QDVD.DE vs. EMNJ.DE
QDVD.DE (iShares MSCI USA Quality Dividend Advanced UCITS ETF) and EMNJ.DE (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - QDVD.DE is a ESG fund tracking the MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while EMNJ.DE is a Japan Equities fund tracking the MSCI Japan ESG Enhanced Focus CTB Index. Both are passively managed. Over the past 5 years, QDVD.DE returned 12.61%/yr vs 9.72%/yr for EMNJ.DE. A 0.55 correlation means they provide meaningful diversification when combined. QDVD.DE charges 0.35%/yr vs 0.15%/yr for EMNJ.DE.
Performance
QDVD.DE vs. EMNJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVD.DE achieves a 16.81% return, which is significantly lower than EMNJ.DE's 19.97% return.
QDVD.DE
- 1D
- -0.26%
- 1M
- 0.51%
- 6M
- 14.53%
- YTD
- 16.81%
- 1Y
- 26.15%
- 3Y*
- 17.23%
- 5Y*
- 12.61%
- 10Y*
- 10.69%
EMNJ.DE
- 1D
- -0.76%
- 1M
- 1.81%
- 6M
- 13.73%
- YTD
- 19.97%
- 1Y
- 39.88%
- 3Y*
- 16.68%
- 5Y*
- 9.72%
- 10Y*
- —
QDVD.DE vs. EMNJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 16.81% | 4.15% | 21.92% | 10.55% | -1.08% | 32.39% | -9.18% | 13.09% |
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% |
Correlation
The correlation between QDVD.DE and EMNJ.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.55 |
The correlation between QDVD.DE and EMNJ.DE has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
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Return for Risk
QDVD.DE vs. EMNJ.DE — Risk / Return Rank
QDVD.DE
EMNJ.DE
QDVD.DE vs. EMNJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) and iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.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.
| QDVD.DE | EMNJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.39 | 3.71 | +1.68 |
| Martin ratioReturn relative to average drawdown | 18.98 | 12.48 | +6.49 |
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Drawdowns
QDVD.DE vs. EMNJ.DE - Drawdown Comparison
The maximum QDVD.DE drawdown since its inception was -32.55%, which is greater than EMNJ.DE's maximum drawdown of -28.10%. Use the drawdown chart below to compare losses from any high point for QDVD.DE and EMNJ.DE.
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Drawdown Indicators
| QDVD.DE | EMNJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.55% | -28.10% | -4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -4.83% | -10.70% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.55% | -16.91% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | -19.91% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -32.55% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -2.74% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -6.57% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 3.19% | -1.82% |
Volatility
QDVD.DE vs. EMNJ.DE - Volatility Comparison
The current volatility for iShares MSCI USA Quality Dividend Advanced UCITS ETF (QDVD.DE) is 2.54%, while iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) has a volatility of 6.67%. This indicates that QDVD.DE experiences smaller price fluctuations and is considered to be less risky than EMNJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVD.DE | EMNJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 6.67% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 16.64% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.20% | 20.49% | -9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 17.02% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 18.26% | -3.47% |
QDVD.DE vs. EMNJ.DE - Expense Ratio Comparison
QDVD.DE has a 0.35% expense ratio, which is higher than EMNJ.DE's 0.15% expense ratio.
Dividends
QDVD.DE vs. EMNJ.DE - Dividend Comparison
QDVD.DE's dividend yield for the trailing twelve months is around 1.48%, more than EMNJ.DE's 1.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
QDVD.DE iShares MSCI USA Quality Dividend Advanced UCITS ETF | 1.48% | 1.72% | 1.88% | 2.04% | 2.34% | 1.99% | 2.72% | 2.37% | 2.43% | 2.28% | 2.19% | 2.44% |
Frequently Asked Questions
QDVD.DE and EMNJ.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMNJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMNJ.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for QDVD.DE.
QDVD.DE is categorized as ESG, while EMNJ.DE is Japan Equities. QDVD.DE tracks MSCI USA High Dividend Yield ESG Reduced Carbon Target Select Index, while EMNJ.DE tracks MSCI Japan ESG Enhanced Focus CTB Index. Their fees differ too: 0.35% for QDVD.DE and 0.15% for EMNJ.DE.
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