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EDMW.DE vs. NVDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EDMW.DE vs. NVDA

Last updated Jun 5, 2026

EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World ESG Enhanced Focus, while NVDA (NVIDIA Corporation) is a stock. Over the past 5 years, EDMW.DE returned 11.55%/yr vs 65.36%/yr for NVDA. At a 0.40 correlation, their price movements are largely independent.

Performance

EDMW.DE vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) and NVIDIA Corporation (NVDA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EDMW.DE is traded in EUR, while NVDA is traded in USD. To make them comparable, the NVDA values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EDMW.DE achieves a 10.19% return, which is significantly lower than NVDA's 12.27% return.

EDMW.DE

1D
0.06%
1M
3.69%
YTD
10.19%
6M
10.25%
1Y
21.91%
3Y*
16.27%
5Y*
11.55%
10Y*
—

NVDA

1D
-5.45%
1M
0.75%
YTD
12.27%
6M
13.76%
1Y
45.74%
3Y*
70.26%
5Y*
65.36%
10Y*
67.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDMW.DE vs. NVDA - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
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%
NVDA
NVIDIA Corporation		12.27%22.43%189.15%228.85%-47.18%142.35%103.97%26.89%

Correlation

The correlation between EDMW.DE and NVDA is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2019

0.40

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iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)

NVIDIA Corporation

Often compared with EDMW.DE:
EDMW.DE vs. EMWE.DEEDMW.DE vs. IWDA.LEDMW.DE vs. SPYEDMW.DE vs. VOOEDMW.DE vs. SWDA.LEDMW.DE vs. SXR8.DEEDMW.DE vs. GLD
Often compared with NVDA:
NVDA vs. AMDNVDA vs. AAPLNVDA vs. AVGONVDA vs. TSMNVDA vs. SPYNVDA vs. AMZNNVDA vs. QQQ

Return for Risk

EDMW.DE vs. NVDA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDMW.DE
EDMW.DE Risk / Return Rank: 6161
Overall Rank
EDMW.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EDMW.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
EDMW.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EDMW.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDMW.DE Martin Ratio Rank: 6767
Martin Ratio Rank
NVDA
NVDA Risk / Return Rank: 7676
Overall Rank
NVDA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7070
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDMW.DE vs. NVDA - 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 NVIDIA Corporation (NVDA). 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.DENVDADifference
Sharpe ratioReturn per unit of total volatility
1.93
1.30

+0.63

Sortino ratioReturn per unit of downside risk
2.70
1.86

+0.84

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratioReturn relative to maximum drawdown

3.07

2.33

+0.74

Martin ratioReturn relative to average drawdown

12.11

5.11

+7.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EDMW.DE vs. NVDA - Sharpe Ratio Comparison

The current EDMW.DE Sharpe Ratio is 1.93, which is higher than the NVDA Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EDMW.DE and NVDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

EDMW.DENVDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.30

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

1.28

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

1.36

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.75

+0.03

Drawdowns

EDMW.DE vs. NVDA - Drawdown Comparison

The maximum EDMW.DE drawdown since its inception was -33.12%, smaller than the maximum NVDA drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for EDMW.DE and NVDA.

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Drawdown Indicators

EDMW.DENVDADifference

Max Drawdown

Largest peak-to-trough decline

-33.12%

-82.97%

+49.85%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-19.76%

+12.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.20%

-41.46%

+20.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.20%

-60.91%

+39.71%

Max Drawdown (10Y)

Largest decline over 10 years

—

-60.91%

—

Current Drawdown

Current decline from peak

-0.32%

-11.76%

+11.44%

Average Drawdown

Average peak-to-trough decline

-5.12%

-31.86%

+26.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

8.98%

-7.16%

Volatility

EDMW.DE vs. NVDA - Volatility Comparison

The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while NVIDIA Corporation (NVDA) has a volatility of 12.75%. This indicates that EDMW.DE experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EDMW.DENVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

12.75%

-10.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.83%

26.05%

-18.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

35.39%

-23.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

51.15%

-36.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

49.93%

-33.66%

Dividends

EDMW.DE vs. NVDA - Dividend Comparison

EDMW.DE has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.

PositionTTM20252024202320222021202020192018201720162015
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%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

EDMW.DE and NVDA have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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