EDM2.DE vs. NQSE.DE
EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EDM2.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Enhanced Focus, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EDM2.DE returned 7.59%/yr vs 14.91%/yr for NQSE.DE. A 0.60 correlation means they provide meaningful diversification when combined. EDM2.DE charges 0.18%/yr vs 0.33%/yr for NQSE.DE.
Performance
EDM2.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM2.DE achieves a 26.35% return, which is significantly higher than NQSE.DE's 17.82% return.
EDM2.DE
- 1D
- -1.45%
- 1M
- 3.82%
- YTD
- 26.35%
- 6M
- 26.81%
- 1Y
- 46.28%
- 3Y*
- 20.29%
- 5Y*
- 7.59%
- 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*
- —
EDM2.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 9.60% |
Correlation
The correlation between EDM2.DE and NQSE.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2019 | 0.60 |
The correlation between EDM2.DE and NQSE.DE shifts across timeframes, from 0.59 (5 years) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EDM2.DE vs. NQSE.DE — Risk / Return Rank
EDM2.DE
NQSE.DE
EDM2.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.
| EDM2.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.39 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 3.08 | +1.24 |
| Martin ratioReturn relative to average drawdown | 15.65 | 10.77 | +4.88 |
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
| EDM2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.28 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.71 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.82 | -0.32 |
Drawdowns
EDM2.DE vs. NQSE.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and NQSE.DE.
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Drawdown Indicators
| EDM2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -37.67% | +5.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -11.87% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -22.40% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -37.67% | +12.24% |
Current DrawdownCurrent decline from peak | -2.66% | -0.84% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -8.56% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.40% | -0.39% |
Volatility
EDM2.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a higher volatility of 7.43% compared to iShares NASDAQ 100 UCITS ETF (NQSE.DE) at 4.75%. This indicates that EDM2.DE's price experiences larger fluctuations and is considered to be riskier 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
| EDM2.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.75% | +2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 11.99% | +3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 16.05% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 20.91% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 21.54% | -2.41% |
EDM2.DE vs. NQSE.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EDM2.DE vs. NQSE.DE - Dividend Comparison
Neither EDM2.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM2.DE and NQSE.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM2.DE is cheaper with a 0.18% expense ratio, compared with 0.33% for NQSE.DE.
EDM2.DE is categorized as Emerging Markets Equities, while NQSE.DE is Nasdaq-100. EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for EDM2.DE and 0.33% for NQSE.DE.
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