ZA30.DE vs. NQSE.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 25.27%/yr for NQSE.DE. A 0.78 correlation means they provide meaningful diversification when combined. ZA30.DE charges 0.07%/yr vs 0.33%/yr for NQSE.DE.
Performance
ZA30.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly lower than NQSE.DE's 17.82% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 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*
- —
ZA30.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -8.71% |
Correlation
The correlation between ZA30.DE and NQSE.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.78 |
The correlation between ZA30.DE and NQSE.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. NQSE.DE — Risk / Return Rank
ZA30.DE
NQSE.DE
ZA30.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| ZA30.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.39 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.08 | +1.04 |
| Martin ratioReturn relative to average drawdown | 15.63 | 10.77 | +4.87 |
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
| ZA30.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.28 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.82 | +0.36 |
Drawdowns
ZA30.DE vs. NQSE.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and NQSE.DE.
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Drawdown Indicators
| ZA30.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -37.67% | +14.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -11.87% | +4.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -22.40% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.67% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -8.56% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.40% | -1.57% |
Volatility
ZA30.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that ZA30.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
| ZA30.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.75% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 11.99% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 16.05% | -4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 20.91% | -6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 21.54% | -7.16% |
ZA30.DE vs. NQSE.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
ZA30.DE vs. NQSE.DE - Dividend Comparison
Neither ZA30.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and NQSE.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for NQSE.DE.
ZA30.DE is categorized as S&P 500, while NQSE.DE is Nasdaq-100. ZA30.DE tracks S&P 500 ESG, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for ZA30.DE and 0.33% for NQSE.DE.
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