EDMW.DE vs. IQQI.DE
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both Global Equities funds from iShares - EDMW.DE tracks the MSCI World ESG Enhanced Focus while IQQI.DE tracks the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 5 years, EDMW.DE returned 11.55%/yr vs 6.76%/yr for IQQI.DE. A 0.58 correlation means they provide meaningful diversification when combined. EDMW.DE charges 0.20%/yr vs 0.65%/yr for IQQI.DE.
Performance
EDMW.DE vs. IQQI.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EDMW.DE having a 10.19% return and IQQI.DE slightly higher at 10.36%.
EDMW.DE
- 1D
- 0.06%
- 1M
- 3.69%
- YTD
- 10.19%
- 6M
- 10.25%
- 1Y
- 21.91%
- 3Y*
- 16.27%
- 5Y*
- 11.55%
- 10Y*
- —
IQQI.DE
- 1D
- -1.37%
- 1M
- -1.18%
- YTD
- 10.36%
- 6M
- 9.16%
- 1Y
- 13.12%
- 3Y*
- 8.46%
- 5Y*
- 6.76%
- 10Y*
- 6.89%
EDMW.DE vs. IQQI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDMW.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 10.19% | 6.42% | 25.12% | 18.98% | -15.82% | 33.40% | 6.84% | 12.25% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 10.36% | 0.54% | 14.51% | -3.16% | -0.37% | 26.96% | -10.83% | 10.03% |
Correlation
The correlation between EDMW.DE and IQQI.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
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 | 0.58 |
Over the past year, the correlation between EDMW.DE and IQQI.DE has dropped to 0.19 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
EDMW.DE vs. IQQI.DE — Risk / Return Rank
EDMW.DE
IQQI.DE
EDMW.DE vs. IQQI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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.
| EDMW.DE | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.20 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.55 | +0.52 |
| Martin ratioReturn relative to average drawdown | 12.11 | 6.21 | +5.89 |
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
| EDMW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.17 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.53 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.33 | +0.45 |
Drawdowns
EDMW.DE vs. IQQI.DE - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum IQQI.DE drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and IQQI.DE.
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Drawdown Indicators
| EDMW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -42.25% | +9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -4.81% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -14.76% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -24.81% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.15% | — |
Current DrawdownCurrent decline from peak | -0.32% | -3.21% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -11.06% | +5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.98% | -0.16% |
Volatility
EDMW.DE vs. IQQI.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while iShares Global Infrastructure UCITS ETF (IQQI.DE) has a volatility of 3.88%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDMW.DE | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.88% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 8.71% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 10.48% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 12.70% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 14.23% | +2.04% |
EDMW.DE vs. IQQI.DE - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
EDMW.DE vs. IQQI.DE - Dividend Comparison
EDMW.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDMW.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.09% | 2.30% | 2.28% | 2.42% | 2.14% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.64% | 3.14% |
Frequently Asked Questions
EDMW.DE and IQQI.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMW.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for IQQI.DE.
EDMW.DE tracks MSCI World ESG Enhanced Focus, while IQQI.DE tracks FTSE Global Core Infrastructure Index. Their fees differ too: 0.20% for EDMW.DE and 0.65% for IQQI.DE.
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