EDM4.DE vs. QDVE.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EDM4.DE is a Europe Equities fund tracking the MSCI EMU ESG Enhanced Focus, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, EDM4.DE returned 9.91%/yr vs 25.33%/yr for QDVE.DE. A 0.52 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.15%/yr for QDVE.DE.
Performance
EDM4.DE vs. QDVE.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 QDVE.DE's 24.06% 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*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
EDM4.DE vs. QDVE.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% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 21.42% |
Correlation
The correlation between EDM4.DE and QDVE.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.52 |
The correlation between EDM4.DE and QDVE.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. QDVE.DE — Risk / Return Rank
EDM4.DE
QDVE.DE
EDM4.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.14 | -1.53 |
| Martin ratioReturn relative to average drawdown | 5.81 | 8.31 | -2.50 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.40 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.10 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.07 | -0.50 |
Drawdowns
EDM4.DE vs. QDVE.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and QDVE.DE.
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Drawdown Indicators
| EDM4.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -31.45% | -3.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -15.59% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -29.83% | +14.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -29.83% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.39% | -3.08% | +2.69% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -5.80% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 5.91% | -2.91% |
Volatility
EDM4.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) is 4.75%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EDM4.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM4.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 7.12% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 14.85% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 20.42% | -5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 22.71% | -6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 21.73% | -3.66% |
EDM4.DE vs. QDVE.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than QDVE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDM4.DE vs. QDVE.DE - Dividend Comparison
Neither EDM4.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and QDVE.DE have a correlation of 0.52, 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 0.15% for QDVE.DE.
EDM4.DE is categorized as Europe Equities, while QDVE.DE is Technology Equities. EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.12% for EDM4.DE and 0.15% for QDVE.DE.
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