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EDM6.DE vs. C50U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDM6.DE vs. C50U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EDM6.DE is traded in EUR, while C50U.L is traded in USD. To make them comparable, the C50U.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EDM6.DE having a 7.51% return and C50U.L slightly lower at 7.33%.


EDM6.DE

1D
0.53%
1M
1.24%
YTD
7.51%
6M
10.13%
1Y
15.70%
3Y*
12.88%
5Y*
8.72%
10Y*

C50U.L

1D
0.48%
1M
4.54%
YTD
7.33%
6M
8.55%
1Y
15.67%
3Y*
15.55%
5Y*
11.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDM6.DE vs. C50U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EDM6.DE
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc
7.51%17.44%8.39%15.68%-12.34%23.71%
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
7.35%21.01%11.60%23.12%-8.28%21.96%

Correlation

The correlation between EDM6.DE and C50U.L is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.87

The correlation between EDM6.DE and C50U.L has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.

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Return for Risk

EDM6.DE vs. C50U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDM6.DE
EDM6.DE Risk / Return Rank: 3535
Overall Rank
EDM6.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EDM6.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
EDM6.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EDM6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
EDM6.DE Martin Ratio Rank: 3737
Martin Ratio Rank

C50U.L
C50U.L Risk / Return Rank: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDM6.DE vs. C50U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). 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.


EDM6.DEC50U.LDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratioReturn relative to maximum drawdown

1.59

1.44

+0.15

Martin ratioReturn relative to average drawdown

5.63

4.85

+0.78

EDM6.DE vs. C50U.L - Sharpe Ratio Comparison

The current EDM6.DE Sharpe Ratio is 1.20, which is comparable to the C50U.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of EDM6.DE and C50U.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EDM6.DEC50U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.93

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.63

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.76

-0.20

Drawdowns

EDM6.DE vs. C50U.L - Drawdown Comparison

The maximum EDM6.DE drawdown since its inception was -34.98%, which is greater than C50U.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and C50U.L.


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Drawdown Indicators


EDM6.DEC50U.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-24.18%

-10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-10.83%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-16.44%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-24.18%

+2.37%

Current Drawdown

Current decline from peak

-1.56%

-0.21%

-1.35%

Average Drawdown

Average peak-to-trough decline

-5.25%

-4.46%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

3.22%

-0.38%

Volatility

EDM6.DE vs. C50U.L - Volatility Comparison

The current volatility for iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) is 4.40%, while Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a volatility of 5.44%. This indicates that EDM6.DE experiences smaller price fluctuations and is considered to be less risky than C50U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDM6.DEC50U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

5.44%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

13.51%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

16.73%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

18.37%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

18.11%

-1.62%

EDM6.DE vs. C50U.L - Expense Ratio Comparison

EDM6.DE has a 0.12% expense ratio, which is lower than C50U.L's 0.15% 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

EDM6.DE vs. C50U.L - Dividend Comparison

Neither EDM6.DE nor C50U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EDM6.DE and C50U.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for C50U.L.

EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while C50U.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for EDM6.DE and 0.15% for C50U.L.

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