EDM2.DE vs. VAGF.DE
EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) and VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - EDM2.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Enhanced Focus, while VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). Both are passively managed. Over the past 5 years, EDM2.DE returned 7.59%/yr vs -1.66%/yr for VAGF.DE. At a 0.02 correlation, their price movements are largely independent. EDM2.DE charges 0.18%/yr vs 0.10%/yr for VAGF.DE.
Performance
EDM2.DE vs. VAGF.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 VAGF.DE's -0.68% 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*
- —
VAGF.DE
- 1D
- 0.09%
- 1M
- -0.28%
- YTD
- -0.68%
- 6M
- -0.37%
- 1Y
- 1.16%
- 3Y*
- 2.04%
- 5Y*
- -1.66%
- 10Y*
- —
EDM2.DE vs. VAGF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.68% | 3.23% | 0.82% | 4.53% | -14.84% | -2.97% | 5.07% | -0.71% |
Correlation
The correlation between EDM2.DE and VAGF.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2019 | 0.02 |
The correlation between EDM2.DE and VAGF.DE shifts across timeframes, from 0.02 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EDM2.DE vs. VAGF.DE — Risk / Return Rank
EDM2.DE
VAGF.DE
EDM2.DE vs. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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 | VAGF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.06 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 0.38 | +3.93 |
| Martin ratioReturn relative to average drawdown | 15.65 | 1.06 | +14.59 |
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 | VAGF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.33 | +2.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.33 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | -0.17 | +0.66 |
Drawdowns
EDM2.DE vs. VAGF.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, which is greater than VAGF.DE's maximum drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and VAGF.DE.
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Drawdown Indicators
| EDM2.DE | VAGF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -19.57% | -12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -3.11% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -4.45% | -15.07% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -18.79% | -6.64% |
Current DrawdownCurrent decline from peak | -2.66% | -10.73% | +8.07% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -8.99% | -2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.13% | +1.88% |
Volatility
EDM2.DE vs. VAGF.DE - Volatility Comparison
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a higher volatility of 7.43% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.55%. This indicates that EDM2.DE's price experiences larger fluctuations and is considered to be riskier than VAGF.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 | VAGF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 1.55% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 2.98% | +12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 3.63% | +14.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 4.90% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 4.71% | +14.42% |
EDM2.DE vs. VAGF.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is higher than VAGF.DE's 0.10% 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
EDM2.DE vs. VAGF.DE - Dividend Comparison
Neither EDM2.DE nor VAGF.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM2.DE and VAGF.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for EDM2.DE.
EDM2.DE is categorized as Emerging Markets Equities, while VAGF.DE is Global Bonds. EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for EDM2.DE and 0.10% for VAGF.DE.
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