EDM4.DE vs. SXR8.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EDM4.DE is a Europe Equities fund tracking the MSCI EMU ESG Enhanced Focus, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EDM4.DE returned 9.91%/yr vs 14.77%/yr for SXR8.DE. A 0.61 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.07%/yr for SXR8.DE.
Performance
EDM4.DE vs. SXR8.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 SXR8.DE's 11.37% 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*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EDM4.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 13.66% |
Correlation
The correlation between EDM4.DE and SXR8.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2019 | 0.61 |
The correlation between EDM4.DE and SXR8.DE has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. SXR8.DE — Risk / Return Rank
EDM4.DE
SXR8.DE
EDM4.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.58 | -1.96 |
| Martin ratioReturn relative to average drawdown | 5.81 | 12.71 | -6.90 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.21 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.96 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.79 | -0.22 |
Drawdowns
EDM4.DE vs. SXR8.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -35.27%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and SXR8.DE.
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Drawdown Indicators
| EDM4.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -33.78% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -7.13% | -3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -23.32% | +8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -25.24% | -23.32% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.45% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -5.17% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.01% | +0.99% |
Volatility
EDM4.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) has a higher volatility of 4.75% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EDM4.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 2.65% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 7.57% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 11.56% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.32% | 15.16% | +1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 16.09% | +1.98% |
EDM4.DE vs. SXR8.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is higher than SXR8.DE's 0.07% 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
EDM4.DE vs. SXR8.DE - Dividend Comparison
Neither EDM4.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and SXR8.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for EDM4.DE.
EDM4.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.12% for EDM4.DE and 0.07% for SXR8.DE.
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