EDMJ.DE vs. QDVE.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EDMJ.DE is a Japan Equities fund tracking the MSCI Japan 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, EDMJ.DE returned 9.20%/yr vs 25.33%/yr for QDVE.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
EDMJ.DE vs. QDVE.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 QDVE.DE's 24.06% return.
EDMJ.DE
- 1D
- -0.37%
- 1M
- 5.26%
- YTD
- 16.26%
- 6M
- 16.64%
- 1Y
- 31.02%
- 3Y*
- 14.20%
- 5Y*
- 9.20%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
EDMJ.DE vs. QDVE.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% |
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% | 20.29% |
Correlation
The correlation between EDMJ.DE and QDVE.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.51 |
The correlation between EDMJ.DE and QDVE.DE shifts across timeframes, from 0.41 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EDMJ.DE vs. QDVE.DE — Risk / Return Rank
EDMJ.DE
QDVE.DE
EDMJ.DE vs. QDVE.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 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.
| EDMJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.14 | -0.23 |
| Martin ratioReturn relative to average drawdown | 9.83 | 8.31 | +1.52 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.40 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 1.10 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.07 | -0.53 |
Drawdowns
EDMJ.DE vs. QDVE.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and QDVE.DE.
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Drawdown Indicators
| EDMJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -31.45% | +3.50% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -15.59% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -29.83% | +13.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -29.83% | +10.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.37% | -3.08% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -5.80% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 5.91% | -2.76% |
Volatility
EDMJ.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc (EDMJ.DE) is 3.60%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EDMJ.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
| EDMJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 7.12% | -3.52% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 14.85% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 20.42% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 22.71% | -6.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 21.73% | -4.21% |
EDMJ.DE vs. QDVE.DE - Expense Ratio Comparison
Both EDMJ.DE and QDVE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EDMJ.DE vs. QDVE.DE - Dividend Comparison
Neither EDMJ.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMJ.DE and QDVE.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EDMJ.DE and QDVE.DE have the same expense ratio: 0.15% per year.
EDMJ.DE is categorized as Japan Equities, while QDVE.DE is Technology Equities. EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index.
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