SXR6.DE vs. NQSE.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXR6.DE is a Japan Equities fund tracking the MSCI Japan 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, SXR6.DE returned 4.25%/yr vs 14.91%/yr for NQSE.DE. At a 0.47 correlation, their price movements are largely independent. SXR6.DE charges 0.20%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXR6.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR6.DE achieves a 3.87% return, which is significantly lower than NQSE.DE's 17.82% return.
SXR6.DE
- 1D
- -0.07%
- 1M
- 4.16%
- YTD
- 3.87%
- 6M
- 3.94%
- 1Y
- 11.34%
- 3Y*
- 6.07%
- 5Y*
- 4.25%
- 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*
- —
SXR6.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 3.87% | 6.58% | 9.11% | 9.64% | -13.84% | 9.84% | 6.35% | 26.72% | -10.65% |
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 SXR6.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 | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.47 |
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Return for Risk
SXR6.DE vs. NQSE.DE — Risk / Return Rank
SXR6.DE
NQSE.DE
SXR6.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.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.
| SXR6.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.08 | -2.18 |
| Martin ratioReturn relative to average drawdown | 2.55 | 10.77 | -8.21 |
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
| SXR6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.28 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.71 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.82 | -0.52 |
Drawdowns
SXR6.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.35%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and NQSE.DE.
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Drawdown Indicators
| SXR6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -37.67% | +10.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -11.87% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -22.40% | +6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | -37.67% | +16.35% |
Current DrawdownCurrent decline from peak | -1.85% | -0.84% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -8.56% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.40% | +0.61% |
Volatility
SXR6.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) is 3.60%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXR6.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
| SXR6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.75% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 11.99% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 16.05% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 20.91% | -4.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 21.54% | -4.77% |
SXR6.DE vs. NQSE.DE - Expense Ratio Comparison
SXR6.DE has a 0.20% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXR6.DE vs. NQSE.DE - Dividend Comparison
Neither SXR6.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.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, SXR6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for NQSE.DE.
SXR6.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for SXR6.DE and 0.33% for NQSE.DE.
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