EDM4.DE vs. B41J.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and B41J.DE (Global X European Infrastructure Development UCITS ETF EUR Accumulating) are both Europe Equities funds - EDM4.DE tracks the MSCI EMU ESG Enhanced Focus while B41J.DE tracks the Mirae Asset European Infrastructure Development Index. Both are passively managed. Over the past year, EDM4.DE returned 17.25% vs 8.67% for B41J.DE. A 0.69 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.47%/yr for B41J.DE.
Performance
EDM4.DE vs. B41J.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM4.DE achieves a 8.82% return, which is significantly higher than B41J.DE's 7.25% return.
EDM4.DE
- 1D
- 0.51%
- 1M
- 2.53%
- YTD
- 8.82%
- 6M
- 10.65%
- 1Y
- 17.25%
- 3Y*
- 15.37%
- 5Y*
- 9.91%
- 10Y*
- —
B41J.DE
- 1D
- 0.02%
- 1M
- -2.78%
- YTD
- 7.25%
- 6M
- 8.50%
- 1Y
- 8.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDM4.DE vs. B41J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 8.82% | 22.13% | 0.84% |
B41J.DE Global X European Infrastructure Development UCITS ETF EUR Accumulating | 7.25% | 27.74% | -2.48% |
Correlation
The correlation between EDM4.DE and B41J.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.69 |
The correlation between EDM4.DE and B41J.DE has been stable across timeframes, ranging from 0.69 to 0.70 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. B41J.DE — Risk / Return Rank
EDM4.DE
B41J.DE
EDM4.DE vs. B41J.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.
| EDM4.DE | B41J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.11 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.94 | +0.67 |
| Martin ratioReturn relative to average drawdown | 5.81 | 2.70 | +3.11 |
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
| EDM4.DE | B41J.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 0.58 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 1.12 | -0.55 |
Drawdowns
EDM4.DE vs. B41J.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and B41J.DE.
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Drawdown Indicators
| EDM4.DE | B41J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -12.00% | -23.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -9.34% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -4.55% | +4.16% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -2.45% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.24% | -0.24% |
Volatility
EDM4.DE vs. B41J.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) have volatilities of 4.75% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM4.DE | B41J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.95% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 12.73% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.27% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 16.11% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 16.11% | +1.96% |
EDM4.DE vs. B41J.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.
Dividends
EDM4.DE vs. B41J.DE - Dividend Comparison
Neither EDM4.DE nor B41J.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and B41J.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM4.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM4.DE is cheaper with a 0.12% expense ratio, compared with 0.47% for B41J.DE.
EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while B41J.DE tracks Mirae Asset European Infrastructure Development Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.12% for EDM4.DE and 0.47% for B41J.DE.
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