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QDVS.DE vs. EUNY.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QDVS.DE vs. EUNY.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI EM SRI UCITS ETF (QDVS.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE).

QDVS.DE and EUNY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDVS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets SRI Select Reduced Fossil Fuels. It was launched on Jul 11, 2016. EUNY.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend. It was launched on Nov 25, 2011. Both QDVS.DE and EUNY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

QDVS.DE vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM SRI UCITS ETF (QDVS.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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QDVS.DE vs. EUNY.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
QDVS.DE
iShares MSCI EM SRI UCITS ETF		2.92%16.78%11.26%-2.12%-12.39%6.97%6.67%19.37%-6.54%18.05%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		12.63%13.97%12.39%15.37%-26.13%19.99%-11.70%18.31%-1.55%10.49%

Returns By Period

In the year-to-date period, QDVS.DE achieves a 2.92% return, which is significantly lower than EUNY.DE's 12.63% return.

QDVS.DE

1D
-0.99%
1M
-1.51%
YTD
2.92%
6M
7.01%
1Y
24.45%
3Y*
9.87%
5Y*
2.87%
10Y*
—

EUNY.DE

1D
0.13%
1M
2.74%
YTD
12.63%
6M
20.54%
1Y
24.70%
3Y*
18.53%
5Y*
6.01%
10Y*
7.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI EM SRI UCITS ETF

iShares Emerging Markets Dividend UCITS ETF

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Often compared with EUNY.DE:
EUNY.DE vs. HDEM.LEUNY.DE vs. SPYV.DEEUNY.DE vs. QDVE.DEEUNY.DE vs. IDVY.LEUNY.DE vs. ISPA.DEEUNY.DE vs. LGGE.DEEUNY.DE vs. TDIV.AS

QDVS.DE vs. EUNY.DE - Expense Ratio Comparison

QDVS.DE has a 0.25% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.

EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
QDVS.DE
iShares MSCI EM SRI UCITS ETF

Return for Risk

QDVS.DE vs. EUNY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QDVS.DE
QDVS.DE Risk / Return Rank: 7373
Overall Rank
QDVS.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QDVS.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
QDVS.DE Omega Ratio Rank: 6565
Omega Ratio Rank
QDVS.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
QDVS.DE Martin Ratio Rank: 8080
Martin Ratio Rank
EUNY.DE
EUNY.DE Risk / Return Rank: 8888
Overall Rank
EUNY.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 8282
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVS.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF (QDVS.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.

QDVS.DEEUNY.DEDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.71

-0.37

Sortino ratio

Return per unit of downside risk

1.82

2.22

-0.40

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

2.86

4.88

-2.02

Martin ratio

Return relative to average drawdown

10.71

19.74

-9.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDVS.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current QDVS.DE Sharpe Ratio is 1.33, which is comparable to the EUNY.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of QDVS.DE and EUNY.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

QDVS.DEEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.71

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.38

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.43

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.23

+0.10

Correlation

The correlation between QDVS.DE and EUNY.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

QDVS.DE vs. EUNY.DE - Dividend Comparison

QDVS.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.26%.

TTM20252024202320222021202020192018201720162015
QDVS.DE
iShares MSCI EM SRI UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		5.26%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%

Drawdowns

QDVS.DE vs. EUNY.DE - Drawdown Comparison

The maximum QDVS.DE drawdown since its inception was -36.51%, smaller than the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for QDVS.DE and EUNY.DE.

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Drawdown Indicators

QDVS.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.51%

-40.65%

+4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-10.87%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-31.43%

+6.34%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.29%

—

Current Drawdown

Current decline from peak

-8.36%

-0.65%

-7.71%

Average Drawdown

Average peak-to-trough decline

-8.94%

-12.47%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.47%

+1.25%

Volatility

QDVS.DE vs. EUNY.DE - Volatility Comparison

iShares MSCI EM SRI UCITS ETF (QDVS.DE) has a higher volatility of 7.00% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.83%. This indicates that QDVS.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QDVS.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

4.83%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.69%

9.45%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

14.44%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

15.51%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

16.84%

+1.77%