EDM4.DE vs. SEC0.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - EDM4.DE is a Europe Equities fund tracking the MSCI EMU ESG Enhanced Focus, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, EDM4.DE returned 15.37%/yr vs 56.37%/yr for SEC0.DE. A 0.63 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.35%/yr for SEC0.DE.
Performance
EDM4.DE vs. SEC0.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 lower than SEC0.DE's 98.10% 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*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
EDM4.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 8.82% | 22.13% | 9.89% | 18.31% | -12.80% | 2.45% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between EDM4.DE and SEC0.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.63 |
The correlation between EDM4.DE and SEC0.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. SEC0.DE — Risk / Return Rank
EDM4.DE
SEC0.DE
EDM4.DE vs. SEC0.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 iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.73 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.75 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 14.81 | -13.19 |
| Martin ratioReturn relative to average drawdown | 5.81 | 52.61 | -46.80 |
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 | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 5.89 | -4.73 |
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 | 1.17 | -0.59 |
Drawdowns
EDM4.DE vs. SEC0.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and SEC0.DE.
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Drawdown Indicators
| EDM4.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -39.35% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -12.90% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -39.35% | +24.27% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -2.85% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -11.85% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.64% | -0.64% |
Volatility
EDM4.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) is 4.75%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that EDM4.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDM4.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 13.13% | -8.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 25.14% | -12.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 32.42% | -17.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 29.95% | -13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 29.95% | -11.88% |
EDM4.DE vs. SEC0.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
EDM4.DE vs. SEC0.DE - Dividend Comparison
Neither EDM4.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and SEC0.DE have a correlation of 0.56, 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 0.35% for SEC0.DE.
EDM4.DE is categorized as Europe Equities, while SEC0.DE is Semiconductors. EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.12% for EDM4.DE and 0.35% for SEC0.DE.
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