EDMJ.DE vs. NQSE.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - EDMJ.DE is a Japan Equities fund tracking the MSCI Japan 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, EDMJ.DE returned 9.20%/yr vs 14.91%/yr for NQSE.DE. A 0.51 correlation means they provide meaningful diversification when combined. EDMJ.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
EDMJ.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMJ.DE achieves a 16.26% return, which is significantly lower than NQSE.DE's 17.82% return.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 2.41%
- YTD
- 16.26%
- 6M
- 16.83%
- 1Y
- 32.00%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 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*
- —
EDMJ.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMJ.DE iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc | 16.26% | 12.89% | 10.91% | 15.92% | -13.20% | 9.60% | 5.87% | 12.14% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 12.40% |
Correlation
The correlation between EDMJ.DE and NQSE.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.51 |
The correlation between EDMJ.DE and NQSE.DE has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.
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Return for Risk
EDMJ.DE vs. NQSE.DE — Risk / Return Rank
EDMJ.DE
NQSE.DE
EDMJ.DE vs. NQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.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.
| EDMJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.08 | -0.16 |
| Martin ratioReturn relative to average drawdown | 9.83 | 10.77 | -0.94 |
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
| EDMJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.28 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.71 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.82 | -0.28 |
Drawdowns
EDMJ.DE vs. NQSE.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and NQSE.DE.
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Drawdown Indicators
| EDMJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -37.67% | +9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -11.87% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -22.40% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -37.67% | +17.86% |
Current DrawdownCurrent decline from peak | -0.37% | -0.84% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -8.56% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.40% | -0.25% |
Volatility
EDMJ.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) is 3.60%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that EDMJ.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
| EDMJ.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.75% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 11.99% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 16.05% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 20.91% | -4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 21.54% | -4.02% |
EDMJ.DE vs. NQSE.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
EDMJ.DE vs. NQSE.DE - Dividend Comparison
Neither EDMJ.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMJ.DE and NQSE.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMJ.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for NQSE.DE.
EDMJ.DE is categorized as Japan Equities, while NQSE.DE is Nasdaq-100. EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for EDMJ.DE and 0.33% for NQSE.DE.
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