EDM2.DE vs. ESIH.DE
EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) and ESIH.DE (iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - EDM2.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Enhanced Focus, while ESIH.DE is a Health & Biotech Equities fund tracking the MSCI World/Health Care NR USD. Both are passively managed. Over the past 5 years, EDM2.DE returned 7.59%/yr vs 5.74%/yr for ESIH.DE. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
EDM2.DE vs. ESIH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM2.DE achieves a 26.35% return, which is significantly higher than ESIH.DE's -2.35% return.
EDM2.DE
- 1D
- -1.45%
- 1M
- 3.82%
- YTD
- 26.35%
- 6M
- 26.81%
- 1Y
- 46.28%
- 3Y*
- 20.29%
- 5Y*
- 7.59%
- 10Y*
- —
ESIH.DE
- 1D
- 3.10%
- 1M
- 0.16%
- YTD
- -2.35%
- 6M
- -1.01%
- 1Y
- 6.11%
- 3Y*
- 2.72%
- 5Y*
- 5.74%
- 10Y*
- —
EDM2.DE vs. ESIH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 3.17% |
ESIH.DE iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) | -2.35% | 7.95% | 4.09% | 7.63% | -4.59% | 25.93% | -0.69% |
Correlation
The correlation between EDM2.DE and ESIH.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.27 |
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Return for Risk
EDM2.DE vs. ESIH.DE — Risk / Return Rank
EDM2.DE
ESIH.DE
EDM2.DE vs. ESIH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.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.
| EDM2.DE | ESIH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.07 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 0.47 | +3.85 |
| Martin ratioReturn relative to average drawdown | 15.65 | 1.05 | +14.60 |
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
| EDM2.DE | ESIH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.35 | +2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.36 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.41 | +0.09 |
Drawdowns
EDM2.DE vs. ESIH.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, which is greater than ESIH.DE's maximum drawdown of -26.69%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and ESIH.DE.
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Drawdown Indicators
| EDM2.DE | ESIH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -26.69% | -5.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -12.82% | +1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -26.69% | +7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -26.69% | +1.26% |
Current DrawdownCurrent decline from peak | -2.66% | -10.96% | +8.30% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -7.24% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 5.75% | -2.74% |
Volatility
EDM2.DE vs. ESIH.DE - Volatility Comparison
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a higher volatility of 7.43% compared to iShares MSCI Europe Health Care Sector UCITS ETF EUR (Acc) (ESIH.DE) at 5.87%. This indicates that EDM2.DE's price experiences larger fluctuations and is considered to be riskier than ESIH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM2.DE | ESIH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 5.87% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 11.96% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 17.18% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 15.86% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 15.61% | +3.52% |
EDM2.DE vs. ESIH.DE - Expense Ratio Comparison
Both EDM2.DE and ESIH.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EDM2.DE vs. ESIH.DE - Dividend Comparison
Neither EDM2.DE nor ESIH.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM2.DE and ESIH.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EDM2.DE and ESIH.DE have the same expense ratio: 0.18% per year.
EDM2.DE is categorized as Emerging Markets Equities, while ESIH.DE is Health & Biotech Equities. EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, while ESIH.DE tracks MSCI World/Health Care NR USD.
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