EDM4.DE vs. NQSE.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EDM4.DE is a Europe Equities fund tracking the MSCI EMU 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, EDM4.DE returned 9.91%/yr vs 14.91%/yr for NQSE.DE. A 0.61 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
EDM4.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM4.DE achieves a 8.82% return, which is significantly lower than NQSE.DE's 17.82% return.
EDM4.DE
- 1D
- 0.51%
- 1M
- 2.53%
- YTD
- 8.82%
- 6M
- 10.65%
- 1Y
- 17.25%
- 3Y*
- 15.37%
- 5Y*
- 9.91%
- 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*
- —
EDM4.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 8.82% | 22.13% | 9.89% | 18.31% | -12.80% | 22.20% | 1.30% | 8.96% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 12.55% |
Correlation
The correlation between EDM4.DE and NQSE.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.61 |
The correlation between EDM4.DE and NQSE.DE has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. NQSE.DE — Risk / Return Rank
EDM4.DE
NQSE.DE
EDM4.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.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.
| EDM4.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.08 | -1.47 |
| Martin ratioReturn relative to average drawdown | 5.81 | 10.77 | -4.96 |
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
| EDM4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.28 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.82 | -0.24 |
Drawdowns
EDM4.DE vs. NQSE.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and NQSE.DE.
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Drawdown Indicators
| EDM4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -37.67% | +2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -11.87% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -22.40% | +7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -37.67% | +12.43% |
Current DrawdownCurrent decline from peak | -0.39% | -0.84% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -8.56% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.40% | -0.40% |
Volatility
EDM4.DE vs. NQSE.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) and iShares NASDAQ 100 UCITS ETF (NQSE.DE) have volatilities of 4.75% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM4.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.75% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 11.99% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 16.05% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 20.91% | -4.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 21.54% | -3.47% |
EDM4.DE vs. NQSE.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EDM4.DE vs. NQSE.DE - Dividend Comparison
Neither EDM4.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and NQSE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM4.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM4.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
EDM4.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for EDM4.DE and 0.33% for NQSE.DE.
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