SXR5.DE vs. NQSE.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXR5.DE returned 9.94%/yr vs 14.91%/yr for NQSE.DE. At a 0.50 correlation, their price movements are largely independent. SXR5.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXR5.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR5.DE achieves a 16.96% return, which is significantly lower than NQSE.DE's 17.82% return.
SXR5.DE
- 1D
- -0.36%
- 1M
- 6.13%
- YTD
- 16.96%
- 6M
- 16.92%
- 1Y
- 30.95%
- 3Y*
- 15.53%
- 5Y*
- 9.94%
- 10Y*
- 9.05%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
SXR5.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 16.96% | 12.72% | 13.72% | 16.13% | -12.71% | 9.55% | 4.95% | 22.00% | -8.66% |
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 SXR5.DE and NQSE.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.50 |
The correlation between SXR5.DE and NQSE.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. NQSE.DE — Risk / Return Rank
SXR5.DE
NQSE.DE
SXR5.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.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.
| SXR5.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.08 | -0.04 |
| Martin ratioReturn relative to average drawdown | 9.81 | 10.77 | -0.96 |
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
| SXR5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.28 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.71 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.82 | -0.34 |
Drawdowns
SXR5.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and NQSE.DE.
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Drawdown Indicators
| SXR5.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -37.67% | +9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -11.87% | +1.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -22.40% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -37.67% | +18.37% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.84% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -8.56% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.40% | -0.25% |
Volatility
SXR5.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) is 3.67%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXR5.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
| SXR5.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 | 15.22% | 11.99% | +3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 16.05% | +2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 20.91% | -4.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 21.54% | -5.13% |
SXR5.DE vs. NQSE.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXR5.DE vs. NQSE.DE - Dividend Comparison
Neither SXR5.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR5.DE and NQSE.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR5.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
SXR5.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. SXR5.DE tracks MSCI Japan, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for SXR5.DE and 0.33% for NQSE.DE.
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