SXRG.DE vs. NQSE.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXRG.DE returned 7.64%/yr vs 14.91%/yr for NQSE.DE. A 0.62 correlation means they provide meaningful diversification when combined. SXRG.DE charges 0.43%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXRG.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly lower than NQSE.DE's 17.82% return.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
NQSE.DE
- 1D
- -0.77%
- 1M
- 8.32%
- YTD
- 17.82%
- 6M
- 17.54%
- 1Y
- 36.74%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
SXRG.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -19.25% |
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 SXRG.DE and NQSE.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.62 |
The correlation between SXRG.DE and NQSE.DE has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. NQSE.DE — Risk / Return Rank
SXRG.DE
NQSE.DE
SXRG.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| SXRG.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 3.08 | +2.07 |
| Martin ratioReturn relative to average drawdown | 15.48 | 10.77 | +4.71 |
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
| SXRG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.28 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.71 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.82 | -0.29 |
Drawdowns
SXRG.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than NQSE.DE's maximum drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and NQSE.DE.
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Drawdown Indicators
| SXRG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -37.67% | -4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -11.87% | +5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -22.40% | -9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -37.67% | +6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -8.56% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 3.40% | -1.34% |
Volatility
SXRG.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXRG.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
| SXRG.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.75% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 11.99% | -1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 16.05% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 20.91% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 21.54% | -1.19% |
SXRG.DE vs. NQSE.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than NQSE.DE's 0.33% expense ratio.
Dividends
SXRG.DE vs. NQSE.DE - Dividend Comparison
Neither SXRG.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRG.DE and NQSE.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NQSE.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NQSE.DE is cheaper with a 0.33% expense ratio, compared with 0.43% for SXRG.DE.
SXRG.DE is categorized as Small Cap Blend Equities, while NQSE.DE is Nasdaq-100. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.43% for SXRG.DE and 0.33% for NQSE.DE.
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