SXR1.DE vs. NQSE.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXR1.DE returned 5.82%/yr vs 14.91%/yr for NQSE.DE. A 0.59 correlation means they provide meaningful diversification when combined. SXR1.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXR1.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly lower than NQSE.DE's 17.82% return.
SXR1.DE
- 1D
- -0.90%
- 1M
- -2.17%
- YTD
- 8.90%
- 6M
- 10.35%
- 1Y
- 13.62%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
SXR1.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -2.91% |
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 SXR1.DE and NQSE.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.59 |
The correlation between SXR1.DE and NQSE.DE has been stable across timeframes, ranging from 0.53 to 0.59 - a consistent structural relationship.
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Return for Risk
SXR1.DE vs. NQSE.DE — Risk / Return Rank
SXR1.DE
NQSE.DE
SXR1.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
| SXR1.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.08 | -0.83 |
| Martin ratioReturn relative to average drawdown | 6.64 | 10.77 | -4.13 |
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
| SXR1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.28 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.71 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.82 | -0.55 |
Drawdowns
SXR1.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and NQSE.DE.
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Drawdown Indicators
| SXR1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -37.67% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -11.87% | +5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -22.40% | +2.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -37.67% | +17.39% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -0.84% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -8.56% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.40% | -1.29% |
Volatility
SXR1.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 3.06%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXR1.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
| SXR1.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 4.75% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 11.99% | -2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 16.05% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 20.91% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 21.54% | -4.94% |
SXR1.DE vs. NQSE.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXR1.DE vs. NQSE.DE - Dividend Comparison
Neither SXR1.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and NQSE.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
SXR1.DE is categorized as Asia Pacific Equities, while NQSE.DE is Nasdaq-100. SXR1.DE tracks MSCI Pacific ex Japan, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for SXR1.DE and 0.33% for NQSE.DE.
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