EDM2.DE vs. EUNN.DE
Compare and contrast key facts about iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE).
EDM2.DE and EUNN.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDM2.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets ESG Enhanced Focus. It was launched on Oct 22, 2019. EUNN.DE is a passively managed fund by iShares that tracks the performance of the MSCI Japan IMI. It was launched on Sep 25, 2009. Both EDM2.DE and EUNN.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
EDM2.DE vs. EUNN.DE - Performance Comparison
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EDM2.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 5.56% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 7.15% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 2.72% |
Returns By Period
In the year-to-date period, EDM2.DE achieves a 5.56% return, which is significantly lower than EUNN.DE's 7.15% return.
EDM2.DE
- 1D
- 3.35%
- 1M
- -5.48%
- YTD
- 5.56%
- 6M
- 8.44%
- 1Y
- 25.59%
- 3Y*
- 13.61%
- 5Y*
- 3.91%
- 10Y*
- —
EUNN.DE
- 1D
- -1.71%
- 1M
- 0.54%
- YTD
- 7.15%
- 6M
- 12.24%
- 1Y
- 24.48%
- 3Y*
- 14.53%
- 5Y*
- 7.47%
- 10Y*
- 8.83%
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EDM2.DE vs. EUNN.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is higher than EUNN.DE's 0.12% 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%.
Return for Risk
EDM2.DE vs. EUNN.DE — Risk / Return Rank
EDM2.DE
EUNN.DE
EDM2.DE vs. EUNN.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 Core MSCI Japan IMI UCITS ETF (EUNN.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 | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.24 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.78 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.40 | 3.21 | -0.82 |
Martin ratioReturn relative to average drawdown | 8.39 | 11.05 | -2.66 |
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 | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.24 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.46 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.51 | -0.15 |
Correlation
The correlation between EDM2.DE and EUNN.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EDM2.DE vs. EUNN.DE - Dividend Comparison
Neither EDM2.DE nor EUNN.DE has paid dividends to shareholders.
Drawdowns
EDM2.DE vs. EUNN.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, which is greater than EUNN.DE's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and EUNN.DE.
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Drawdown Indicators
| EDM2.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -28.55% | -3.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -9.58% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -19.41% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.55% | — |
Current DrawdownCurrent decline from peak | -7.81% | -5.95% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -11.34% | -6.90% | -4.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.79% | +0.32% |
Volatility
EDM2.DE vs. EUNN.DE - Volatility Comparison
The current volatility for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) is 7.35%, while iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a volatility of 8.47%. This indicates that EDM2.DE experiences smaller price fluctuations and is considered to be less risky than EUNN.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 | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 8.47% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 14.30% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 19.76% | -1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 15.92% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 16.13% | +2.80% |