2B7K.DE vs. EDMU.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and EDMU.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD Acc) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while EDMU.DE tracks the MSCI USA ESG Enhanced Focus. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 12.84%/yr for EDMU.DE. Their correlation of 0.93 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.07%/yr for EDMU.DE.
Performance
2B7K.DE vs. EDMU.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with 2B7K.DE having a 10.83% return and EDMU.DE slightly lower at 10.40%.
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
EDMU.DE
- 1D
- -0.09%
- 1M
- 4.59%
- YTD
- 10.40%
- 6M
- 9.74%
- 1Y
- 23.04%
- 3Y*
- 17.44%
- 5Y*
- 12.84%
- 10Y*
- —
2B7K.DE vs. EDMU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 13.77% |
EDMU.DE iShares MSCI USA ESG Enhanced UCITS ETF USD Acc | 10.40% | 2.64% | 31.12% | 22.05% | -17.35% | 38.97% | 10.90% | 13.90% |
Correlation
The correlation between 2B7K.DE and EDMU.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2019 | 0.93 |
The correlation between 2B7K.DE and EDMU.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
2B7K.DE vs. EDMU.DE — Risk / Return Rank
2B7K.DE
EDMU.DE
2B7K.DE vs. EDMU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.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.
| 2B7K.DE | EDMU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 2.85 | -0.48 |
| Martin ratioReturn relative to average drawdown | 8.64 | 9.88 | -1.24 |
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
| 2B7K.DE | EDMU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.95 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.82 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.83 | -0.04 |
Drawdowns
2B7K.DE vs. EDMU.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and EDMU.DE.
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Drawdown Indicators
| 2B7K.DE | EDMU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -33.43% | +1.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -8.15% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -24.12% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -24.12% | +2.83% |
Current DrawdownCurrent decline from peak | 0.00% | -0.41% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -5.36% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.36% | -0.21% |
Volatility
2B7K.DE vs. EDMU.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) at 2.69%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than EDMU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7K.DE | EDMU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 2.69% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 7.80% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 11.93% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.55% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 17.39% | -1.21% |
2B7K.DE vs. EDMU.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
2B7K.DE vs. EDMU.DE - Dividend Comparison
Neither 2B7K.DE nor EDMU.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and EDMU.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDMU.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDMU.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for 2B7K.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while EDMU.DE tracks MSCI USA ESG Enhanced Focus. Their fees differ too: 0.20% for 2B7K.DE and 0.07% for EDMU.DE.
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