EMND.DE vs. QDVE.DE
EMND.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EMND.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, EMND.DE returned 11.70%/yr vs 25.33%/yr for QDVE.DE. Their correlation of 0.85 suggests significant overlap in exposure. EMND.DE charges 0.20%/yr vs 0.15%/yr for QDVE.DE.
Performance
EMND.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMND.DE achieves a 10.17% return, which is significantly lower than QDVE.DE's 24.06% return.
EMND.DE
- 1D
- 0.02%
- 1M
- 3.68%
- YTD
- 10.17%
- 6M
- 10.17%
- 1Y
- 21.70%
- 3Y*
- 16.08%
- 5Y*
- 11.70%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 11.84%
- YTD
- 24.06%
- 6M
- 22.46%
- 1Y
- 48.25%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
EMND.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMND.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | 10.17% | 6.20% | 25.02% | 18.82% | -15.24% | 33.96% | 7.28% | 12.63% |
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% | 20.79% |
Correlation
The correlation between EMND.DE and QDVE.DE is 0.81, 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 | 0.81 |
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 May 8, 2019 | 0.85 |
The correlation between EMND.DE and QDVE.DE has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.
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Return for Risk
EMND.DE vs. QDVE.DE — Risk / Return Rank
EMND.DE
QDVE.DE
EMND.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 (Dist) (EMND.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.
| EMND.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.14 | -0.07 |
| Martin ratioReturn relative to average drawdown | 12.00 | 8.31 | +3.68 |
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
| EMND.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.40 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 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 | 0.79 | 1.07 | -0.27 |
Drawdowns
EMND.DE vs. QDVE.DE - Drawdown Comparison
The maximum EMND.DE drawdown since its inception was -33.15%, 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 EMND.DE and QDVE.DE.
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Drawdown Indicators
| EMND.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -31.45% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -15.59% | +8.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.24% | -29.83% | +8.59% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -29.83% | +8.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -0.33% | -3.08% | +2.75% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.80% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 5.91% | -4.10% |
Volatility
EMND.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EMND.DE) is 2.65%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that EMND.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
| EMND.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 7.12% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 14.85% | -7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 20.42% | -9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 22.71% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 21.73% | -5.43% |
EMND.DE vs. QDVE.DE - Expense Ratio Comparison
EMND.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
EMND.DE vs. QDVE.DE - Dividend Comparison
EMND.DE's dividend yield for the trailing twelve months is around 0.93%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMND.DE iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) | 0.93% | 1.03% | 1.28% | 1.47% | 2.54% | 1.70% | 1.83% | 1.30% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMND.DE and QDVE.DE have a correlation of 0.81, 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 EMND.DE.
EMND.DE is categorized as Global Equities, while QDVE.DE is Technology Equities. EMND.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 EMND.DE and 0.15% for QDVE.DE.
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