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EDM6.DE vs. EUNK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDM6.DE vs. EUNK.DE - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EDM6.DE having a 7.51% return and EUNK.DE slightly lower at 7.32%.


EDM6.DE

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

EUNK.DE

1D
0.60%
1M
1.11%
YTD
7.32%
6M
9.84%
1Y
15.90%
3Y*
13.70%
5Y*
9.96%
10Y*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDM6.DE vs. EUNK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EDM6.DE
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc
7.51%17.44%8.39%15.68%-12.34%25.49%-1.54%10.00%
EUNK.DE
iShares Core MSCI Europe UCITS ETF EUR (Acc)
7.32%20.34%8.22%15.78%-9.07%24.95%-3.14%9.45%

Correlation

The correlation between EDM6.DE and EUNK.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2019

0.94

The correlation between EDM6.DE and EUNK.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

EDM6.DE vs. EUNK.DE — 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

EUNK.DE
EUNK.DE Risk / Return Rank: 3636
Overall Rank
EUNK.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EUNK.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EUNK.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EUNK.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUNK.DE Martin Ratio Rank: 4040
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. EUNK.DE - 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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.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.


EDM6.DEEUNK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.59

1.69

-0.10

Martin ratioReturn relative to average drawdown

5.63

6.26

-0.63

EDM6.DE vs. EUNK.DE - Sharpe Ratio Comparison

The current EDM6.DE Sharpe Ratio is 1.20, which is comparable to the EUNK.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EDM6.DE and EUNK.DE, 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.DEEUNK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.25

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.69

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.04

Drawdowns

EDM6.DE vs. EUNK.DE - Drawdown Comparison

The maximum EDM6.DE drawdown since its inception was -34.98%, roughly equal to the maximum EUNK.DE drawdown of -35.45%. Use the drawdown chart below to compare losses from any high point for EDM6.DE and EUNK.DE.


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Drawdown Indicators


EDM6.DEEUNK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-35.45%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-9.52%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-16.58%

+0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.81%

-19.45%

-2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

Current Drawdown

Current decline from peak

-1.56%

-1.68%

+0.12%

Average Drawdown

Average peak-to-trough decline

-5.25%

-5.31%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

2.57%

+0.27%

Volatility

EDM6.DE vs. EUNK.DE - Volatility Comparison

iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (EUNK.DE) have volatilities of 4.40% and 4.33%, 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.


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Volatility by Period


EDM6.DEEUNK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.33%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

10.59%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.26%

12.85%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

14.20%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

15.49%

+1.00%

EDM6.DE vs. EUNK.DE - Expense Ratio Comparison

Both EDM6.DE and EUNK.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EDM6.DE vs. EUNK.DE - Dividend Comparison

Neither EDM6.DE nor EUNK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, EDM6.DE and EUNK.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EDM6.DE and EUNK.DE have the same expense ratio: 0.12% per year.

EDM6.DE tracks MSCI Europe ESG Enhanced Focus, while EUNK.DE tracks MSCI Europe.

Portfolio Optimizer

Find the right allocation for EDM6.DE and EUNK.DE

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