SGAS.DE vs. NQSE.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 14.91%/yr for NQSE.DE. Their correlation of 0.82 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.33%/yr for NQSE.DE.
Performance
SGAS.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than NQSE.DE's 17.82% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 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*
- —
SGAS.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -10.34% |
Correlation
The correlation between SGAS.DE and NQSE.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.82 |
The correlation between SGAS.DE and NQSE.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. NQSE.DE — Risk / Return Rank
SGAS.DE
NQSE.DE
SGAS.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.08 | 0.00 |
| Martin ratioReturn relative to average drawdown | 10.78 | 10.77 | +0.01 |
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
| SGAS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.28 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.71 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.82 | +0.11 |
Drawdowns
SGAS.DE vs. NQSE.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and NQSE.DE.
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Drawdown Indicators
| SGAS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -37.67% | +4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -11.87% | +3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -22.40% | -2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -37.67% | +13.01% |
Current DrawdownCurrent decline from peak | -0.42% | -0.84% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -8.56% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.40% | -0.96% |
Volatility
SGAS.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SGAS.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
| SGAS.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.75% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 11.99% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 16.05% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 20.91% | -4.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 21.54% | -3.93% |
SGAS.DE vs. NQSE.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SGAS.DE vs. NQSE.DE - Dividend Comparison
Neither SGAS.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and NQSE.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, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for NQSE.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while NQSE.DE is Nasdaq-100. SGAS.DE tracks MSCI USA ESG Screened, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for SGAS.DE and 0.33% for NQSE.DE.
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