EDMU.DE vs. QDVE.DE
EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EDMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA 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, EDMU.DE returned 12.84%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.88 suggests significant overlap in exposure. EDMU.DE charges 0.07%/yr vs 0.15%/yr for QDVE.DE.
Performance
EDMU.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMU.DE achieves a 10.40% return, which is significantly lower than QDVE.DE's 24.06% return.
EDMU.DE
- 1D
- -0.09%
- 1M
- 5.49%
- YTD
- 10.40%
- 6M
- 10.34%
- 1Y
- 23.34%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 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%
EDMU.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
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 EDMU.DE and QDVE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.88 |
The correlation between EDMU.DE and QDVE.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
EDMU.DE vs. QDVE.DE — Risk / Return Rank
EDMU.DE
QDVE.DE
EDMU.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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.
| EDMU.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 3.14 | -0.29 |
| Martin ratioReturn relative to average drawdown | 9.88 | 8.31 | +1.57 |
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
| EDMU.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.40 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 1.10 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.07 | -0.24 |
Drawdowns
EDMU.DE vs. QDVE.DE - Drawdown Comparison
The maximum EDMU.DE drawdown since its inception was -33.43%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for EDMU.DE and QDVE.DE.
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Drawdown Indicators
| EDMU.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -31.45% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.15% | -15.59% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -24.12% | -29.83% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -24.12% | -29.83% | +5.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.41% | -3.08% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -5.36% | -5.80% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 5.91% | -3.55% |
Volatility
EDMU.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) is 2.69%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EDMU.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
| EDMU.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 7.12% | -4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.80% | 14.85% | -7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 20.42% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 22.71% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.39% | 21.73% | -4.34% |
EDMU.DE vs. QDVE.DE - Expense Ratio Comparison
EDMU.DE has a 0.07% expense ratio, which is lower than QDVE.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMU.DE vs. QDVE.DE - Dividend Comparison
Neither EDMU.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMU.DE and QDVE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for QDVE.DE.
EDMU.DE is categorized as Large Cap Blend Equities, while QDVE.DE is Technology Equities. EDMU.DE tracks MSCI USA ESG Enhanced Focus, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.07% for EDMU.DE and 0.15% for QDVE.DE.
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