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CSUS.AS vs. EDMU.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUS.AS vs. EDMU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) and iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE). The values are adjusted to include any dividend payments, if applicable.

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CSUS.AS vs. EDMU.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
-5.02%4.04%33.96%22.33%-15.27%37.95%10.18%12.20%
EDMU.DE
iShares MSCI USA ESG Enhanced UCITS ETF USD Acc
-5.89%2.64%31.12%22.05%-17.35%38.97%10.90%13.90%

Returns By Period

In the year-to-date period, CSUS.AS achieves a -5.02% return, which is significantly higher than EDMU.DE's -5.89% return.


CSUS.AS

1D
0.02%
1M
-4.63%
YTD
-5.02%
6M
-2.11%
1Y
8.09%
3Y*
15.46%
5Y*
11.16%
10Y*
13.28%

EDMU.DE

1D
0.05%
1M
-4.11%
YTD
-5.89%
6M
-2.59%
1Y
7.49%
3Y*
13.77%
5Y*
9.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUS.AS vs. EDMU.DE - Expense Ratio Comparison

CSUS.AS has a 0.33% expense ratio, which is higher than EDMU.DE's 0.07% expense ratio.


Return for Risk

CSUS.AS vs. EDMU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSUS.AS
CSUS.AS Risk / Return Rank: 4848
Overall Rank
CSUS.AS Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 3030
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 3333
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 6868
Martin Ratio Rank

EDMU.DE
EDMU.DE Risk / Return Rank: 2424
Overall Rank
EDMU.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EDMU.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
EDMU.DE Omega Ratio Rank: 2525
Omega Ratio Rank
EDMU.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
EDMU.DE Martin Ratio Rank: 2424
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.

CSUS.AS vs. EDMU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) 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.


CSUS.ASEDMU.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.43

+0.13

Sortino ratio

Return per unit of downside risk

0.86

0.69

+0.17

Omega ratio

Gain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratio

Return relative to maximum drawdown

1.99

0.44

+1.55

Martin ratio

Return relative to average drawdown

6.86

1.75

+5.11

CSUS.AS vs. EDMU.DE - Sharpe Ratio Comparison

The current CSUS.AS Sharpe Ratio is 0.56, which is comparable to the EDMU.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of CSUS.AS and EDMU.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


CSUS.ASEDMU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.43

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.62

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.70

+0.12

Correlation

The correlation between CSUS.AS and EDMU.DE is 0.95, 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

CSUS.AS vs. EDMU.DE - Dividend Comparison

Neither CSUS.AS nor EDMU.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CSUS.AS vs. EDMU.DE - Drawdown Comparison

The maximum CSUS.AS drawdown since its inception was -34.08%, roughly equal to the maximum EDMU.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for CSUS.AS and EDMU.DE.


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Drawdown Indicators


CSUS.ASEDMU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.08%

-33.43%

-0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-13.33%

-13.74%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-24.12%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-7.08%

-7.74%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.46%

-5.47%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.45%

-1.32%

Volatility

CSUS.AS vs. EDMU.DE - Volatility Comparison

The current volatility for iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) is 3.08%, while iShares MSCI USA ESG Enhanced UCITS ETF USD Acc (EDMU.DE) has a volatility of 3.29%. This indicates that CSUS.AS experiences smaller price fluctuations and is considered to be less risky 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


CSUS.ASEDMU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.29%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

8.72%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

17.36%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

15.57%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

17.52%

-1.26%