QDVE.DE vs. EDM2.DE
QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) and EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) are both exchange-traded funds - QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index, while EDM2.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Enhanced Focus. Both are passively managed. Over the past 5 years, QDVE.DE returned 24.38%/yr vs 7.29%/yr for EDM2.DE. A 0.57 correlation means they provide meaningful diversification when combined. QDVE.DE charges 0.15%/yr vs 0.18%/yr for EDM2.DE.
Performance
QDVE.DE vs. EDM2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVE.DE achieves a 20.32% return, which is significantly lower than EDM2.DE's 24.09% return.
QDVE.DE
- 1D
- -0.36%
- 1M
- 5.68%
- YTD
- 20.32%
- 6M
- 17.73%
- 1Y
- 43.94%
- 3Y*
- 29.97%
- 5Y*
- 24.38%
- 10Y*
- 25.62%
EDM2.DE
- 1D
- 1.87%
- 1M
- 1.49%
- YTD
- 24.09%
- 6M
- 25.04%
- 1Y
- 43.68%
- 3Y*
- 18.92%
- 5Y*
- 7.29%
- 10Y*
- —
QDVE.DE vs. EDM2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 20.32% | 10.01% | 46.09% | 54.17% | -25.82% | 46.74% | 29.67% | 13.72% |
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 24.09% | 19.78% | 13.37% | 4.74% | -16.09% | 4.73% | 7.76% | 7.69% |
Correlation
The correlation between QDVE.DE and EDM2.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2019 | 0.57 |
The correlation between QDVE.DE and EDM2.DE has been stable across timeframes, ranging from 0.54 to 0.64 - a consistent structural relationship.
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Return for Risk
QDVE.DE vs. EDM2.DE — Risk / Return Rank
QDVE.DE
EDM2.DE
QDVE.DE vs. EDM2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) and iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.
| QDVE.DE | EDM2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 3.89 | -1.11 |
| Martin ratioReturn relative to average drawdown | 7.33 | 13.83 | -6.50 |
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
| QDVE.DE | EDM2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.31 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.43 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.48 | +0.57 |
Drawdowns
QDVE.DE vs. EDM2.DE - Drawdown Comparison
The maximum QDVE.DE drawdown since its inception was -31.40%, roughly equal to the maximum EDM2.DE drawdown of -32.34%. Use the drawdown chart below to compare losses from any high point for QDVE.DE and EDM2.DE.
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Drawdown Indicators
| QDVE.DE | EDM2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.40% | -32.34% | +0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.60% | -10.86% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -19.46% | -10.35% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -25.47% | -4.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.40% | — | — |
Current DrawdownCurrent decline from peak | -5.99% | -4.32% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -5.80% | -11.09% | +5.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.93% | 3.06% | +2.87% |
Volatility
QDVE.DE vs. EDM2.DE - Volatility Comparison
The current volatility for iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) is 7.55%, while iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a volatility of 8.50%. This indicates that QDVE.DE experiences smaller price fluctuations and is considered to be less risky than EDM2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVE.DE | EDM2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 8.50% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 15.59% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.39% | 18.27% | +2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 16.94% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 19.20% | +2.52% |
QDVE.DE vs. EDM2.DE - Expense Ratio Comparison
QDVE.DE has a 0.15% expense ratio, which is lower than EDM2.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVE.DE vs. EDM2.DE - Dividend Comparison
Neither QDVE.DE nor EDM2.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVE.DE and EDM2.DE have a correlation of 0.64, 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 0.18% for EDM2.DE.
QDVE.DE is categorized as Technology Equities, while EDM2.DE is Emerging Markets Equities. QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index, while EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus. Their fees differ too: 0.15% for QDVE.DE and 0.18% for EDM2.DE.
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