EDM4.DE vs. DBXI.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and DBXI.DE (Xtrackers FTSE MIB UCITS ETF) are both Europe Equities funds - EDM4.DE tracks the MSCI EMU ESG Enhanced Focus while DBXI.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, EDM4.DE returned 9.91%/yr vs 19.73%/yr for DBXI.DE. Their correlation of 0.80 suggests significant overlap in exposure. EDM4.DE charges 0.12%/yr vs 0.30%/yr for DBXI.DE.
Performance
EDM4.DE vs. DBXI.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDM4.DE achieves a 8.82% return, which is significantly lower than DBXI.DE's 14.49% 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*
- —
DBXI.DE
- 1D
- 0.21%
- 1M
- 2.55%
- YTD
- 14.49%
- 6M
- 18.42%
- 1Y
- 29.63%
- 3Y*
- 28.95%
- 5Y*
- 19.73%
- 10Y*
- 14.91%
EDM4.DE vs. DBXI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 8.82% | 22.13% | 9.89% | 18.31% | -12.80% | 22.20% | 1.30% | 8.96% |
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 14.49% | 37.50% | 18.27% | 33.40% | -9.08% | 26.51% | -4.28% | 10.86% |
Correlation
The correlation between EDM4.DE and DBXI.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.80 |
The correlation between EDM4.DE and DBXI.DE has been stable across timeframes, ranging from 0.80 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDM4.DE vs. DBXI.DE — Risk / Return Rank
EDM4.DE
DBXI.DE
EDM4.DE vs. DBXI.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 Xtrackers FTSE MIB UCITS ETF (DBXI.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 | DBXI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.17 | -1.55 |
| Martin ratioReturn relative to average drawdown | 5.81 | 11.42 | -5.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EDM4.DE | DBXI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.94 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.09 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.19 | +0.38 |
Drawdowns
EDM4.DE vs. DBXI.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, smaller than the maximum DBXI.DE drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and DBXI.DE.
Loading charts...
Drawdown Indicators
| EDM4.DE | DBXI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -69.49% | +34.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -9.62% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -17.56% | +2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -25.10% | -0.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.46% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.77% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -29.56% | +23.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.67% | +0.33% |
Volatility
EDM4.DE vs. DBXI.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) and Xtrackers FTSE MIB UCITS ETF (DBXI.DE) have volatilities of 4.75% and 4.63%, 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.
Loading charts...
Volatility by Period
| EDM4.DE | DBXI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.63% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 12.34% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 15.69% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 18.31% | -1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 20.37% | -2.30% |
EDM4.DE vs. DBXI.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than DBXI.DE's 0.30% expense ratio.
Dividends
EDM4.DE vs. DBXI.DE - Dividend Comparison
EDM4.DE has not paid dividends to shareholders, while DBXI.DE's dividend yield for the trailing twelve months is around 3.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBXI.DE Xtrackers FTSE MIB UCITS ETF | 3.63% | 3.93% | 4.53% | 3.78% | 7.45% | 0.94% | 4.23% | 3.33% | 2.66% | 1.94% | 2.51% | 0.15% |
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EDM4.DE and DBXI.DE have a correlation of 0.86, 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 0.30% for DBXI.DE.
EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while DBXI.DE tracks FTSE MIB. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for EDM4.DE and 0.30% for DBXI.DE.
Find the right allocation for EDM4.DE and DBXI.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer