EDMJ.DE vs. SXRV.DE
EDMJ.DE (iShares MSCI Japan ESG Enhanced UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EDMJ.DE is a Japan Equities fund tracking the MSCI Japan 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, EDMJ.DE returned 9.20%/yr vs 18.67%/yr for SXRV.DE. A 0.54 correlation means they provide meaningful diversification when combined. EDMJ.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
EDMJ.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EDMJ.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 15.29% |
Correlation
The correlation between EDMJ.DE and SXRV.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.54 |
The correlation between EDMJ.DE and SXRV.DE has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.
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Return for Risk
EDMJ.DE vs. SXRV.DE — Risk / Return Rank
EDMJ.DE
SXRV.DE
EDMJ.DE vs. SXRV.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 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.
| EDMJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.75 | -0.84 |
| Martin ratioReturn relative to average drawdown | 9.83 | 11.16 | -1.33 |
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 | SXRV.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 | 0.93 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.91 | -0.37 |
Drawdowns
EDMJ.DE vs. SXRV.DE - Drawdown Comparison
The maximum EDMJ.DE drawdown since its inception was -27.95%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EDMJ.DE and SXRV.DE.
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Drawdown Indicators
| EDMJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.95% | -32.80% | +4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -10.59% | -10.03% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -16.82% | -26.69% | +9.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.81% | -31.33% | +11.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.83% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -6.56% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.38% | -0.23% |
Volatility
EDMJ.DE vs. SXRV.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 USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that EDMJ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 4.26% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 10.98% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 15.67% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.61% | 19.84% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 19.65% | -2.13% |
EDMJ.DE vs. SXRV.DE - Expense Ratio Comparison
EDMJ.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EDMJ.DE vs. SXRV.DE - Dividend Comparison
Neither EDMJ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMJ.DE and SXRV.DE have a correlation of 0.47, 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 0.36% for SXRV.DE.
EDMJ.DE is categorized as Japan Equities, while SXRV.DE is Nasdaq-100. EDMJ.DE tracks MSCI Japan ESG Enhanced Focus, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for EDMJ.DE and 0.36% for SXRV.DE.
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