVX.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.46% | -37.67% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -11.87% | +3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -22.40% | +8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -14.59% | -37.67% | +23.08% |
Current DrawdownCurrent decline from peak | -2.25% | -0.84% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -8.56% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 3.40% | -0.77% |
Volatility
QDVX.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 3.58%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that QDVX.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
| QDVX.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 4.75% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 11.99% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 16.05% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 20.91% | -8.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 21.54% | -6.19% |
QDVX.DE vs. NQSE.DE - Expense Ratio Comparison
QDVX.DE has a 0.28% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
QDVX.DE vs. NQSE.DE - Dividend Comparison
QDVX.DE's dividend yield for the trailing twelve months is around 3.21%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVX.DE iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.21% | 3.02% | 3.11% | 3.58% | 4.25% | 4.50% | 3.25% | 4.45% | 5.19% | 1.56% |
Frequently Asked Questions
QDVX.DE and NQSE.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVX.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVX.DE is cheaper with a 0.28% expense ratio, compared with 0.33% for NQSE.DE.
QDVX.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.28% for QDVX.DE and 0.33% for NQSE.DE.
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