EDM4.DE vs. SXRV.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EDM4.DE is a Europe Equities fund tracking the MSCI EMU ESG Enhanced Focus, while SXRV.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 18.67%/yr for SXRV.DE. A 0.54 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.36%/yr for SXRV.DE.
Performance
EDM4.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDM4.DE achieves a 8.82% return, which is significantly lower than SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EDM4.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 16.02% |
Correlation
The correlation between EDM4.DE and SXRV.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.54 |
The correlation between EDM4.DE and SXRV.DE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDM4.DE vs. SXRV.DE — Risk / Return Rank
EDM4.DE
SXRV.DE
EDM4.DE vs. SXRV.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 USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.75 | -2.14 |
| Martin ratioReturn relative to average drawdown | 5.81 | 11.16 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EDM4.DE | SXRV.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 | 0.93 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.91 | -0.33 |
Drawdowns
EDM4.DE vs. SXRV.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| EDM4.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -32.80% | -2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -10.03% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -26.69% | +11.61% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -31.33% | +6.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.83% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -6.56% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.38% | -0.38% |
Volatility
EDM4.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) has a higher volatility of 4.75% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EDM4.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDM4.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.26% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 10.98% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.67% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 19.84% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 19.65% | -1.58% |
EDM4.DE vs. SXRV.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EDM4.DE vs. SXRV.DE - Dividend Comparison
Neither EDM4.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and SXRV.DE have a correlation of 0.57, 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 0.36% for SXRV.DE.
EDM4.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for EDM4.DE and 0.36% for SXRV.DE.
Find the right allocation for EDM4.DE and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer