EMNJ.DE vs. QDVE.DE
EMNJ.DE (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - EMNJ.DE is a Japan Equities fund tracking the MSCI Japan ESG Enhanced Focus CTB Index, 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, EMNJ.DE returned 9.72%/yr vs 21.74%/yr for QDVE.DE. A 0.52 correlation means they provide meaningful diversification when combined. Both charge a 0.15% expense ratio.
Performance
EMNJ.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EMNJ.DE having a 19.97% return and QDVE.DE slightly lower at 19.81%.
EMNJ.DE
- 1D
- -0.76%
- 1M
- 1.81%
- 6M
- 13.73%
- YTD
- 19.97%
- 1Y
- 39.88%
- 3Y*
- 16.68%
- 5Y*
- 9.72%
- 10Y*
- —
QDVE.DE
- 1D
- -0.94%
- 1M
- -1.73%
- 6M
- 20.98%
- YTD
- 19.81%
- 1Y
- 33.38%
- 3Y*
- 28.43%
- 5Y*
- 21.74%
- 10Y*
- 25.07%
EMNJ.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 19.97% | 12.87% | 10.79% | 16.08% | -13.34% | 9.71% | 5.81% | 3.88% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 19.81% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 29.67% | 33.16% |
Correlation
The correlation between EMNJ.DE and QDVE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.52 |
The correlation between EMNJ.DE and QDVE.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.
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Return for Risk
EMNJ.DE vs. QDVE.DE — Risk / Return Rank
EMNJ.DE
QDVE.DE
EMNJ.DE vs. QDVE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMNJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 2.13 | +1.58 |
| Martin ratioReturn relative to average drawdown | 12.48 | 5.28 | +7.20 |
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Drawdowns
EMNJ.DE vs. QDVE.DE - Drawdown Comparison
The maximum EMNJ.DE drawdown since its inception was -28.10%, smaller than the maximum QDVE.DE drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for EMNJ.DE and QDVE.DE.
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Drawdown Indicators
| EMNJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -31.40% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -15.60% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -29.81% | +12.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -29.81% | +9.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.40% | — |
Current DrawdownCurrent decline from peak | -2.74% | -6.39% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -5.80% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 6.31% | -3.12% |
Volatility
EMNJ.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) is 6.67%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.10%. This indicates that EMNJ.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
| EMNJ.DE | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 7.10% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 16.44% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 21.89% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 22.97% | -5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 21.84% | -3.58% |
EMNJ.DE vs. QDVE.DE - Expense Ratio Comparison
Both EMNJ.DE and QDVE.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EMNJ.DE vs. QDVE.DE - Dividend Comparison
EMNJ.DE's dividend yield for the trailing twelve months is around 1.42%, while QDVE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.42% | 1.58% | 1.80% | 1.75% | 2.16% | 1.66% | 1.63% | 1.72% |
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
EMNJ.DE and QDVE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EMNJ.DE and QDVE.DE have the same expense ratio: 0.15% per year.
EMNJ.DE is categorized as Japan Equities, while QDVE.DE is Technology Equities. EMNJ.DE tracks MSCI Japan ESG Enhanced Focus CTB Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index.
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