EMND.DE vs. SXRV.DE
EMND.DE (iShares MSCI World ESG Enhanced UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EMND.DE is a Global Equities fund tracking the MSCI World ESG Enhanced Focus, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EMND.DE returned 11.70%/yr vs 18.67%/yr for SXRV.DE. Their correlation of 0.88 suggests significant overlap in exposure. EMND.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
EMND.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMND.DE achieves a 10.17% return, which is significantly lower than SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EMND.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 14.80% |
Correlation
The correlation between EMND.DE and SXRV.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.88 |
The correlation between EMND.DE and SXRV.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMND.DE vs. SXRV.DE — Risk / Return Rank
EMND.DE
SXRV.DE
EMND.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.75 | -0.68 |
| Martin ratioReturn relative to average drawdown | 12.00 | 11.16 | +0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EMND.DE | SXRV.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 | 0.93 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.91 | -0.11 |
Drawdowns
EMND.DE vs. SXRV.DE - Drawdown Comparison
The maximum EMND.DE drawdown since its inception was -33.15%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EMND.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| EMND.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.15% | -32.80% | -0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -10.03% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.24% | -26.69% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -31.33% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.33% | -0.83% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -6.56% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 3.38% | -1.57% |
Volatility
EMND.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Enhanced UCITS ETF USD (Dist) (EMND.DE) is 2.65%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that EMND.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMND.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.26% | -1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 10.98% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 15.67% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 19.84% | -5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.30% | 19.65% | -3.35% |
EMND.DE vs. SXRV.DE - Expense Ratio Comparison
EMND.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EMND.DE vs. SXRV.DE - Dividend Comparison
EMND.DE's dividend yield for the trailing twelve months is around 0.93%, while SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMND.DE and SXRV.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMND.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMND.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
EMND.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. EMND.DE tracks MSCI World ESG Enhanced Focus, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EMND.DE and 0.36% for SXRV.DE.
Find the right allocation for EMND.DE and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer