EDM4.DE vs. XB4A.DE
EDM4.DE (iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - EDM4.DE tracks the MSCI EMU ESG Enhanced Focus while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 5 years, EDM4.DE returned 10.17%/yr vs 17.80%/yr for XB4A.DE. A 0.76 correlation means they provide meaningful diversification when combined. EDM4.DE charges 0.12%/yr vs 0.25%/yr for XB4A.DE.
Performance
EDM4.DE vs. XB4A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM4.DE achieves a 9.70% return, which is significantly lower than XB4A.DE's 22.80% return.
EDM4.DE
- 1D
- -0.77%
- 1M
- -2.46%
- 6M
- 6.52%
- YTD
- 9.70%
- 1Y
- 18.69%
- 3Y*
- 14.98%
- 5Y*
- 10.17%
- 10Y*
- —
XB4A.DE
- 1D
- -1.41%
- 1M
- -2.38%
- 6M
- 19.27%
- YTD
- 22.80%
- 1Y
- 45.48%
- 3Y*
- 30.57%
- 5Y*
- 17.80%
- 10Y*
- 14.60%
EDM4.DE vs. XB4A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM4.DE iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc | 9.70% | 22.14% | 9.87% | 18.47% | -12.85% | 22.20% | 1.28% | 8.96% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 22.80% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 1.39% |
Correlation
The correlation between EDM4.DE and XB4A.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 16, 2019 | 0.76 |
The correlation between EDM4.DE and XB4A.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
EDM4.DE vs. XB4A.DE — Risk / Return Rank
EDM4.DE
XB4A.DE
EDM4.DE vs. XB4A.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 ATX UCITS ETF (Acc) (XB4A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EDM4.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.13 | -2.43 |
| Martin ratioReturn relative to average drawdown | 6.17 | 13.97 | -7.81 |
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Drawdowns
EDM4.DE vs. XB4A.DE - Drawdown Comparison
The maximum EDM4.DE drawdown since its inception was -37.39%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for EDM4.DE and XB4A.DE.
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Drawdown Indicators
| EDM4.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -53.54% | +16.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.78% | -10.88% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -16.26% | +1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | -32.50% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.54% | — |
Current DrawdownCurrent decline from peak | -2.92% | -3.43% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -9.88% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 3.23% | -0.25% |
Volatility
EDM4.DE vs. XB4A.DE - Volatility Comparison
The current volatility for iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc (EDM4.DE) is 3.84%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 4.97%. This indicates that EDM4.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.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 | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.97% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 14.95% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 17.66% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 19.15% | -2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 20.15% | -1.92% |
EDM4.DE vs. XB4A.DE - Expense Ratio Comparison
EDM4.DE has a 0.12% expense ratio, which is lower than XB4A.DE's 0.25% expense ratio. Despite the difference, 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. XB4A.DE - Dividend Comparison
Neither EDM4.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM4.DE and XB4A.DE have a correlation of 0.77, 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 0.25% for XB4A.DE.
EDM4.DE tracks MSCI EMU ESG Enhanced Focus, while XB4A.DE tracks ATX Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for EDM4.DE and 0.25% for XB4A.DE.
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