EDM6.DE vs. NQSE.DE
EDM6.DE (iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EDM6.DE is a Europe Equities fund tracking the MSCI Europe 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, EDM6.DE returned 8.72%/yr vs 14.91%/yr for NQSE.DE. A 0.61 correlation means they provide meaningful diversification when combined. EDM6.DE charges 0.12%/yr vs 0.33%/yr for NQSE.DE.
Performance
EDM6.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM6.DE achieves a 7.51% return, which is significantly lower than NQSE.DE's 17.82% return.
EDM6.DE
- 1D
- 0.53%
- 1M
- 1.24%
- YTD
- 7.51%
- 6M
- 10.13%
- 1Y
- 15.70%
- 3Y*
- 12.88%
- 5Y*
- 8.72%
- 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*
- —
EDM6.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM6.DE iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc | 7.51% | 17.44% | 8.39% | 15.68% | -12.34% | 25.49% | -1.54% | 10.00% |
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 EDM6.DE and NQSE.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 | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.61 |
The correlation between EDM6.DE and NQSE.DE has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
EDM6.DE vs. NQSE.DE — Risk / Return Rank
EDM6.DE
NQSE.DE
EDM6.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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.
| EDM6.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 3.08 | -1.49 |
| Martin ratioReturn relative to average drawdown | 5.63 | 10.77 | -5.14 |
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
| EDM6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.28 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.71 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.82 | -0.26 |
Drawdowns
EDM6.DE vs. NQSE.DE - Drawdown Comparison
The maximum EDM6.DE drawdown since its inception was -34.98%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and NQSE.DE.
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Drawdown Indicators
| EDM6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -37.67% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -10.01% | -11.87% | +1.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -22.40% | +5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -37.67% | +15.86% |
Current DrawdownCurrent decline from peak | -1.56% | -0.84% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -8.56% | +3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.40% | -0.56% |
Volatility
EDM6.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 4.40%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EDM6.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
| EDM6.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.75% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 11.99% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.26% | 16.05% | -2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 20.91% | -6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 21.54% | -5.05% |
EDM6.DE vs. NQSE.DE - Expense Ratio Comparison
EDM6.DE has a 0.12% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EDM6.DE vs. NQSE.DE - Dividend Comparison
Neither EDM6.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM6.DE and NQSE.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, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for NQSE.DE.
EDM6.DE is categorized as Europe Equities, while NQSE.DE is Nasdaq-100. EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for EDM6.DE and 0.33% for NQSE.DE.
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