EDMW.DE vs. QDVE.DE
EDMW.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Acc)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EDMW.DE is a Global Equities fund tracking the MSCI World 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, EDMW.DE returned 11.55%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.85 suggests significant overlap in exposure. EDMW.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
EDMW.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDMW.DE achieves a 10.19% return, which is significantly lower than QDVE.DE's 24.06% 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*
- —
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%
EDMW.DE vs. QDVE.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% |
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 EDMW.DE and QDVE.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.85 |
The correlation between EDMW.DE and QDVE.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
EDMW.DE vs. QDVE.DE — Risk / Return Rank
EDMW.DE
QDVE.DE
EDMW.DE vs. QDVE.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 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.
| EDMW.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.14 | -0.08 |
| Martin ratioReturn relative to average drawdown | 12.11 | 8.31 | +3.79 |
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 | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.40 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 1.10 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 1.07 | -0.29 |
Drawdowns
EDMW.DE vs. QDVE.DE - Drawdown Comparison
The maximum EDMW.DE drawdown since its inception was -33.12%, 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 EDMW.DE and QDVE.DE.
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Drawdown Indicators
| EDMW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.12% | -31.45% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.18% | -15.59% | +8.41% |
Max Drawdown (3Y)Largest decline over 3 years | -21.20% | -29.83% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.20% | -29.83% | +8.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.32% | -3.08% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -5.80% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 5.91% | -4.09% |
Volatility
EDMW.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Acc) (EDMW.DE) is 2.75%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EDMW.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
| EDMW.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 7.12% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.83% | 14.85% | -7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 20.42% | -9.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.23% | 22.71% | -8.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 21.73% | -5.46% |
EDMW.DE vs. QDVE.DE - Expense Ratio Comparison
EDMW.DE has a 0.20% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDMW.DE vs. QDVE.DE - Dividend Comparison
Neither EDMW.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
EDMW.DE and QDVE.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for EDMW.DE.
EDMW.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. EDMW.DE tracks MSCI World ESG Enhanced Focus, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.20% for EDMW.DE and 0.15% for QDVE.DE.
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